CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 03-Dec-2014
Day Change Summary
Previous Current
02-Dec-2014 03-Dec-2014 Change Change % Previous Week
Open 0.8435 0.8384 -0.0051 -0.6% 0.8610
High 0.8478 0.8406 -0.0072 -0.8% 0.8629
Low 0.8370 0.8328 -0.0042 -0.5% 0.8414
Close 0.8383 0.8340 -0.0043 -0.5% 0.8441
Range 0.0108 0.0078 -0.0030 -27.8% 0.0215
ATR 0.0098 0.0096 -0.0001 -1.4% 0.0000
Volume 5,243 7,054 1,811 34.5% 9,739
Daily Pivots for day following 03-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8592 0.8544 0.8383
R3 0.8514 0.8466 0.8361
R2 0.8436 0.8436 0.8354
R1 0.8388 0.8388 0.8347 0.8373
PP 0.8358 0.8358 0.8358 0.8351
S1 0.8310 0.8310 0.8333 0.8295
S2 0.8280 0.8280 0.8326
S3 0.8202 0.8232 0.8319
S4 0.8124 0.8154 0.8297
Weekly Pivots for week ending 28-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.9140 0.9005 0.8559
R3 0.8925 0.8790 0.8500
R2 0.8710 0.8710 0.8480
R1 0.8575 0.8575 0.8461 0.8535
PP 0.8495 0.8495 0.8495 0.8475
S1 0.8360 0.8360 0.8421 0.8320
S2 0.8280 0.8280 0.8402
S3 0.8065 0.8145 0.8382
S4 0.7850 0.7930 0.8323
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8548 0.8328 0.0220 2.6% 0.0103 1.2% 5% False True 5,332
10 0.8653 0.8328 0.0325 3.9% 0.0100 1.2% 4% False True 3,357
20 0.8714 0.8328 0.0386 4.6% 0.0098 1.2% 3% False True 1,896
40 0.8815 0.8328 0.0487 5.8% 0.0093 1.1% 2% False True 1,036
60 0.9097 0.8328 0.0769 9.2% 0.0089 1.1% 2% False True 729
80 0.9257 0.8328 0.0929 11.1% 0.0071 0.9% 1% False True 548
100 0.9326 0.8328 0.0998 12.0% 0.0058 0.7% 1% False True 439
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0024
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8738
2.618 0.8610
1.618 0.8532
1.000 0.8484
0.618 0.8454
HIGH 0.8406
0.618 0.8376
0.500 0.8367
0.382 0.8358
LOW 0.8328
0.618 0.8280
1.000 0.8250
1.618 0.8202
2.618 0.8124
4.250 0.7997
Fisher Pivots for day following 03-Dec-2014
Pivot 1 day 3 day
R1 0.8367 0.8403
PP 0.8358 0.8382
S1 0.8349 0.8361

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

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