CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 14-Oct-2014
Day Change Summary
Previous Current
13-Oct-2014 14-Oct-2014 Change Change % Previous Week
Open 0.8577 0.8649 0.0072 0.8% 0.8572
High 0.8688 0.8702 0.0014 0.2% 0.8784
Low 0.8566 0.8613 0.0047 0.5% 0.8551
Close 0.8660 0.8615 -0.0045 -0.5% 0.8611
Range 0.0122 0.0089 -0.0033 -27.0% 0.0233
ATR 0.0086 0.0086 0.0000 0.2% 0.0000
Volume 149 118 -31 -20.8% 1,227
Daily Pivots for day following 14-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8910 0.8852 0.8664
R3 0.8821 0.8763 0.8639
R2 0.8732 0.8732 0.8631
R1 0.8674 0.8674 0.8623 0.8659
PP 0.8643 0.8643 0.8643 0.8636
S1 0.8585 0.8585 0.8607 0.8570
S2 0.8554 0.8554 0.8599
S3 0.8465 0.8496 0.8591
S4 0.8376 0.8407 0.8566
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9348 0.9212 0.8739
R3 0.9115 0.8979 0.8675
R2 0.8882 0.8882 0.8654
R1 0.8746 0.8746 0.8632 0.8814
PP 0.8649 0.8649 0.8649 0.8683
S1 0.8513 0.8513 0.8590 0.8581
S2 0.8416 0.8416 0.8568
S3 0.8183 0.8280 0.8547
S4 0.7950 0.8047 0.8483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8784 0.8566 0.0218 2.5% 0.0106 1.2% 22% False False 192
10 0.8784 0.8544 0.0240 2.8% 0.0107 1.2% 30% False False 176
20 0.8963 0.8544 0.0419 4.9% 0.0088 1.0% 17% False False 144
40 0.9257 0.8544 0.0713 8.3% 0.0061 0.7% 10% False False 83
60 0.9326 0.8544 0.0782 9.1% 0.0043 0.5% 9% False False 56
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0021
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9080
2.618 0.8935
1.618 0.8846
1.000 0.8791
0.618 0.8757
HIGH 0.8702
0.618 0.8668
0.500 0.8658
0.382 0.8647
LOW 0.8613
0.618 0.8558
1.000 0.8524
1.618 0.8469
2.618 0.8380
4.250 0.8235
Fisher Pivots for day following 14-Oct-2014
Pivot 1 day 3 day
R1 0.8658 0.8634
PP 0.8643 0.8628
S1 0.8629 0.8621

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

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