CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 27-Jan-2015
Day Change Summary
Previous Current
26-Jan-2015 27-Jan-2015 Change Change % Previous Week
Open 0.7867 0.7892 0.0025 0.3% 0.8191
High 0.7907 0.7949 0.0042 0.5% 0.8210
Low 0.7831 0.7879 0.0048 0.6% 0.7854
Close 0.7893 0.7913 0.0020 0.3% 0.7901
Range 0.0076 0.0070 -0.0006 -7.9% 0.0356
ATR 0.0101 0.0099 -0.0002 -2.2% 0.0000
Volume 65,921 73,602 7,681 11.7% 443,873
Daily Pivots for day following 27-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8124 0.8088 0.7952
R3 0.8054 0.8018 0.7932
R2 0.7984 0.7984 0.7926
R1 0.7948 0.7948 0.7919 0.7966
PP 0.7914 0.7914 0.7914 0.7923
S1 0.7878 0.7878 0.7907 0.7896
S2 0.7844 0.7844 0.7900
S3 0.7774 0.7808 0.7894
S4 0.7704 0.7738 0.7875
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 0.8203 0.7831 0.0372 4.7% 0.0123 1.6% 22% False False 96,033
10 0.8261 0.7831 0.0430 5.4% 0.0114 1.4% 19% False False 101,842
20 0.8261 0.7831 0.0430 5.4% 0.0097 1.2% 19% False False 84,355
40 0.8548 0.7831 0.0717 9.1% 0.0090 1.1% 11% False False 62,778
60 0.8755 0.7831 0.0924 11.7% 0.0091 1.2% 9% False False 42,081
80 0.8815 0.7831 0.0984 12.4% 0.0092 1.2% 8% False False 31,602
100 0.9257 0.7831 0.1426 18.0% 0.0086 1.1% 6% False False 25,297
120 0.9257 0.7831 0.1426 18.0% 0.0074 0.9% 6% False False 21,082
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 0.0032
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8247
2.618 0.8132
1.618 0.8062
1.000 0.8019
0.618 0.7992
HIGH 0.7949
0.618 0.7922
0.500 0.7914
0.382 0.7906
LOW 0.7879
0.618 0.7836
1.000 0.7809
1.618 0.7766
2.618 0.7696
4.250 0.7582
Fisher Pivots for day following 27-Jan-2015
Pivot 1 day 3 day
R1 0.7914 0.7929
PP 0.7914 0.7924
S1 0.7913 0.7918

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

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