CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 31-Dec-2014
Day Change Summary
Previous Current
30-Dec-2014 31-Dec-2014 Change Change % Previous Week
Open 0.8038 0.8027 -0.0011 -0.1% 0.7994
High 0.8038 0.8027 -0.0011 -0.1% 0.7994
Low 0.8038 0.8027 -0.0011 -0.1% 0.7954
Close 0.8038 0.8027 -0.0011 -0.1% 0.7976
Range
ATR 0.0035 0.0033 -0.0002 -4.9% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 31-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8027 0.8027 0.8027
R3 0.8027 0.8027 0.8027
R2 0.8027 0.8027 0.8027
R1 0.8027 0.8027 0.8027 0.8027
PP 0.8027 0.8027 0.8027 0.8027
S1 0.8027 0.8027 0.8027 0.8027
S2 0.8027 0.8027 0.8027
S3 0.8027 0.8027 0.8027
S4 0.8027 0.8027 0.8027
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 0.7969 0.0069 0.9% 0.0000 0.0% 84% False False 1
10 0.8038 0.7954 0.0084 1.0% 0.0004 0.1% 87% False False 1
20 0.8239 0.7954 0.0285 3.6% 0.0007 0.1% 26% False False 1
40 0.8569 0.7954 0.0615 7.7% 0.0005 0.1% 12% 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 0.8027
2.618 0.8027
1.618 0.8027
1.000 0.8027
0.618 0.8027
HIGH 0.8027
0.618 0.8027
0.500 0.8027
0.382 0.8027
LOW 0.8027
0.618 0.8027
1.000 0.8027
1.618 0.8027
2.618 0.8027
4.250 0.8027
Fisher Pivots for day following 31-Dec-2014
Pivot 1 day 3 day
R1 0.8027 0.8023
PP 0.8027 0.8018
S1 0.8027 0.8014

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

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