CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 02-Oct-2014
Day Change Summary
Previous Current
01-Oct-2014 02-Oct-2014 Change Change % Previous Week
Open 0.8633 0.8645 0.0012 0.1% 0.8825
High 0.8641 0.8720 0.0079 0.9% 0.8833
Low 0.8562 0.8641 0.0079 0.9% 0.8647
Close 0.8624 0.8703 0.0079 0.9% 0.8653
Range 0.0079 0.0079 0.0000 0.0% 0.0186
ATR 0.0063 0.0066 0.0002 3.7% 0.0000
Volume 78 148 70 89.7% 742
Daily Pivots for day following 02-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8925 0.8893 0.8746
R3 0.8846 0.8814 0.8725
R2 0.8767 0.8767 0.8717
R1 0.8735 0.8735 0.8710 0.8751
PP 0.8688 0.8688 0.8688 0.8696
S1 0.8656 0.8656 0.8696 0.8672
S2 0.8609 0.8609 0.8689
S3 0.8530 0.8577 0.8681
S4 0.8451 0.8498 0.8660
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 0.8720 0.8562 0.0158 1.8% 0.0062 0.7% 89% True False 103
10 0.8880 0.8562 0.0318 3.7% 0.0069 0.8% 44% False False 117
20 0.9257 0.8562 0.0695 8.0% 0.0068 0.8% 20% False False 87
40 0.9257 0.8562 0.0695 8.0% 0.0040 0.5% 20% False False 46
60 0.9326 0.8562 0.0764 8.8% 0.0028 0.3% 18% False False 31
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 0.0009
Fibonacci Retracements and Extensions
4.250 0.9056
2.618 0.8927
1.618 0.8848
1.000 0.8799
0.618 0.8769
HIGH 0.8720
0.618 0.8690
0.500 0.8681
0.382 0.8671
LOW 0.8641
0.618 0.8592
1.000 0.8562
1.618 0.8513
2.618 0.8434
4.250 0.8305
Fisher Pivots for day following 02-Oct-2014
Pivot 1 day 3 day
R1 0.8696 0.8682
PP 0.8688 0.8662
S1 0.8681 0.8641

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

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