CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 22-Aug-2014
Day Change Summary
Previous Current
21-Aug-2014 22-Aug-2014 Change Change % Previous Week
Open 0.9172 0.9186 0.0014 0.2% 0.9163
High 0.9172 0.9186 0.0014 0.2% 0.9195
Low 0.9172 0.9186 0.0014 0.2% 0.9158
Close 0.9172 0.9186 0.0014 0.2% 0.9186
Range
ATR 0.0025 0.0024 -0.0001 -3.1% 0.0000
Volume 1 1 0 0.0% 9
Daily Pivots for day following 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9186 0.9186 0.9186
R3 0.9186 0.9186 0.9186
R2 0.9186 0.9186 0.9186
R1 0.9186 0.9186 0.9186 0.9186
PP 0.9186 0.9186 0.9186 0.9186
S1 0.9186 0.9186 0.9186 0.9186
S2 0.9186 0.9186 0.9186
S3 0.9186 0.9186 0.9186
S4 0.9186 0.9186 0.9186
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9291 0.9275 0.9206
R3 0.9254 0.9238 0.9196
R2 0.9217 0.9217 0.9193
R1 0.9201 0.9201 0.9189 0.9209
PP 0.9180 0.9180 0.9180 0.9184
S1 0.9164 0.9164 0.9183 0.9172
S2 0.9143 0.9143 0.9179
S3 0.9106 0.9127 0.9176
S4 0.9069 0.9090 0.9166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9195 0.9158 0.0037 0.4% 0.0013 0.1% 76% False False 1
10 0.9195 0.9097 0.0098 1.1% 0.0011 0.1% 91% False False 3
20 0.9258 0.9097 0.0161 1.8% 0.0006 0.1% 55% 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 0.0002
Fibonacci Retracements and Extensions
4.250 0.9186
2.618 0.9186
1.618 0.9186
1.000 0.9186
0.618 0.9186
HIGH 0.9186
0.618 0.9186
0.500 0.9186
0.382 0.9186
LOW 0.9186
0.618 0.9186
1.000 0.9186
1.618 0.9186
2.618 0.9186
4.250 0.9186
Fisher Pivots for day following 22-Aug-2014
Pivot 1 day 3 day
R1 0.9186 0.9183
PP 0.9186 0.9180
S1 0.9186 0.9177

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

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