CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 04-Nov-2014
Day Change Summary
Previous Current
03-Nov-2014 04-Nov-2014 Change Change % Previous Week
Open 0.8679 0.8606 -0.0073 -0.8% 0.8732
High 0.8679 0.8665 -0.0014 -0.2% 0.8815
Low 0.8598 0.8567 -0.0031 -0.4% 0.8678
Close 0.8605 0.8661 0.0056 0.7% 0.8712
Range 0.0081 0.0098 0.0017 21.0% 0.0137
ATR 0.0083 0.0084 0.0001 1.3% 0.0000
Volume 186 301 115 61.8% 827
Daily Pivots for day following 04-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8925 0.8891 0.8715
R3 0.8827 0.8793 0.8688
R2 0.8729 0.8729 0.8679
R1 0.8695 0.8695 0.8670 0.8712
PP 0.8631 0.8631 0.8631 0.8640
S1 0.8597 0.8597 0.8652 0.8614
S2 0.8533 0.8533 0.8643
S3 0.8435 0.8499 0.8634
S4 0.8337 0.8401 0.8607
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 0.8567 0.0248 2.9% 0.0090 1.0% 38% False True 227
10 0.8815 0.8567 0.0248 2.9% 0.0075 0.9% 38% False True 162
20 0.8815 0.8566 0.0249 2.9% 0.0087 1.0% 38% False False 176
40 0.9097 0.8544 0.0553 6.4% 0.0084 1.0% 21% False False 145
60 0.9257 0.8544 0.0713 8.2% 0.0062 0.7% 16% False False 99
80 0.9326 0.8544 0.0782 9.0% 0.0048 0.6% 15% False False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9082
2.618 0.8922
1.618 0.8824
1.000 0.8763
0.618 0.8726
HIGH 0.8665
0.618 0.8628
0.500 0.8616
0.382 0.8604
LOW 0.8567
0.618 0.8506
1.000 0.8469
1.618 0.8408
2.618 0.8310
4.250 0.8151
Fisher Pivots for day following 04-Nov-2014
Pivot 1 day 3 day
R1 0.8646 0.8661
PP 0.8631 0.8660
S1 0.8616 0.8660

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

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