CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 31-Jul-2014

Day Change Summary
	Previous	Current
	30-Jul-2014	31-Jul-2014	Change	Change %	Previous Week
Open	0.9182	0.9151	-0.0031	-0.3%	0.9230
High	0.9182	0.9151	-0.0031	-0.3%	0.9326
Low	0.9182	0.9151	-0.0031	-0.3%	0.9230
Close	0.9182	0.9151	-0.0031	-0.3%	0.9248
Range
ATR	0.0023	0.0024	0.0001	2.5%	0.0000
Volume	1	1	0	0.0%	15

Daily Pivots for day following 31-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.9151	0.9151	0.9151
R3	0.9151	0.9151	0.9151
R2	0.9151	0.9151	0.9151
R1	0.9151	0.9151	0.9151	0.9151
PP	0.9151	0.9151	0.9151	0.9151
S1	0.9151	0.9151	0.9151	0.9151
S2	0.9151	0.9151	0.9151
S3	0.9151	0.9151	0.9151
S4	0.9151	0.9151	0.9151

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	0.9258	0.9151	0.0107	1.2%	0.0002	0.0%	0%	False	True	1
10	0.9326	0.9151	0.0175	1.9%	0.0008	0.1%	0%	False	True	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	0.9151
2.618	0.9151
1.618	0.9151
1.000	0.9151
0.618	0.9151
HIGH	0.9151
0.618	0.9151
0.500	0.9151
0.382	0.9151
LOW	0.9151
0.618	0.9151
1.000	0.9151
1.618	0.9151
2.618	0.9151
4.250	0.9151

Fisher Pivots for day following 31-Jul-2014
Pivot	1 day	3 day
R1	0.9151	0.9196
PP	0.9151	0.9181
S1	0.9151	0.9166

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