CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 12-Dec-2014
Day Change Summary
Previous Current
11-Dec-2014 12-Dec-2014 Change Change % Previous Week
Open 0.8259 0.8208 -0.0051 -0.6% 0.8242
High 0.8320 0.8244 -0.0076 -0.9% 0.8320
Low 0.8159 0.8172 0.0013 0.2% 0.8159
Close 0.8198 0.8193 -0.0005 -0.1% 0.8193
Range 0.0161 0.0072 -0.0089 -55.3% 0.0161
ATR 0.0099 0.0097 -0.0002 -1.9% 0.0000
Volume 66,422 76,371 9,949 15.0% 277,664
Daily Pivots for day following 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8419 0.8378 0.8233
R3 0.8347 0.8306 0.8213
R2 0.8275 0.8275 0.8206
R1 0.8234 0.8234 0.8200 0.8219
PP 0.8203 0.8203 0.8203 0.8195
S1 0.8162 0.8162 0.8186 0.8147
S2 0.8131 0.8131 0.8180
S3 0.8059 0.8090 0.8173
S4 0.7987 0.8018 0.8153
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8707 0.8611 0.8282
R3 0.8546 0.8450 0.8237
R2 0.8385 0.8385 0.8223
R1 0.8289 0.8289 0.8208 0.8257
PP 0.8224 0.8224 0.8224 0.8208
S1 0.8128 0.8128 0.8178 0.8096
S2 0.8063 0.8063 0.8163
S3 0.7902 0.7967 0.8149
S4 0.7741 0.7806 0.8104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8320 0.8159 0.0161 2.0% 0.0104 1.3% 21% False False 55,532
10 0.8478 0.8159 0.0319 3.9% 0.0097 1.2% 11% False False 31,132
20 0.8714 0.8159 0.0555 6.8% 0.0097 1.2% 6% False False 16,240
40 0.8815 0.8159 0.0656 8.0% 0.0089 1.1% 5% False False 8,239
60 0.8880 0.8159 0.0721 8.8% 0.0091 1.1% 5% False False 5,547
80 0.9257 0.8159 0.1098 13.4% 0.0078 1.0% 3% False False 4,168
100 0.9326 0.8159 0.1167 14.2% 0.0064 0.8% 3% False False 3,335
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0038
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8550
2.618 0.8432
1.618 0.8360
1.000 0.8316
0.618 0.8288
HIGH 0.8244
0.618 0.8216
0.500 0.8208
0.382 0.8200
LOW 0.8172
0.618 0.8128
1.000 0.8100
1.618 0.8056
2.618 0.7984
4.250 0.7866
Fisher Pivots for day following 12-Dec-2014
Pivot 1 day 3 day
R1 0.8208 0.8240
PP 0.8203 0.8224
S1 0.8198 0.8209

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

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