CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 22-Jul-2014

Day Change Summary
	Previous	Current
	21-Jul-2014	22-Jul-2014	Change	Change %	Previous Week
Open	0.9230	0.9243	0.0013	0.1%	0.9237
High	0.9230	0.9243	0.0013	0.1%	0.9248
Low	0.9230	0.9243	0.0013	0.1%	0.9210
Close	0.9230	0.9243	0.0013	0.1%	0.9248
Range
ATR
Volume	4	4	0	0.0%	20

Daily Pivots for day following 22-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9243	0.9243	0.9243
R3	0.9243	0.9243	0.9243
R2	0.9243	0.9243	0.9243
R1	0.9243	0.9243	0.9243	0.9243
PP	0.9243	0.9243	0.9243	0.9243
S1	0.9243	0.9243	0.9243	0.9243
S2	0.9243	0.9243	0.9243
S3	0.9243	0.9243	0.9243
S4	0.9243	0.9243	0.9243

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9349	0.9337	0.9269
R3	0.9311	0.9299	0.9258
R2	0.9273	0.9273	0.9255
R1	0.9261	0.9261	0.9251	0.9267
PP	0.9235	0.9235	0.9235	0.9239
S1	0.9223	0.9223	0.9245	0.9229
S2	0.9197	0.9197	0.9241
S3	0.9159	0.9185	0.9238
S4	0.9121	0.9147	0.9227

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9248	0.9210	0.0038	0.4%	0.0000	0.0%	87%	False	False	4
10	0.9263	0.9210	0.0053	0.6%	0.0000	0.0%	62%	False	False	4

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	0.9243
2.618	0.9243
1.618	0.9243
1.000	0.9243
0.618	0.9243
HIGH	0.9243
0.618	0.9243
0.500	0.9243
0.382	0.9243
LOW	0.9243
0.618	0.9243
1.000	0.9243
1.618	0.9243
2.618	0.9243
4.250	0.9243

Fisher Pivots for day following 22-Jul-2014
Pivot	1 day	3 day
R1	0.9243	0.9242
PP	0.9243	0.9240
S1	0.9243	0.9239

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