CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 30-Oct-2014
Day Change Summary
Previous Current
29-Oct-2014 30-Oct-2014 Change Change % Previous Week
Open 0.8769 0.8680 -0.0089 -1.0% 0.8669
High 0.8815 0.8755 -0.0060 -0.7% 0.8742
Low 0.8688 0.8678 -0.0010 -0.1% 0.8631
Close 0.8718 0.8746 0.0028 0.3% 0.8708
Range 0.0127 0.0077 -0.0050 -39.4% 0.0111
ATR 0.0082 0.0082 0.0000 -0.5% 0.0000
Volume 191 195 4 2.1% 592
Daily Pivots for day following 30-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8957 0.8929 0.8788
R3 0.8880 0.8852 0.8767
R2 0.8803 0.8803 0.8760
R1 0.8775 0.8775 0.8753 0.8789
PP 0.8726 0.8726 0.8726 0.8734
S1 0.8698 0.8698 0.8739 0.8712
S2 0.8649 0.8649 0.8732
S3 0.8572 0.8621 0.8725
S4 0.8495 0.8544 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 0.8815 0.8631 0.0184 2.1% 0.0082 0.9% 63% False False 124
10 0.8815 0.8631 0.0184 2.1% 0.0069 0.8% 63% False False 127
20 0.8815 0.8544 0.0271 3.1% 0.0094 1.1% 75% False False 168
40 0.9257 0.8544 0.0713 8.2% 0.0081 0.9% 28% False False 127
60 0.9257 0.8544 0.0713 8.2% 0.0058 0.7% 28% False False 86
80 0.9326 0.8544 0.0782 8.9% 0.0045 0.5% 26% False False 65
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9082
2.618 0.8957
1.618 0.8880
1.000 0.8832
0.618 0.8803
HIGH 0.8755
0.618 0.8726
0.500 0.8717
0.382 0.8707
LOW 0.8678
0.618 0.8630
1.000 0.8601
1.618 0.8553
2.618 0.8476
4.250 0.8351
Fisher Pivots for day following 30-Oct-2014
Pivot 1 day 3 day
R1 0.8736 0.8747
PP 0.8726 0.8746
S1 0.8717 0.8746

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

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