CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 16-Dec-2014
Day Change Summary
Previous Current
15-Dec-2014 16-Dec-2014 Change Change % Previous Week
Open 0.8072 0.8063 -0.0009 -0.1% 0.8095
High 0.8072 0.8063 -0.0009 -0.1% 0.8180
Low 0.8072 0.8063 -0.0009 -0.1% 0.8095
Close 0.8072 0.8063 -0.0009 -0.1% 0.8098
Range
ATR 0.0039 0.0037 -0.0002 -5.5% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 16-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8063 0.8063 0.8063
R3 0.8063 0.8063 0.8063
R2 0.8063 0.8063 0.8063
R1 0.8063 0.8063 0.8063 0.8063
PP 0.8063 0.8063 0.8063 0.8063
S1 0.8063 0.8063 0.8063 0.8063
S2 0.8063 0.8063 0.8063
S3 0.8063 0.8063 0.8063
S4 0.8063 0.8063 0.8063
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8379 0.8324 0.8145
R3 0.8294 0.8239 0.8121
R2 0.8209 0.8209 0.8114
R1 0.8154 0.8154 0.8106 0.8182
PP 0.8124 0.8124 0.8124 0.8138
S1 0.8069 0.8069 0.8090 0.8097
S2 0.8039 0.8039 0.8082
S3 0.7954 0.7984 0.8075
S4 0.7869 0.7899 0.8051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8180 0.8063 0.0117 1.5% 0.0008 0.1% 0% False True 1
10 0.8239 0.8063 0.0176 2.2% 0.0009 0.1% 0% False True 1
20 0.8543 0.8063 0.0480 6.0% 0.0004 0.1% 0% False True 1
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.8063
2.618 0.8063
1.618 0.8063
1.000 0.8063
0.618 0.8063
HIGH 0.8063
0.618 0.8063
0.500 0.8063
0.382 0.8063
LOW 0.8063
0.618 0.8063
1.000 0.8063
1.618 0.8063
2.618 0.8063
4.250 0.8063
Fisher Pivots for day following 16-Dec-2014
Pivot 1 day 3 day
R1 0.8063 0.8081
PP 0.8063 0.8075
S1 0.8063 0.8069

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

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