CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 29-Oct-2014
Day Change Summary
Previous Current
28-Oct-2014 29-Oct-2014 Change Change % Previous Week
Open 0.8714 0.8769 0.0055 0.6% 0.8669
High 0.8792 0.8815 0.0023 0.3% 0.8742
Low 0.8714 0.8688 -0.0026 -0.3% 0.8631
Close 0.8769 0.8718 -0.0051 -0.6% 0.8708
Range 0.0078 0.0127 0.0049 62.8% 0.0111
ATR 0.0079 0.0082 0.0003 4.4% 0.0000
Volume 46 191 145 315.2% 592
Daily Pivots for day following 29-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9121 0.9047 0.8788
R3 0.8994 0.8920 0.8753
R2 0.8867 0.8867 0.8741
R1 0.8793 0.8793 0.8730 0.8767
PP 0.8740 0.8740 0.8740 0.8727
S1 0.8666 0.8666 0.8706 0.8640
S2 0.8613 0.8613 0.8695
S3 0.8486 0.8539 0.8683
S4 0.8359 0.8412 0.8648
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 0.8815 0.8631 0.0184 2.1% 0.0076 0.9% 47% True False 101
10 0.8815 0.8600 0.0215 2.5% 0.0073 0.8% 55% True False 131
20 0.8815 0.8544 0.0271 3.1% 0.0094 1.1% 64% True False 165
40 0.9257 0.8544 0.0713 8.2% 0.0079 0.9% 24% False False 123
60 0.9257 0.8544 0.0713 8.2% 0.0057 0.7% 24% False False 83
80 0.9326 0.8544 0.0782 9.0% 0.0044 0.5% 22% False False 63
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9355
2.618 0.9147
1.618 0.9020
1.000 0.8942
0.618 0.8893
HIGH 0.8815
0.618 0.8766
0.500 0.8752
0.382 0.8737
LOW 0.8688
0.618 0.8610
1.000 0.8561
1.618 0.8483
2.618 0.8356
4.250 0.8148
Fisher Pivots for day following 29-Oct-2014
Pivot 1 day 3 day
R1 0.8752 0.8752
PP 0.8740 0.8740
S1 0.8729 0.8729

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

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