CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 06-Aug-2014
Day Change Summary
Previous Current
05-Aug-2014 06-Aug-2014 Change Change % Previous Week
Open 0.9158 0.9210 0.0052 0.6% 0.9258
High 0.9158 0.9210 0.0052 0.6% 0.9258
Low 0.9158 0.9210 0.0052 0.6% 0.9151
Close 0.9158 0.9210 0.0052 0.6% 0.9170
Range
ATR 0.0024 0.0026 0.0002 8.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 06-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9210 0.9210 0.9210
R3 0.9210 0.9210 0.9210
R2 0.9210 0.9210 0.9210
R1 0.9210 0.9210 0.9210 0.9210
PP 0.9210 0.9210 0.9210 0.9210
S1 0.9210 0.9210 0.9210 0.9210
S2 0.9210 0.9210 0.9210
S3 0.9210 0.9210 0.9210
S4 0.9210 0.9210 0.9210
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9514 0.9449 0.9229
R3 0.9407 0.9342 0.9199
R2 0.9300 0.9300 0.9190
R1 0.9235 0.9235 0.9180 0.9214
PP 0.9193 0.9193 0.9193 0.9183
S1 0.9128 0.9128 0.9160 0.9107
S2 0.9086 0.9086 0.9150
S3 0.8979 0.9021 0.9141
S4 0.8872 0.8914 0.9111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9210 0.9151 0.0059 0.6% 0.0000 0.0% 100% True False 1
10 0.9326 0.9151 0.0175 1.9% 0.0007 0.1% 34% False False 1
20 0.9326 0.9151 0.0175 1.9% 0.0004 0.0% 34% 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 0.9210
2.618 0.9210
1.618 0.9210
1.000 0.9210
0.618 0.9210
HIGH 0.9210
0.618 0.9210
0.500 0.9210
0.382 0.9210
LOW 0.9210
0.618 0.9210
1.000 0.9210
1.618 0.9210
2.618 0.9210
4.250 0.9210
Fisher Pivots for day following 06-Aug-2014
Pivot 1 day 3 day
R1 0.9210 0.9201
PP 0.9210 0.9193
S1 0.9210 0.9184

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

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