CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 16-Jan-2015
Day Change Summary
Previous Current
15-Jan-2015 16-Jan-2015 Change Change % Previous Week
Open 0.8121 0.8164 0.0043 0.5% 0.8183
High 0.8261 0.8222 -0.0039 -0.5% 0.8261
Low 0.8099 0.8134 0.0035 0.4% 0.8032
Close 0.8190 0.8197 0.0007 0.1% 0.8197
Range 0.0162 0.0088 -0.0074 -45.7% 0.0229
ATR 0.0090 0.0089 0.0000 -0.1% 0.0000
Volume 171,533 82,109 -89,424 -52.1% 517,174
Daily Pivots for day following 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8448 0.8411 0.8245
R3 0.8360 0.8323 0.8221
R2 0.8272 0.8272 0.8213
R1 0.8235 0.8235 0.8205 0.8254
PP 0.8184 0.8184 0.8184 0.8194
S1 0.8147 0.8147 0.8189 0.8166
S2 0.8096 0.8096 0.8181
S3 0.8008 0.8059 0.8173
S4 0.7920 0.7971 0.8149
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8850 0.8753 0.8323
R3 0.8621 0.8524 0.8260
R2 0.8392 0.8392 0.8239
R1 0.8295 0.8295 0.8218 0.8344
PP 0.8163 0.8163 0.8163 0.8188
S1 0.8066 0.8066 0.8176 0.8115
S2 0.7934 0.7934 0.8155
S3 0.7705 0.7837 0.8134
S4 0.7476 0.7608 0.8071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8261 0.8032 0.0229 2.8% 0.0113 1.4% 72% False False 103,434
10 0.8261 0.7993 0.0268 3.3% 0.0093 1.1% 76% False False 93,081
20 0.8261 0.7993 0.0268 3.3% 0.0077 0.9% 76% False False 67,521
40 0.8653 0.7993 0.0660 8.1% 0.0087 1.1% 31% False False 48,404
60 0.8815 0.7993 0.0822 10.0% 0.0087 1.1% 25% False False 32,369
80 0.8815 0.7993 0.0822 10.0% 0.0088 1.1% 25% False False 24,316
100 0.9257 0.7993 0.1264 15.4% 0.0081 1.0% 16% False False 19,464
120 0.9257 0.7993 0.1264 15.4% 0.0068 0.8% 16% False False 16,220
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8596
2.618 0.8452
1.618 0.8364
1.000 0.8310
0.618 0.8276
HIGH 0.8222
0.618 0.8188
0.500 0.8178
0.382 0.8168
LOW 0.8134
0.618 0.8080
1.000 0.8046
1.618 0.7992
2.618 0.7904
4.250 0.7760
Fisher Pivots for day following 16-Jan-2015
Pivot 1 day 3 day
R1 0.8191 0.8180
PP 0.8184 0.8163
S1 0.8178 0.8147

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

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