CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 08-Jan-2015
Day Change Summary
Previous Current
07-Jan-2015 08-Jan-2015 Change Change % Previous Week
Open 0.8037 0.8037 0.0000 0.0% 0.8072
High 0.8051 0.8093 0.0042 0.5% 0.8173
Low 0.7993 0.8035 0.0042 0.5% 0.8035
Close 0.8041 0.8070 0.0029 0.4% 0.8072
Range 0.0058 0.0058 0.0000 0.0% 0.0138
ATR 0.0078 0.0077 -0.0001 -1.9% 0.0000
Volume 79,658 74,891 -4,767 -6.0% 172,901
Daily Pivots for day following 08-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8240 0.8213 0.8102
R3 0.8182 0.8155 0.8086
R2 0.8124 0.8124 0.8081
R1 0.8097 0.8097 0.8075 0.8111
PP 0.8066 0.8066 0.8066 0.8073
S1 0.8039 0.8039 0.8065 0.8053
S2 0.8008 0.8008 0.8059
S3 0.7950 0.7981 0.8054
S4 0.7892 0.7923 0.8038
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8507 0.8428 0.8148
R3 0.8369 0.8290 0.8110
R2 0.8231 0.8231 0.8097
R1 0.8152 0.8152 0.8085 0.8141
PP 0.8093 0.8093 0.8093 0.8088
S1 0.8014 0.8014 0.8059 0.8003
S2 0.7955 0.7955 0.8047
S3 0.7817 0.7876 0.8034
S4 0.7679 0.7738 0.7996
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8143 0.7993 0.0150 1.9% 0.0074 0.9% 51% False False 74,830
10 0.8173 0.7993 0.0180 2.2% 0.0061 0.8% 43% False False 52,435
20 0.8320 0.7993 0.0327 4.1% 0.0073 0.9% 24% False False 60,429
40 0.8714 0.7993 0.0721 8.9% 0.0084 1.0% 11% False False 33,079
60 0.8815 0.7993 0.0822 10.2% 0.0085 1.0% 9% False False 22,127
80 0.8979 0.7993 0.0986 12.2% 0.0086 1.1% 8% False False 16,630
100 0.9257 0.7993 0.1264 15.7% 0.0075 0.9% 6% False False 13,308
120 0.9326 0.7993 0.1333 16.5% 0.0063 0.8% 6% False False 11,090
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.0012
Fibonacci Retracements and Extensions
4.250 0.8340
2.618 0.8245
1.618 0.8187
1.000 0.8151
0.618 0.8129
HIGH 0.8093
0.618 0.8071
0.500 0.8064
0.382 0.8057
LOW 0.8035
0.618 0.7999
1.000 0.7977
1.618 0.7941
2.618 0.7883
4.250 0.7789
Fisher Pivots for day following 08-Jan-2015
Pivot 1 day 3 day
R1 0.8068 0.8065
PP 0.8066 0.8060
S1 0.8064 0.8055

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

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