CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 03-Oct-2014
Day Change Summary
Previous Current
02-Oct-2014 03-Oct-2014 Change Change % Previous Week
Open 0.8645 0.8699 0.0054 0.6% 0.8620
High 0.8720 0.8701 -0.0019 -0.2% 0.8720
Low 0.8641 0.8544 -0.0097 -1.1% 0.8544
Close 0.8703 0.8572 -0.0131 -1.5% 0.8572
Range 0.0079 0.0157 0.0078 98.7% 0.0176
ATR 0.0066 0.0072 0.0007 10.2% 0.0000
Volume 148 44 -104 -70.3% 426
Daily Pivots for day following 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9077 0.8981 0.8658
R3 0.8920 0.8824 0.8615
R2 0.8763 0.8763 0.8601
R1 0.8667 0.8667 0.8586 0.8637
PP 0.8606 0.8606 0.8606 0.8590
S1 0.8510 0.8510 0.8558 0.8480
S2 0.8449 0.8449 0.8543
S3 0.8292 0.8353 0.8529
S4 0.8135 0.8196 0.8486
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9140 0.9032 0.8669
R3 0.8964 0.8856 0.8620
R2 0.8788 0.8788 0.8604
R1 0.8680 0.8680 0.8588 0.8646
PP 0.8612 0.8612 0.8612 0.8595
S1 0.8504 0.8504 0.8556 0.8470
S2 0.8436 0.8436 0.8540
S3 0.8260 0.8328 0.8524
S4 0.8084 0.8152 0.8475
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8720 0.8544 0.0176 2.1% 0.0084 1.0% 16% False True 85
10 0.8833 0.8544 0.0289 3.4% 0.0078 0.9% 10% False True 116
20 0.9206 0.8544 0.0662 7.7% 0.0076 0.9% 4% False True 89
40 0.9257 0.8544 0.0713 8.3% 0.0044 0.5% 4% False True 47
60 0.9326 0.8544 0.0782 9.1% 0.0031 0.4% 4% False True 32
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 0.9368
2.618 0.9112
1.618 0.8955
1.000 0.8858
0.618 0.8798
HIGH 0.8701
0.618 0.8641
0.500 0.8623
0.382 0.8604
LOW 0.8544
0.618 0.8447
1.000 0.8387
1.618 0.8290
2.618 0.8133
4.250 0.7877
Fisher Pivots for day following 03-Oct-2014
Pivot 1 day 3 day
R1 0.8623 0.8632
PP 0.8606 0.8612
S1 0.8589 0.8592

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

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