CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 05-Nov-2014
Day Change Summary
Previous Current
04-Nov-2014 05-Nov-2014 Change Change % Previous Week
Open 0.8606 0.8655 0.0049 0.6% 0.8732
High 0.8665 0.8655 -0.0010 -0.1% 0.8815
Low 0.8567 0.8488 -0.0079 -0.9% 0.8678
Close 0.8661 0.8500 -0.0161 -1.9% 0.8712
Range 0.0098 0.0167 0.0069 70.4% 0.0137
ATR 0.0084 0.0091 0.0006 7.5% 0.0000
Volume 301 322 21 7.0% 827
Daily Pivots for day following 05-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9049 0.8941 0.8592
R3 0.8882 0.8774 0.8546
R2 0.8715 0.8715 0.8531
R1 0.8607 0.8607 0.8515 0.8578
PP 0.8548 0.8548 0.8548 0.8533
S1 0.8440 0.8440 0.8485 0.8411
S2 0.8381 0.8381 0.8469
S3 0.8214 0.8273 0.8454
S4 0.8047 0.8106 0.8408
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 0.8755 0.8488 0.0267 3.1% 0.0098 1.2% 4% False True 253
10 0.8815 0.8488 0.0327 3.8% 0.0087 1.0% 4% False True 177
20 0.8815 0.8488 0.0327 3.8% 0.0090 1.1% 4% False True 182
40 0.9097 0.8488 0.0609 7.2% 0.0086 1.0% 2% False True 153
60 0.9257 0.8488 0.0769 9.0% 0.0064 0.8% 2% False True 104
80 0.9326 0.8488 0.0838 9.9% 0.0050 0.6% 1% False True 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 0.9365
2.618 0.9092
1.618 0.8925
1.000 0.8822
0.618 0.8758
HIGH 0.8655
0.618 0.8591
0.500 0.8572
0.382 0.8552
LOW 0.8488
0.618 0.8385
1.000 0.8321
1.618 0.8218
2.618 0.8051
4.250 0.7778
Fisher Pivots for day following 05-Nov-2014
Pivot 1 day 3 day
R1 0.8572 0.8584
PP 0.8548 0.8556
S1 0.8524 0.8528

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

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