CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 27-Oct-2014
Day Change Summary
Previous Current
24-Oct-2014 27-Oct-2014 Change Change % Previous Week
Open 0.8639 0.8732 0.0093 1.1% 0.8669
High 0.8730 0.8735 0.0005 0.1% 0.8742
Low 0.8631 0.8706 0.0075 0.9% 0.8631
Close 0.8708 0.8720 0.0012 0.1% 0.8708
Range 0.0099 0.0029 -0.0070 -70.7% 0.0111
ATR 0.0083 0.0079 -0.0004 -4.6% 0.0000
Volume 61 130 69 113.1% 592
Daily Pivots for day following 27-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8807 0.8793 0.8736
R3 0.8778 0.8764 0.8728
R2 0.8749 0.8749 0.8725
R1 0.8735 0.8735 0.8723 0.8728
PP 0.8720 0.8720 0.8720 0.8717
S1 0.8706 0.8706 0.8717 0.8699
S2 0.8691 0.8691 0.8715
S3 0.8662 0.8677 0.8712
S4 0.8633 0.8648 0.8704
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9027 0.8978 0.8769
R3 0.8916 0.8867 0.8739
R2 0.8805 0.8805 0.8728
R1 0.8756 0.8756 0.8718 0.8781
PP 0.8694 0.8694 0.8694 0.8706
S1 0.8645 0.8645 0.8698 0.8670
S2 0.8583 0.8583 0.8688
S3 0.8472 0.8534 0.8677
S4 0.8361 0.8423 0.8647
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8742 0.8631 0.0111 1.3% 0.0057 0.7% 80% False False 107
10 0.8750 0.8589 0.0161 1.8% 0.0077 0.9% 81% False False 150
20 0.8784 0.8544 0.0240 2.8% 0.0090 1.0% 73% False False 161
40 0.9257 0.8544 0.0713 8.2% 0.0077 0.9% 25% False False 118
60 0.9257 0.8544 0.0713 8.2% 0.0053 0.6% 25% False False 79
80 0.9326 0.8544 0.0782 9.0% 0.0041 0.5% 23% False False 60
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 0.0014
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 0.8858
2.618 0.8811
1.618 0.8782
1.000 0.8764
0.618 0.8753
HIGH 0.8735
0.618 0.8724
0.500 0.8721
0.382 0.8717
LOW 0.8706
0.618 0.8688
1.000 0.8677
1.618 0.8659
2.618 0.8630
4.250 0.8583
Fisher Pivots for day following 27-Oct-2014
Pivot 1 day 3 day
R1 0.8721 0.8708
PP 0.8720 0.8695
S1 0.8720 0.8683

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

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