CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 22-Dec-2014
Day Change Summary
Previous Current
19-Dec-2014 22-Dec-2014 Change Change % Previous Week
Open 0.8122 0.8085 -0.0037 -0.5% 0.8194
High 0.8142 0.8124 -0.0018 -0.2% 0.8220
Low 0.8072 0.8077 0.0005 0.1% 0.8056
Close 0.8095 0.8088 -0.0007 -0.1% 0.8095
Range 0.0070 0.0047 -0.0023 -32.9% 0.0164
ATR 0.0094 0.0091 -0.0003 -3.6% 0.0000
Volume 59,557 35,408 -24,149 -40.5% 397,489
Daily Pivots for day following 22-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8237 0.8210 0.8114
R3 0.8190 0.8163 0.8101
R2 0.8143 0.8143 0.8097
R1 0.8116 0.8116 0.8092 0.8130
PP 0.8096 0.8096 0.8096 0.8103
S1 0.8069 0.8069 0.8084 0.8083
S2 0.8049 0.8049 0.8079
S3 0.8002 0.8022 0.8075
S4 0.7955 0.7975 0.8062
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8616 0.8519 0.8185
R3 0.8452 0.8355 0.8140
R2 0.8288 0.8288 0.8125
R1 0.8191 0.8191 0.8110 0.8158
PP 0.8124 0.8124 0.8124 0.8107
S1 0.8027 0.8027 0.8080 0.7994
S2 0.7960 0.7960 0.8065
S3 0.7796 0.7863 0.8050
S4 0.7632 0.7699 0.8005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8220 0.8056 0.0164 2.0% 0.0082 1.0% 20% False False 71,368
10 0.8320 0.8056 0.0264 3.3% 0.0093 1.2% 12% False False 69,704
20 0.8629 0.8056 0.0573 7.1% 0.0093 1.2% 6% False False 37,698
40 0.8815 0.8056 0.0759 9.4% 0.0092 1.1% 4% False False 19,044
60 0.8815 0.8056 0.0759 9.4% 0.0092 1.1% 4% False False 12,749
80 0.9257 0.8056 0.1201 14.8% 0.0084 1.0% 3% False False 9,579
100 0.9257 0.8056 0.1201 14.8% 0.0068 0.8% 3% False False 7,664
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 0.8324
2.618 0.8247
1.618 0.8200
1.000 0.8171
0.618 0.8153
HIGH 0.8124
0.618 0.8106
0.500 0.8101
0.382 0.8095
LOW 0.8077
0.618 0.8048
1.000 0.8030
1.618 0.8001
2.618 0.7954
4.250 0.7877
Fisher Pivots for day following 22-Dec-2014
Pivot 1 day 3 day
R1 0.8101 0.8110
PP 0.8096 0.8102
S1 0.8092 0.8095

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

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