CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 29-Sep-2014
Day Change Summary
Previous Current
26-Sep-2014 29-Sep-2014 Change Change % Previous Week
Open 0.8687 0.8620 -0.0067 -0.8% 0.8825
High 0.8691 0.8641 -0.0050 -0.6% 0.8833
Low 0.8647 0.8581 -0.0066 -0.8% 0.8647
Close 0.8653 0.8622 -0.0031 -0.4% 0.8653
Range 0.0044 0.0060 0.0016 36.4% 0.0186
ATR 0.0063 0.0063 0.0001 1.1% 0.0000
Volume 136 85 -51 -37.5% 742
Daily Pivots for day following 29-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.8795 0.8768 0.8655
R3 0.8735 0.8708 0.8639
R2 0.8675 0.8675 0.8633
R1 0.8648 0.8648 0.8628 0.8662
PP 0.8615 0.8615 0.8615 0.8621
S1 0.8588 0.8588 0.8617 0.8602
S2 0.8555 0.8555 0.8611
S3 0.8495 0.8528 0.8606
S4 0.8435 0.8468 0.8589
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9269 0.9147 0.8755
R3 0.9083 0.8961 0.8704
R2 0.8897 0.8897 0.8687
R1 0.8775 0.8775 0.8670 0.8743
PP 0.8711 0.8711 0.8711 0.8695
S1 0.8589 0.8589 0.8636 0.8557
S2 0.8525 0.8525 0.8619
S3 0.8339 0.8403 0.8602
S4 0.8153 0.8217 0.8551
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8811 0.8581 0.0230 2.7% 0.0065 0.8% 18% False True 102
10 0.8979 0.8581 0.0398 4.6% 0.0074 0.9% 10% False True 107
20 0.9257 0.8581 0.0676 7.8% 0.0063 0.7% 6% False True 75
40 0.9257 0.8581 0.0676 7.8% 0.0035 0.4% 6% False True 38
60 0.9326 0.8581 0.0745 8.6% 0.0025 0.3% 6% False True 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8896
2.618 0.8798
1.618 0.8738
1.000 0.8701
0.618 0.8678
HIGH 0.8641
0.618 0.8618
0.500 0.8611
0.382 0.8604
LOW 0.8581
0.618 0.8544
1.000 0.8521
1.618 0.8484
2.618 0.8424
4.250 0.8326
Fisher Pivots for day following 29-Sep-2014
Pivot 1 day 3 day
R1 0.8618 0.8671
PP 0.8615 0.8654
S1 0.8611 0.8638

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

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