CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 26-Dec-2014
Day Change Summary
Previous Current
24-Dec-2014 26-Dec-2014 Change Change % Previous Week
Open 0.8059 0.8070 0.0011 0.1% 0.8085
High 0.8078 0.8086 0.0008 0.1% 0.8124
Low 0.8057 0.8059 0.0002 0.0% 0.8041
Close 0.8063 0.8070 0.0007 0.1% 0.8070
Range 0.0021 0.0027 0.0006 28.6% 0.0083
ATR 0.0084 0.0080 -0.0004 -4.8% 0.0000
Volume 18,488 17,743 -745 -4.0% 111,742
Daily Pivots for day following 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8153 0.8138 0.8085
R3 0.8126 0.8111 0.8077
R2 0.8099 0.8099 0.8075
R1 0.8084 0.8084 0.8072 0.8084
PP 0.8072 0.8072 0.8072 0.8071
S1 0.8057 0.8057 0.8068 0.8057
S2 0.8045 0.8045 0.8065
S3 0.8018 0.8030 0.8063
S4 0.7991 0.8003 0.8055
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8327 0.8282 0.8116
R3 0.8244 0.8199 0.8093
R2 0.8161 0.8161 0.8085
R1 0.8116 0.8116 0.8078 0.8097
PP 0.8078 0.8078 0.8078 0.8069
S1 0.8033 0.8033 0.8062 0.8014
S2 0.7995 0.7995 0.8055
S3 0.7912 0.7950 0.8047
S4 0.7829 0.7867 0.8024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8142 0.8041 0.0101 1.3% 0.0044 0.5% 29% False False 34,259
10 0.8244 0.8041 0.0203 2.5% 0.0065 0.8% 14% False False 58,560
20 0.8548 0.8041 0.0507 6.3% 0.0084 1.0% 6% False False 41,202
40 0.8755 0.8041 0.0714 8.8% 0.0088 1.1% 4% False False 20,943
60 0.8815 0.8041 0.0774 9.6% 0.0090 1.1% 4% False False 14,017
80 0.9257 0.8041 0.1216 15.1% 0.0084 1.0% 2% False False 10,533
100 0.9257 0.8041 0.1216 15.1% 0.0069 0.9% 2% False False 8,427
120 0.9326 0.8041 0.1285 15.9% 0.0059 0.7% 2% False False 7,023
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8201
2.618 0.8157
1.618 0.8130
1.000 0.8113
0.618 0.8103
HIGH 0.8086
0.618 0.8076
0.500 0.8073
0.382 0.8069
LOW 0.8059
0.618 0.8042
1.000 0.8032
1.618 0.8015
2.618 0.7988
4.250 0.7944
Fisher Pivots for day following 26-Dec-2014
Pivot 1 day 3 day
R1 0.8073 0.8070
PP 0.8072 0.8069
S1 0.8071 0.8069

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

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