CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 28-Oct-2014
Day Change Summary
Previous Current
27-Oct-2014 28-Oct-2014 Change Change % Previous Week
Open 0.8732 0.8714 -0.0018 -0.2% 0.8669
High 0.8735 0.8792 0.0057 0.7% 0.8742
Low 0.8706 0.8714 0.0008 0.1% 0.8631
Close 0.8720 0.8769 0.0049 0.6% 0.8708
Range 0.0029 0.0078 0.0049 169.0% 0.0111
ATR 0.0079 0.0079 0.0000 -0.1% 0.0000
Volume 130 46 -84 -64.6% 592
Daily Pivots for day following 28-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8992 0.8959 0.8812
R3 0.8914 0.8881 0.8790
R2 0.8836 0.8836 0.8783
R1 0.8803 0.8803 0.8776 0.8820
PP 0.8758 0.8758 0.8758 0.8767
S1 0.8725 0.8725 0.8762 0.8742
S2 0.8680 0.8680 0.8755
S3 0.8602 0.8647 0.8748
S4 0.8524 0.8569 0.8726
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 0.8792 0.8631 0.0161 1.8% 0.0059 0.7% 86% True False 98
10 0.8792 0.8589 0.0203 2.3% 0.0076 0.9% 89% True False 143
20 0.8792 0.8544 0.0248 2.8% 0.0092 1.0% 91% True False 160
40 0.9257 0.8544 0.0713 8.1% 0.0076 0.9% 32% False False 119
60 0.9257 0.8544 0.0713 8.1% 0.0055 0.6% 32% False False 80
80 0.9326 0.8544 0.0782 8.9% 0.0042 0.5% 29% False False 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9124
2.618 0.8996
1.618 0.8918
1.000 0.8870
0.618 0.8840
HIGH 0.8792
0.618 0.8762
0.500 0.8753
0.382 0.8744
LOW 0.8714
0.618 0.8666
1.000 0.8636
1.618 0.8588
2.618 0.8510
4.250 0.8383
Fisher Pivots for day following 28-Oct-2014
Pivot 1 day 3 day
R1 0.8764 0.8750
PP 0.8758 0.8731
S1 0.8753 0.8712

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

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