CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 0.9178 0.9210 0.0032 0.3% 0.9163
High 0.9178 0.9212 0.0034 0.4% 0.9195
Low 0.9178 0.9210 0.0032 0.3% 0.9158
Close 0.9178 0.9212 0.0034 0.4% 0.9186
Range 0.0000 0.0002 0.0002 0.0037
ATR 0.0022 0.0023 0.0001 3.7% 0.0000
Volume 1 1 0 0.0% 9
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9217 0.9217 0.9213
R3 0.9215 0.9215 0.9213
R2 0.9213 0.9213 0.9212
R1 0.9213 0.9213 0.9212 0.9213
PP 0.9211 0.9211 0.9211 0.9212
S1 0.9211 0.9211 0.9212 0.9211
S2 0.9209 0.9209 0.9212
S3 0.9207 0.9209 0.9211
S4 0.9205 0.9207 0.9211
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 0.9212 0.9170 0.0042 0.5% 0.0000 0.0% 100% True False 1
10 0.9212 0.9158 0.0054 0.6% 0.0007 0.1% 100% True False 2
20 0.9212 0.9097 0.0115 1.2% 0.0006 0.1% 100% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9221
2.618 0.9217
1.618 0.9215
1.000 0.9214
0.618 0.9213
HIGH 0.9212
0.618 0.9211
0.500 0.9211
0.382 0.9211
LOW 0.9210
0.618 0.9209
1.000 0.9208
1.618 0.9207
2.618 0.9205
4.250 0.9202
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 0.9212 0.9205
PP 0.9211 0.9198
S1 0.9211 0.9191

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

View Archives - Comment on this page... - Back to Index of Symbols