CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 25-Jul-2014
Day Change Summary
Previous Current
24-Jul-2014 25-Jul-2014 Change Change % Previous Week
Open 0.9326 0.9258 -0.0068 -0.7% 0.9230
High 0.9326 0.9258 -0.0068 -0.7% 0.9326
Low 0.9265 0.9248 -0.0017 -0.2% 0.9230
Close 0.9265 0.9248 -0.0017 -0.2% 0.9248
Range 0.0061 0.0010 -0.0051 -83.6% 0.0096
ATR 0.0022 0.0021 0.0000 -1.5% 0.0000
Volume 1 2 1 100.0% 15
Daily Pivots for day following 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9281 0.9275 0.9254
R3 0.9271 0.9265 0.9251
R2 0.9261 0.9261 0.9250
R1 0.9255 0.9255 0.9249 0.9253
PP 0.9251 0.9251 0.9251 0.9251
S1 0.9245 0.9245 0.9247 0.9243
S2 0.9241 0.9241 0.9246
S3 0.9231 0.9235 0.9245
S4 0.9221 0.9225 0.9243
Weekly Pivots for week ending 25-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9556 0.9498 0.9301
R3 0.9460 0.9402 0.9274
R2 0.9364 0.9364 0.9266
R1 0.9306 0.9306 0.9257 0.9335
PP 0.9268 0.9268 0.9268 0.9283
S1 0.9210 0.9210 0.9239 0.9239
S2 0.9172 0.9172 0.9230
S3 0.9076 0.9114 0.9222
S4 0.8980 0.9018 0.9195
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% 0.0016 0.2% 19% False False 3
10 0.9326 0.9210 0.0116 1.3% 0.0008 0.1% 33% False False 3
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9301
2.618 0.9284
1.618 0.9274
1.000 0.9268
0.618 0.9264
HIGH 0.9258
0.618 0.9254
0.500 0.9253
0.382 0.9252
LOW 0.9248
0.618 0.9242
1.000 0.9238
1.618 0.9232
2.618 0.9222
4.250 0.9206
Fisher Pivots for day following 25-Jul-2014
Pivot 1 day 3 day
R1 0.9253 0.9287
PP 0.9251 0.9274
S1 0.9250 0.9261

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

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