CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 04-Dec-2014

Day Change Summary
	Previous	Current
	03-Dec-2014	04-Dec-2014	Change	Change %	Previous Week
Open	0.8384	0.8329	-0.0055	-0.7%	0.8610
High	0.8406	0.8368	-0.0038	-0.5%	0.8629
Low	0.8328	0.8298	-0.0030	-0.4%	0.8414
Close	0.8340	0.8321	-0.0019	-0.2%	0.8441
Range	0.0078	0.0070	-0.0008	-10.3%	0.0215
ATR	0.0096	0.0094	-0.0002	-2.0%	0.0000
Volume	7,054	6,491	-563	-8.0%	9,739

Daily Pivots for day following 04-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8539	0.8500	0.8360
R3	0.8469	0.8430	0.8340
R2	0.8399	0.8399	0.8334
R1	0.8360	0.8360	0.8327	0.8345
PP	0.8329	0.8329	0.8329	0.8321
S1	0.8290	0.8290	0.8315	0.8275
S2	0.8259	0.8259	0.8308
S3	0.8189	0.8220	0.8302
S4	0.8119	0.8150	0.8283

Weekly Pivots for week ending 28-Nov-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9140	0.9005	0.8559
R3	0.8925	0.8790	0.8500
R2	0.8710	0.8710	0.8480
R1	0.8575	0.8575	0.8461	0.8535
PP	0.8495	0.8495	0.8495	0.8475
S1	0.8360	0.8360	0.8421	0.8320
S2	0.8280	0.8280	0.8402
S3	0.8065	0.8145	0.8382
S4	0.7850	0.7930	0.8323

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8548	0.8298	0.0250	3.0%	0.0100	1.2%	9%	False	True	6,332
10	0.8653	0.8298	0.0355	4.3%	0.0098	1.2%	6%	False	True	3,977
20	0.8714	0.8298	0.0416	5.0%	0.0093	1.1%	6%	False	True	2,205
40	0.8815	0.8298	0.0517	6.2%	0.0092	1.1%	4%	False	True	1,193
60	0.9097	0.8298	0.0799	9.6%	0.0088	1.1%	3%	False	True	837
80	0.9257	0.8298	0.0959	11.5%	0.0071	0.9%	2%	False	True	629
100	0.9326	0.8298	0.1028	12.4%	0.0058	0.7%	2%	False	True	504

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0027
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8666
2.618	0.8551
1.618	0.8481
1.000	0.8438
0.618	0.8411
HIGH	0.8368
0.618	0.8341
0.500	0.8333
0.382	0.8325
LOW	0.8298
0.618	0.8255
1.000	0.8228
1.618	0.8185
2.618	0.8115
4.250	0.8001

Fisher Pivots for day following 04-Dec-2014
Pivot	1 day	3 day
R1	0.8333	0.8388
PP	0.8329	0.8366
S1	0.8325	0.8343

Download as Excel Spreadsheet

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

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