CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 11-Dec-2014
Day Change Summary
Previous Current
10-Dec-2014 11-Dec-2014 Change Change % Previous Week
Open 0.8234 0.8259 0.0025 0.3% 0.8416
High 0.8290 0.8320 0.0030 0.4% 0.8478
Low 0.8206 0.8159 -0.0047 -0.6% 0.8257
Close 0.8236 0.8198 -0.0038 -0.5% 0.8266
Range 0.0084 0.0161 0.0077 91.7% 0.0221
ATR 0.0094 0.0099 0.0005 5.1% 0.0000
Volume 68,438 66,422 -2,016 -2.9% 33,665
Daily Pivots for day following 11-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8709 0.8614 0.8287
R3 0.8548 0.8453 0.8242
R2 0.8387 0.8387 0.8228
R1 0.8292 0.8292 0.8213 0.8259
PP 0.8226 0.8226 0.8226 0.8209
S1 0.8131 0.8131 0.8183 0.8098
S2 0.8065 0.8065 0.8168
S3 0.7904 0.7970 0.8154
S4 0.7743 0.7809 0.8109
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 0.8336 0.8159 0.0177 2.2% 0.0105 1.3% 22% False True 41,355
10 0.8548 0.8159 0.0389 4.7% 0.0102 1.2% 10% False True 23,844
20 0.8714 0.8159 0.0555 6.8% 0.0098 1.2% 7% False True 12,447
40 0.8815 0.8159 0.0656 8.0% 0.0090 1.1% 6% False True 6,336
60 0.8880 0.8159 0.0721 8.8% 0.0090 1.1% 5% False True 4,276
80 0.9257 0.8159 0.1098 13.4% 0.0078 0.9% 4% False True 3,214
100 0.9326 0.8159 0.1167 14.2% 0.0064 0.8% 3% False True 2,571
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0038
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 0.9004
2.618 0.8741
1.618 0.8580
1.000 0.8481
0.618 0.8419
HIGH 0.8320
0.618 0.8258
0.500 0.8240
0.382 0.8221
LOW 0.8159
0.618 0.8060
1.000 0.7998
1.618 0.7899
2.618 0.7738
4.250 0.7475
Fisher Pivots for day following 11-Dec-2014
Pivot 1 day 3 day
R1 0.8240 0.8240
PP 0.8226 0.8226
S1 0.8212 0.8212

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

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