CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 07-Nov-2014
Day Change Summary
Previous Current
06-Nov-2014 07-Nov-2014 Change Change % Previous Week
Open 0.8498 0.8480 -0.0018 -0.2% 0.8679
High 0.8545 0.8577 0.0032 0.4% 0.8679
Low 0.8479 0.8470 -0.0009 -0.1% 0.8470
Close 0.8493 0.8558 0.0065 0.8% 0.8558
Range 0.0066 0.0107 0.0041 62.1% 0.0209
ATR 0.0089 0.0090 0.0001 1.5% 0.0000
Volume 467 430 -37 -7.9% 1,706
Daily Pivots for day following 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8856 0.8814 0.8617
R3 0.8749 0.8707 0.8587
R2 0.8642 0.8642 0.8578
R1 0.8600 0.8600 0.8568 0.8621
PP 0.8535 0.8535 0.8535 0.8546
S1 0.8493 0.8493 0.8548 0.8514
S2 0.8428 0.8428 0.8538
S3 0.8321 0.8386 0.8529
S4 0.8214 0.8279 0.8499
Weekly Pivots for week ending 07-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9196 0.9086 0.8673
R3 0.8987 0.8877 0.8615
R2 0.8778 0.8778 0.8596
R1 0.8668 0.8668 0.8577 0.8619
PP 0.8569 0.8569 0.8569 0.8544
S1 0.8459 0.8459 0.8539 0.8410
S2 0.8360 0.8360 0.8520
S3 0.8151 0.8250 0.8501
S4 0.7942 0.8041 0.8443
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8679 0.8470 0.0209 2.4% 0.0104 1.2% 42% False True 341
10 0.8815 0.8470 0.0345 4.0% 0.0090 1.0% 26% False True 253
20 0.8815 0.8470 0.0345 4.0% 0.0088 1.0% 26% False True 203
40 0.8979 0.8470 0.0509 5.9% 0.0086 1.0% 17% False True 171
60 0.9257 0.8470 0.0787 9.2% 0.0067 0.8% 11% False True 119
80 0.9326 0.8470 0.0856 10.0% 0.0052 0.6% 10% False True 90
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9032
2.618 0.8857
1.618 0.8750
1.000 0.8684
0.618 0.8643
HIGH 0.8577
0.618 0.8536
0.500 0.8524
0.382 0.8511
LOW 0.8470
0.618 0.8404
1.000 0.8363
1.618 0.8297
2.618 0.8190
4.250 0.8015
Fisher Pivots for day following 07-Nov-2014
Pivot 1 day 3 day
R1 0.8547 0.8563
PP 0.8535 0.8561
S1 0.8524 0.8560

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

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