CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 25-Nov-2014
Day Change Summary
Previous Current
24-Nov-2014 25-Nov-2014 Change Change % Previous Week
Open 0.8610 0.8545 -0.0065 -0.8% 0.8678
High 0.8629 0.8549 -0.0080 -0.9% 0.8714
Low 0.8532 0.8443 -0.0089 -1.0% 0.8495
Close 0.8541 0.8453 -0.0088 -1.0% 0.8590
Range 0.0097 0.0106 0.0009 9.3% 0.0219
ATR 0.0093 0.0094 0.0001 1.0% 0.0000
Volume 2,011 2,756 745 37.0% 3,193
Daily Pivots for day following 25-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8800 0.8732 0.8511
R3 0.8694 0.8626 0.8482
R2 0.8588 0.8588 0.8472
R1 0.8520 0.8520 0.8463 0.8501
PP 0.8482 0.8482 0.8482 0.8472
S1 0.8414 0.8414 0.8443 0.8395
S2 0.8376 0.8376 0.8434
S3 0.8270 0.8308 0.8424
S4 0.8164 0.8202 0.8395
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9257 0.9142 0.8710
R3 0.9038 0.8923 0.8650
R2 0.8819 0.8819 0.8630
R1 0.8704 0.8704 0.8610 0.8652
PP 0.8600 0.8600 0.8600 0.8574
S1 0.8485 0.8485 0.8570 0.8433
S2 0.8381 0.8381 0.8550
S3 0.8162 0.8266 0.8530
S4 0.7943 0.8047 0.8470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8653 0.8443 0.0210 2.5% 0.0098 1.2% 5% False True 1,382
10 0.8714 0.8443 0.0271 3.2% 0.0092 1.1% 4% False True 937
20 0.8815 0.8443 0.0372 4.4% 0.0095 1.1% 3% False True 620
40 0.8815 0.8443 0.0372 4.4% 0.0093 1.1% 3% False True 390
60 0.9257 0.8443 0.0814 9.6% 0.0083 1.0% 1% False True 286
80 0.9257 0.8443 0.0814 9.6% 0.0065 0.8% 1% False True 215
100 0.9326 0.8443 0.0883 10.4% 0.0053 0.6% 1% False True 172
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9000
2.618 0.8827
1.618 0.8721
1.000 0.8655
0.618 0.8615
HIGH 0.8549
0.618 0.8509
0.500 0.8496
0.382 0.8483
LOW 0.8443
0.618 0.8377
1.000 0.8337
1.618 0.8271
2.618 0.8165
4.250 0.7993
Fisher Pivots for day following 25-Nov-2014
Pivot 1 day 3 day
R1 0.8496 0.8548
PP 0.8482 0.8516
S1 0.8467 0.8485

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

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