CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 14-Nov-2014
Day Change Summary
Previous Current
13-Nov-2014 14-Nov-2014 Change Change % Previous Week
Open 0.8630 0.8637 0.0007 0.1% 0.8560
High 0.8686 0.8699 0.0013 0.1% 0.8699
Low 0.8600 0.8579 -0.0021 -0.2% 0.8513
Close 0.8647 0.8680 0.0033 0.4% 0.8680
Range 0.0086 0.0120 0.0034 39.5% 0.0186
ATR 0.0089 0.0092 0.0002 2.4% 0.0000
Volume 506 556 50 9.9% 2,096
Daily Pivots for day following 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9013 0.8966 0.8746
R3 0.8893 0.8846 0.8713
R2 0.8773 0.8773 0.8702
R1 0.8726 0.8726 0.8691 0.8750
PP 0.8653 0.8653 0.8653 0.8664
S1 0.8606 0.8606 0.8669 0.8630
S2 0.8533 0.8533 0.8658
S3 0.8413 0.8486 0.8647
S4 0.8293 0.8366 0.8614
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9189 0.9120 0.8782
R3 0.9003 0.8934 0.8731
R2 0.8817 0.8817 0.8714
R1 0.8748 0.8748 0.8697 0.8783
PP 0.8631 0.8631 0.8631 0.8648
S1 0.8562 0.8562 0.8663 0.8597
S2 0.8445 0.8445 0.8646
S3 0.8259 0.8376 0.8629
S4 0.8073 0.8190 0.8578
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8699 0.8513 0.0186 2.1% 0.0094 1.1% 90% True False 419
10 0.8699 0.8470 0.0229 2.6% 0.0099 1.1% 92% True False 380
20 0.8815 0.8470 0.0345 4.0% 0.0083 1.0% 61% False False 261
40 0.8833 0.8470 0.0363 4.2% 0.0089 1.0% 58% False False 213
60 0.9257 0.8470 0.0787 9.1% 0.0074 0.9% 27% False False 153
80 0.9258 0.8470 0.0788 9.1% 0.0057 0.7% 27% False False 116
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 0.0025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9209
2.618 0.9013
1.618 0.8893
1.000 0.8819
0.618 0.8773
HIGH 0.8699
0.618 0.8653
0.500 0.8639
0.382 0.8625
LOW 0.8579
0.618 0.8505
1.000 0.8459
1.618 0.8385
2.618 0.8265
4.250 0.8069
Fisher Pivots for day following 14-Nov-2014
Pivot 1 day 3 day
R1 0.8666 0.8666
PP 0.8653 0.8653
S1 0.8639 0.8639

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

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