CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 10-Nov-2014
Day Change Summary
Previous Current
07-Nov-2014 10-Nov-2014 Change Change % Previous Week
Open 0.8480 0.8560 0.0080 0.9% 0.8679
High 0.8577 0.8601 0.0024 0.3% 0.8679
Low 0.8470 0.8533 0.0063 0.7% 0.8470
Close 0.8558 0.8536 -0.0022 -0.3% 0.8558
Range 0.0107 0.0068 -0.0039 -36.4% 0.0209
ATR 0.0090 0.0089 -0.0002 -1.8% 0.0000
Volume 430 522 92 21.4% 1,706
Daily Pivots for day following 10-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8761 0.8716 0.8573
R3 0.8693 0.8648 0.8555
R2 0.8625 0.8625 0.8548
R1 0.8580 0.8580 0.8542 0.8569
PP 0.8557 0.8557 0.8557 0.8551
S1 0.8512 0.8512 0.8530 0.8501
S2 0.8489 0.8489 0.8524
S3 0.8421 0.8444 0.8517
S4 0.8353 0.8376 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 0.8665 0.8470 0.0195 2.3% 0.0101 1.2% 34% False False 408
10 0.8815 0.8470 0.0345 4.0% 0.0094 1.1% 19% False False 292
20 0.8815 0.8470 0.0345 4.0% 0.0085 1.0% 19% False False 221
40 0.8979 0.8470 0.0509 6.0% 0.0087 1.0% 13% False False 180
60 0.9257 0.8470 0.0787 9.2% 0.0068 0.8% 8% False False 127
80 0.9326 0.8470 0.0856 10.0% 0.0053 0.6% 8% False False 96
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8890
2.618 0.8779
1.618 0.8711
1.000 0.8669
0.618 0.8643
HIGH 0.8601
0.618 0.8575
0.500 0.8567
0.382 0.8559
LOW 0.8533
0.618 0.8491
1.000 0.8465
1.618 0.8423
2.618 0.8355
4.250 0.8244
Fisher Pivots for day following 10-Nov-2014
Pivot 1 day 3 day
R1 0.8567 0.8536
PP 0.8557 0.8536
S1 0.8546 0.8536

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

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