CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 26-Jan-2015
Day Change Summary
Previous Current
23-Jan-2015 26-Jan-2015 Change Change % Previous Week
Open 0.7993 0.7867 -0.0126 -1.6% 0.8191
High 0.8027 0.7907 -0.0120 -1.5% 0.8210
Low 0.7854 0.7831 -0.0023 -0.3% 0.7854
Close 0.7901 0.7893 -0.0008 -0.1% 0.7901
Range 0.0173 0.0076 -0.0097 -56.1% 0.0356
ATR 0.0103 0.0101 -0.0002 -1.9% 0.0000
Volume 124,876 65,921 -58,955 -47.2% 443,873
Daily Pivots for day following 26-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8105 0.8075 0.7935
R3 0.8029 0.7999 0.7914
R2 0.7953 0.7953 0.7907
R1 0.7923 0.7923 0.7900 0.7938
PP 0.7877 0.7877 0.7877 0.7885
S1 0.7847 0.7847 0.7886 0.7862
S2 0.7801 0.7801 0.7879
S3 0.7725 0.7771 0.7872
S4 0.7649 0.7695 0.7851
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 0.8210 0.7831 0.0379 4.8% 0.0126 1.6% 16% False True 101,958
10 0.8261 0.7831 0.0430 5.4% 0.0120 1.5% 14% False True 102,696
20 0.8261 0.7831 0.0430 5.4% 0.0095 1.2% 14% False True 81,562
40 0.8548 0.7831 0.0717 9.1% 0.0091 1.1% 9% False True 60,976
60 0.8815 0.7831 0.0984 12.5% 0.0092 1.2% 6% False True 40,857
80 0.8815 0.7831 0.0984 12.5% 0.0092 1.2% 6% False True 30,683
100 0.9257 0.7831 0.1426 18.1% 0.0086 1.1% 4% False True 24,562
120 0.9257 0.7831 0.1426 18.1% 0.0073 0.9% 4% False True 20,468
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0034
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8230
2.618 0.8106
1.618 0.8030
1.000 0.7983
0.618 0.7954
HIGH 0.7907
0.618 0.7878
0.500 0.7869
0.382 0.7860
LOW 0.7831
0.618 0.7784
1.000 0.7755
1.618 0.7708
2.618 0.7632
4.250 0.7508
Fisher Pivots for day following 26-Jan-2015
Pivot 1 day 3 day
R1 0.7885 0.7970
PP 0.7877 0.7944
S1 0.7869 0.7919

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

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