CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 17-Nov-2014
Day Change Summary
Previous Current
14-Nov-2014 17-Nov-2014 Change Change % Previous Week
Open 0.8637 0.8678 0.0041 0.5% 0.8560
High 0.8699 0.8714 0.0015 0.2% 0.8699
Low 0.8579 0.8622 0.0043 0.5% 0.8513
Close 0.8680 0.8634 -0.0046 -0.5% 0.8680
Range 0.0120 0.0092 -0.0028 -23.3% 0.0186
ATR 0.0092 0.0092 0.0000 0.0% 0.0000
Volume 556 585 29 5.2% 2,096
Daily Pivots for day following 17-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8933 0.8875 0.8685
R3 0.8841 0.8783 0.8659
R2 0.8749 0.8749 0.8651
R1 0.8691 0.8691 0.8642 0.8674
PP 0.8657 0.8657 0.8657 0.8648
S1 0.8599 0.8599 0.8626 0.8582
S2 0.8565 0.8565 0.8617
S3 0.8473 0.8507 0.8609
S4 0.8381 0.8415 0.8583
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 0.8714 0.8513 0.0201 2.3% 0.0099 1.1% 60% True False 431
10 0.8714 0.8470 0.0244 2.8% 0.0100 1.2% 67% True False 420
20 0.8815 0.8470 0.0345 4.0% 0.0086 1.0% 48% False False 281
40 0.8815 0.8470 0.0345 4.0% 0.0089 1.0% 48% False False 220
60 0.9257 0.8470 0.0787 9.1% 0.0075 0.9% 21% False False 163
80 0.9258 0.8470 0.0788 9.1% 0.0058 0.7% 21% False False 123
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 0.0028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9105
2.618 0.8955
1.618 0.8863
1.000 0.8806
0.618 0.8771
HIGH 0.8714
0.618 0.8679
0.500 0.8668
0.382 0.8657
LOW 0.8622
0.618 0.8565
1.000 0.8530
1.618 0.8473
2.618 0.8381
4.250 0.8231
Fisher Pivots for day following 17-Nov-2014
Pivot 1 day 3 day
R1 0.8668 0.8647
PP 0.8657 0.8642
S1 0.8645 0.8638

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

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