CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 23-Jan-2015
Day Change Summary
Previous Current
22-Jan-2015 23-Jan-2015 Change Change % Previous Week
Open 0.8062 0.7993 -0.0069 -0.9% 0.8191
High 0.8109 0.8027 -0.0082 -1.0% 0.8210
Low 0.7967 0.7854 -0.0113 -1.4% 0.7854
Close 0.8031 0.7901 -0.0130 -1.6% 0.7901
Range 0.0142 0.0173 0.0031 21.8% 0.0356
ATR 0.0097 0.0103 0.0006 5.9% 0.0000
Volume 102,090 124,876 22,786 22.3% 443,873
Daily Pivots for day following 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8446 0.8347 0.7996
R3 0.8273 0.8174 0.7949
R2 0.8100 0.8100 0.7933
R1 0.8001 0.8001 0.7917 0.7964
PP 0.7927 0.7927 0.7927 0.7909
S1 0.7828 0.7828 0.7885 0.7791
S2 0.7754 0.7754 0.7869
S3 0.7581 0.7655 0.7853
S4 0.7408 0.7482 0.7806
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.9056 0.8835 0.8097
R3 0.8700 0.8479 0.7999
R2 0.8344 0.8344 0.7966
R1 0.8123 0.8123 0.7934 0.8056
PP 0.7988 0.7988 0.7988 0.7955
S1 0.7767 0.7767 0.7868 0.7700
S2 0.7632 0.7632 0.7836
S3 0.7276 0.7411 0.7803
S4 0.6920 0.7055 0.7705
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8222 0.7854 0.0368 4.7% 0.0129 1.6% 13% False True 105,196
10 0.8261 0.7854 0.0407 5.2% 0.0122 1.5% 12% False True 105,946
20 0.8261 0.7854 0.0407 5.2% 0.0092 1.2% 12% False True 79,191
40 0.8549 0.7854 0.0695 8.8% 0.0091 1.2% 7% False True 59,396
60 0.8815 0.7854 0.0961 12.2% 0.0092 1.2% 5% False True 39,759
80 0.8815 0.7854 0.0961 12.2% 0.0092 1.2% 5% False True 29,860
100 0.9257 0.7854 0.1403 17.8% 0.0086 1.1% 3% False True 23,903
120 0.9257 0.7854 0.1403 17.8% 0.0073 0.9% 3% False True 19,919
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 0.0031
Widest range in 141 trading days
Fibonacci Retracements and Extensions
4.250 0.8762
2.618 0.8480
1.618 0.8307
1.000 0.8200
0.618 0.8134
HIGH 0.8027
0.618 0.7961
0.500 0.7941
0.382 0.7920
LOW 0.7854
0.618 0.7747
1.000 0.7681
1.618 0.7574
2.618 0.7401
4.250 0.7119
Fisher Pivots for day following 23-Jan-2015
Pivot 1 day 3 day
R1 0.7941 0.8029
PP 0.7927 0.7986
S1 0.7914 0.7944

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

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