CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 31-Oct-2014
Day Change Summary
Previous Current
30-Oct-2014 31-Oct-2014 Change Change % Previous Week
Open 0.8680 0.8744 0.0064 0.7% 0.8732
High 0.8755 0.8752 -0.0003 0.0% 0.8815
Low 0.8678 0.8685 0.0007 0.1% 0.8678
Close 0.8746 0.8712 -0.0034 -0.4% 0.8712
Range 0.0077 0.0067 -0.0010 -13.0% 0.0137
ATR 0.0082 0.0081 -0.0001 -1.3% 0.0000
Volume 195 265 70 35.9% 827
Daily Pivots for day following 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8917 0.8882 0.8749
R3 0.8850 0.8815 0.8730
R2 0.8783 0.8783 0.8724
R1 0.8748 0.8748 0.8718 0.8732
PP 0.8716 0.8716 0.8716 0.8709
S1 0.8681 0.8681 0.8706 0.8665
S2 0.8649 0.8649 0.8700
S3 0.8582 0.8614 0.8694
S4 0.8515 0.8547 0.8675
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9146 0.9066 0.8787
R3 0.9009 0.8929 0.8750
R2 0.8872 0.8872 0.8737
R1 0.8792 0.8792 0.8725 0.8764
PP 0.8735 0.8735 0.8735 0.8721
S1 0.8655 0.8655 0.8699 0.8627
S2 0.8598 0.8598 0.8687
S3 0.8461 0.8518 0.8674
S4 0.8324 0.8381 0.8637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8815 0.8678 0.0137 1.6% 0.0076 0.9% 25% False False 165
10 0.8815 0.8631 0.0184 2.1% 0.0068 0.8% 44% False False 141
20 0.8815 0.8551 0.0264 3.0% 0.0089 1.0% 61% False False 179
40 0.9206 0.8544 0.0662 7.6% 0.0083 0.9% 25% False False 134
60 0.9257 0.8544 0.0713 8.2% 0.0059 0.7% 24% False False 91
80 0.9326 0.8544 0.0782 9.0% 0.0045 0.5% 21% False False 69
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9037
2.618 0.8927
1.618 0.8860
1.000 0.8819
0.618 0.8793
HIGH 0.8752
0.618 0.8726
0.500 0.8719
0.382 0.8711
LOW 0.8685
0.618 0.8644
1.000 0.8618
1.618 0.8577
2.618 0.8510
4.250 0.8400
Fisher Pivots for day following 31-Oct-2014
Pivot 1 day 3 day
R1 0.8719 0.8747
PP 0.8716 0.8735
S1 0.8714 0.8724

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

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