CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 24-Jul-2014
Day Change Summary
Previous Current
23-Jul-2014 24-Jul-2014 Change Change % Previous Week
Open 0.9290 0.9326 0.0036 0.4% 0.9237
High 0.9300 0.9326 0.0026 0.3% 0.9248
Low 0.9290 0.9265 -0.0025 -0.3% 0.9210
Close 0.9300 0.9265 -0.0035 -0.4% 0.9248
Range 0.0010 0.0061 0.0051 510.0% 0.0038
ATR 0.0019 0.0022 0.0003 16.3% 0.0000
Volume 4 1 -3 -75.0% 20
Daily Pivots for day following 24-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9468 0.9428 0.9299
R3 0.9407 0.9367 0.9282
R2 0.9346 0.9346 0.9276
R1 0.9306 0.9306 0.9271 0.9296
PP 0.9285 0.9285 0.9285 0.9280
S1 0.9245 0.9245 0.9259 0.9235
S2 0.9224 0.9224 0.9254
S3 0.9163 0.9184 0.9248
S4 0.9102 0.9123 0.9231
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 0.9326 0.9230 0.0096 1.0% 0.0014 0.2% 36% True False 3
10 0.9326 0.9210 0.0116 1.3% 0.0007 0.1% 47% True False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9585
2.618 0.9486
1.618 0.9425
1.000 0.9387
0.618 0.9364
HIGH 0.9326
0.618 0.9303
0.500 0.9296
0.382 0.9288
LOW 0.9265
0.618 0.9227
1.000 0.9204
1.618 0.9166
2.618 0.9105
4.250 0.9006
Fisher Pivots for day following 24-Jul-2014
Pivot 1 day 3 day
R1 0.9296 0.9285
PP 0.9285 0.9278
S1 0.9275 0.9272

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

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