CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 30-Sep-2014
Day Change Summary
Previous Current
29-Sep-2014 30-Sep-2014 Change Change % Previous Week
Open 0.8620 0.8617 -0.0003 0.0% 0.8825
High 0.8641 0.8657 0.0016 0.2% 0.8833
Low 0.8581 0.8610 0.0029 0.3% 0.8647
Close 0.8622 0.8640 0.0018 0.2% 0.8653
Range 0.0060 0.0047 -0.0013 -21.7% 0.0186
ATR 0.0063 0.0062 -0.0001 -1.8% 0.0000
Volume 85 71 -14 -16.5% 742
Daily Pivots for day following 30-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.8777 0.8755 0.8666
R3 0.8730 0.8708 0.8653
R2 0.8683 0.8683 0.8649
R1 0.8661 0.8661 0.8644 0.8672
PP 0.8636 0.8636 0.8636 0.8641
S1 0.8614 0.8614 0.8636 0.8625
S2 0.8589 0.8589 0.8631
S3 0.8542 0.8567 0.8627
S4 0.8495 0.8520 0.8614
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 0.8783 0.8581 0.0202 2.3% 0.0057 0.7% 29% False False 98
10 0.8963 0.8581 0.0382 4.4% 0.0070 0.8% 15% False False 111
20 0.9257 0.8581 0.0676 7.8% 0.0061 0.7% 9% False False 78
40 0.9257 0.8581 0.0676 7.8% 0.0036 0.4% 9% False False 40
60 0.9326 0.8581 0.0745 8.6% 0.0026 0.3% 8% False False 28
Crabel Price Patterns
NR True
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8857
2.618 0.8780
1.618 0.8733
1.000 0.8704
0.618 0.8686
HIGH 0.8657
0.618 0.8639
0.500 0.8634
0.382 0.8628
LOW 0.8610
0.618 0.8581
1.000 0.8563
1.618 0.8534
2.618 0.8487
4.250 0.8410
Fisher Pivots for day following 30-Sep-2014
Pivot 1 day 3 day
R1 0.8638 0.8639
PP 0.8636 0.8637
S1 0.8634 0.8636

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

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