CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 13-Jan-2015
Day Change Summary
Previous Current
12-Jan-2015 13-Jan-2015 Change Change % Previous Week
Open 0.8183 0.8116 -0.0067 -0.8% 0.8034
High 0.8217 0.8162 -0.0055 -0.7% 0.8170
Low 0.8093 0.8091 -0.0002 0.0% 0.7993
Close 0.8126 0.8117 -0.0009 -0.1% 0.8162
Range 0.0124 0.0071 -0.0053 -42.7% 0.0177
ATR 0.0082 0.0081 -0.0001 -0.9% 0.0000
Volume 82,146 71,651 -10,495 -12.8% 413,641
Daily Pivots for day following 13-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8336 0.8298 0.8156
R3 0.8265 0.8227 0.8137
R2 0.8194 0.8194 0.8130
R1 0.8156 0.8156 0.8124 0.8175
PP 0.8123 0.8123 0.8123 0.8133
S1 0.8085 0.8085 0.8110 0.8104
S2 0.8052 0.8052 0.8104
S3 0.7981 0.8014 0.8097
S4 0.7910 0.7943 0.8078
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% 55% False False 81,352
10 0.8217 0.7993 0.0224 2.8% 0.0081 1.0% 55% False False 70,499
20 0.8220 0.7993 0.0227 2.8% 0.0072 0.9% 55% False False 62,478
40 0.8714 0.7993 0.0721 8.9% 0.0085 1.0% 17% False False 39,359
60 0.8815 0.7993 0.0822 10.1% 0.0083 1.0% 15% False False 26,319
80 0.8880 0.7993 0.0887 10.9% 0.0086 1.1% 14% False False 19,780
100 0.9257 0.7993 0.1264 15.6% 0.0077 0.9% 10% False False 15,830
120 0.9326 0.7993 0.1333 16.4% 0.0066 0.8% 9% False False 13,192
Crabel Price Patterns
NR True
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8464
2.618 0.8348
1.618 0.8277
1.000 0.8233
0.618 0.8206
HIGH 0.8162
0.618 0.8135
0.500 0.8127
0.382 0.8118
LOW 0.8091
0.618 0.8047
1.000 0.8020
1.618 0.7976
2.618 0.7905
4.250 0.7789
Fisher Pivots for day following 13-Jan-2015
Pivot 1 day 3 day
R1 0.8127 0.8143
PP 0.8123 0.8134
S1 0.8120 0.8126

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

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