CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 29-Jul-2014

Day Change Summary
	Previous	Current
	28-Jul-2014	29-Jul-2014	Change	Change %	Previous Week
Open	0.9258	0.9240	-0.0018	-0.2%	0.9230
High	0.9258	0.9240	-0.0018	-0.2%	0.9326
Low	0.9258	0.9240	-0.0018	-0.2%	0.9230
Close	0.9258	0.9240	-0.0018	-0.2%	0.9248
Range
ATR	0.0020	0.0020	0.0000	-0.9%	0.0000
Volume	1	1	0	0.0%	15

Daily Pivots for day following 29-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9240	0.9240	0.9240
R3	0.9240	0.9240	0.9240
R2	0.9240	0.9240	0.9240
R1	0.9240	0.9240	0.9240	0.9240
PP	0.9240	0.9240	0.9240	0.9240
S1	0.9240	0.9240	0.9240	0.9240
S2	0.9240	0.9240	0.9240
S3	0.9240	0.9240	0.9240
S4	0.9240	0.9240	0.9240

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	0.9240	0.0086	0.9%	0.0016	0.2%	0%	False	True	1
10	0.9326	0.9210	0.0116	1.3%	0.0008	0.1%	26%	False	False	2

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	0.9240
2.618	0.9240
1.618	0.9240
1.000	0.9240
0.618	0.9240
HIGH	0.9240
0.618	0.9240
0.500	0.9240
0.382	0.9240
LOW	0.9240
0.618	0.9240
1.000	0.9240
1.618	0.9240
2.618	0.9240
4.250	0.9240

Fisher Pivots for day following 29-Jul-2014
Pivot	1 day	3 day
R1	0.9240	0.9249
PP	0.9240	0.9246
S1	0.9240	0.9243

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