CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 12-Jan-2015
Day Change Summary
Previous Current
09-Jan-2015 12-Jan-2015 Change Change % Previous Week
Open 0.8075 0.8183 0.0108 1.3% 0.8034
High 0.8170 0.8217 0.0047 0.6% 0.8170
Low 0.8068 0.8093 0.0025 0.3% 0.7993
Close 0.8162 0.8126 -0.0036 -0.4% 0.8162
Range 0.0102 0.0124 0.0022 21.6% 0.0177
ATR 0.0079 0.0082 0.0003 4.1% 0.0000
Volume 98,418 82,146 -16,272 -16.5% 413,641
Daily Pivots for day following 12-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8517 0.8446 0.8194
R3 0.8393 0.8322 0.8160
R2 0.8269 0.8269 0.8149
R1 0.8198 0.8198 0.8137 0.8172
PP 0.8145 0.8145 0.8145 0.8132
S1 0.8074 0.8074 0.8115 0.8048
S2 0.8021 0.8021 0.8103
S3 0.7897 0.7950 0.8092
S4 0.7773 0.7826 0.8058
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8639 0.8578 0.8259
R3 0.8462 0.8401 0.8211
R2 0.8285 0.8285 0.8194
R1 0.8224 0.8224 0.8178 0.8255
PP 0.8108 0.8108 0.8108 0.8124
S1 0.8047 0.8047 0.8146 0.8078
S2 0.7931 0.7931 0.8130
S3 0.7754 0.7870 0.8113
S4 0.7577 0.7693 0.8065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8217 0.7993 0.0224 2.8% 0.0083 1.0% 59% True False 85,057
10 0.8217 0.7993 0.0224 2.8% 0.0079 1.0% 59% True False 66,868
20 0.8244 0.7993 0.0251 3.1% 0.0072 0.9% 53% False False 62,714
40 0.8714 0.7993 0.0721 8.9% 0.0085 1.0% 18% False False 37,581
60 0.8815 0.7993 0.0822 10.1% 0.0084 1.0% 16% False False 25,129
80 0.8880 0.7993 0.0887 10.9% 0.0086 1.1% 15% False False 18,885
100 0.9257 0.7993 0.1264 15.6% 0.0077 0.9% 11% False False 15,114
120 0.9326 0.7993 0.1333 16.4% 0.0065 0.8% 10% False False 12,595
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.8744
2.618 0.8542
1.618 0.8418
1.000 0.8341
0.618 0.8294
HIGH 0.8217
0.618 0.8170
0.500 0.8155
0.382 0.8140
LOW 0.8093
0.618 0.8016
1.000 0.7969
1.618 0.7892
2.618 0.7768
4.250 0.7566
Fisher Pivots for day following 12-Jan-2015
Pivot 1 day 3 day
R1 0.8155 0.8126
PP 0.8145 0.8126
S1 0.8136 0.8126

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

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