CME Australian Dollar Future March 2015

Trading Metrics calculated at close of trading on 05-Dec-2014

Day Change Summary
	Previous	Current
	04-Dec-2014	05-Dec-2014	Change	Change %	Previous Week
Open	0.8329	0.8319	-0.0010	-0.1%	0.8416
High	0.8368	0.8336	-0.0032	-0.4%	0.8478
Low	0.8298	0.8257	-0.0041	-0.5%	0.8257
Close	0.8321	0.8266	-0.0055	-0.7%	0.8266
Range	0.0070	0.0079	0.0009	12.9%	0.0221
ATR	0.0094	0.0093	-0.0001	-1.2%	0.0000
Volume	6,491	5,485	-1,006	-15.5%	33,665

Daily Pivots for day following 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8523	0.8474	0.8309
R3	0.8444	0.8395	0.8288
R2	0.8365	0.8365	0.8280
R1	0.8316	0.8316	0.8273	0.8301
PP	0.8286	0.8286	0.8286	0.8279
S1	0.8237	0.8237	0.8259	0.8222
S2	0.8207	0.8207	0.8252
S3	0.8128	0.8158	0.8244
S4	0.8049	0.8079	0.8223

Weekly Pivots for week ending 05-Dec-2014
	Classic	Woodie	Camarilla	DeMark
R4	0.8997	0.8852	0.8388
R3	0.8776	0.8631	0.8327
R2	0.8555	0.8555	0.8307
R1	0.8410	0.8410	0.8286	0.8372
PP	0.8334	0.8334	0.8334	0.8315
S1	0.8189	0.8189	0.8246	0.8151
S2	0.8113	0.8113	0.8225
S3	0.7892	0.7968	0.8205
S4	0.7671	0.7747	0.8144

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8478	0.8257	0.0221	2.7%	0.0090	1.1%	4%	False	True	6,733
10	0.8653	0.8257	0.0396	4.8%	0.0098	1.2%	2%	False	True	4,402
20	0.8714	0.8257	0.0457	5.5%	0.0094	1.1%	2%	False	True	2,456
40	0.8815	0.8257	0.0558	6.8%	0.0091	1.1%	2%	False	True	1,323
60	0.8979	0.8257	0.0722	8.7%	0.0088	1.1%	1%	False	True	928
80	0.9257	0.8257	0.1000	12.1%	0.0072	0.9%	1%	False	True	698
100	0.9326	0.8257	0.1069	12.9%	0.0059	0.7%	1%	False	True	559

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	0.0025
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8672
2.618	0.8543
1.618	0.8464
1.000	0.8415
0.618	0.8385
HIGH	0.8336
0.618	0.8306
0.500	0.8297
0.382	0.8287
LOW	0.8257
0.618	0.8208
1.000	0.8178
1.618	0.8129
2.618	0.8050
4.250	0.7921

Fisher Pivots for day following 05-Dec-2014
Pivot	1 day	3 day
R1	0.8297	0.8332
PP	0.8286	0.8310
S1	0.8276	0.8288

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols