CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 06-Nov-2014
Day Change Summary
Previous Current
05-Nov-2014 06-Nov-2014 Change Change % Previous Week
Open 0.8655 0.8498 -0.0157 -1.8% 0.8732
High 0.8655 0.8545 -0.0110 -1.3% 0.8815
Low 0.8488 0.8479 -0.0009 -0.1% 0.8678
Close 0.8500 0.8493 -0.0007 -0.1% 0.8712
Range 0.0167 0.0066 -0.0101 -60.5% 0.0137
ATR 0.0091 0.0089 -0.0002 -1.9% 0.0000
Volume 322 467 145 45.0% 827
Daily Pivots for day following 06-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8704 0.8664 0.8529
R3 0.8638 0.8598 0.8511
R2 0.8572 0.8572 0.8505
R1 0.8532 0.8532 0.8499 0.8519
PP 0.8506 0.8506 0.8506 0.8499
S1 0.8466 0.8466 0.8487 0.8453
S2 0.8440 0.8440 0.8481
S3 0.8374 0.8400 0.8475
S4 0.8308 0.8334 0.8457
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 0.8752 0.8479 0.0273 3.2% 0.0096 1.1% 5% False True 308
10 0.8815 0.8479 0.0336 4.0% 0.0089 1.0% 4% False True 216
20 0.8815 0.8479 0.0336 4.0% 0.0088 1.0% 4% False True 190
40 0.8979 0.8479 0.0500 5.9% 0.0085 1.0% 3% False True 163
60 0.9257 0.8479 0.0778 9.2% 0.0065 0.8% 2% False True 112
80 0.9326 0.8479 0.0847 10.0% 0.0051 0.6% 2% False True 84
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8826
2.618 0.8718
1.618 0.8652
1.000 0.8611
0.618 0.8586
HIGH 0.8545
0.618 0.8520
0.500 0.8512
0.382 0.8504
LOW 0.8479
0.618 0.8438
1.000 0.8413
1.618 0.8372
2.618 0.8306
4.250 0.8199
Fisher Pivots for day following 06-Nov-2014
Pivot 1 day 3 day
R1 0.8512 0.8572
PP 0.8506 0.8546
S1 0.8499 0.8519

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

View Archives - Comment on this page... - Back to Index of Symbols