CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 30-Dec-2014
Day Change Summary
Previous Current
29-Dec-2014 30-Dec-2014 Change Change % Previous Week
Open 0.7990 0.8038 0.0048 0.6% 0.7994
High 0.7990 0.8038 0.0048 0.6% 0.7994
Low 0.7990 0.8038 0.0048 0.6% 0.7954
Close 0.7990 0.8038 0.0048 0.6% 0.7976
Range
ATR 0.0034 0.0035 0.0001 2.9% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 30-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8038 0.8038 0.8038
R3 0.8038 0.8038 0.8038
R2 0.8038 0.8038 0.8038
R1 0.8038 0.8038 0.8038 0.8038
PP 0.8038 0.8038 0.8038 0.8038
S1 0.8038 0.8038 0.8038 0.8038
S2 0.8038 0.8038 0.8038
S3 0.8038 0.8038 0.8038
S4 0.8038 0.8038 0.8038
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8095 0.8075 0.7998
R3 0.8055 0.8035 0.7987
R2 0.8015 0.8015 0.7983
R1 0.7995 0.7995 0.7980 0.7985
PP 0.7975 0.7975 0.7975 0.7970
S1 0.7955 0.7955 0.7972 0.7945
S2 0.7935 0.7935 0.7969
S3 0.7895 0.7915 0.7965
S4 0.7855 0.7875 0.7954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8038 0.7954 0.0084 1.0% 0.0000 0.0% 100% True False 1
10 0.8063 0.7954 0.0109 1.4% 0.0004 0.1% 77% False False 1
20 0.8279 0.7954 0.0325 4.0% 0.0007 0.1% 26% False False 1
40 0.8569 0.7954 0.0615 7.7% 0.0005 0.1% 14% False False 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.8038
2.618 0.8038
1.618 0.8038
1.000 0.8038
0.618 0.8038
HIGH 0.8038
0.618 0.8038
0.500 0.8038
0.382 0.8038
LOW 0.8038
0.618 0.8038
1.000 0.8038
1.618 0.8038
2.618 0.8038
4.250 0.8038
Fisher Pivots for day following 30-Dec-2014
Pivot 1 day 3 day
R1 0.8038 0.8028
PP 0.8038 0.8017
S1 0.8038 0.8007

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

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