CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 13-Nov-2014
Day Change Summary
Previous Current
12-Nov-2014 13-Nov-2014 Change Change % Previous Week
Open 0.8526 0.8534 0.0008 0.1% 0.8497
High 0.8526 0.8534 0.0008 0.1% 0.8552
Low 0.8526 0.8534 0.0008 0.1% 0.8386
Close 0.8526 0.8534 0.0008 0.1% 0.8449
Range
ATR 0.0049 0.0046 -0.0003 -6.0% 0.0000
Volume 3 3 0 0.0% 15
Daily Pivots for day following 13-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8534 0.8534 0.8534
R3 0.8534 0.8534 0.8534
R2 0.8534 0.8534 0.8534
R1 0.8534 0.8534 0.8534 0.8534
PP 0.8534 0.8534 0.8534 0.8534
S1 0.8534 0.8534 0.8534 0.8534
S2 0.8534 0.8534 0.8534
S3 0.8534 0.8534 0.8534
S4 0.8534 0.8534 0.8534
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8960 0.8871 0.8540
R3 0.8794 0.8705 0.8495
R2 0.8628 0.8628 0.8479
R1 0.8539 0.8539 0.8464 0.8501
PP 0.8462 0.8462 0.8462 0.8443
S1 0.8373 0.8373 0.8434 0.8335
S2 0.8296 0.8296 0.8419
S3 0.8130 0.8207 0.8403
S4 0.7964 0.8041 0.8358
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8534 0.8427 0.0107 1.3% 0.0000 0.0% 100% True False 3
10 0.8603 0.8386 0.0217 2.5% 0.0000 0.0% 68% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.8534
2.618 0.8534
1.618 0.8534
1.000 0.8534
0.618 0.8534
HIGH 0.8534
0.618 0.8534
0.500 0.8534
0.382 0.8534
LOW 0.8534
0.618 0.8534
1.000 0.8534
1.618 0.8534
2.618 0.8534
4.250 0.8534
Fisher Pivots for day following 13-Nov-2014
Pivot 1 day 3 day
R1 0.8534 0.8525
PP 0.8534 0.8517
S1 0.8534 0.8508

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols