CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 11-Feb-2015
Day Change Summary
Previous Current
10-Feb-2015 11-Feb-2015 Change Change % Previous Week
Open 0.7781 0.7750 -0.0031 -0.4% 0.7746
High 0.7825 0.7779 -0.0046 -0.6% 0.7859
Low 0.7731 0.7678 -0.0053 -0.7% 0.7607
Close 0.7755 0.7697 -0.0058 -0.7% 0.7776
Range 0.0094 0.0101 0.0007 7.4% 0.0252
ATR 0.0108 0.0108 -0.0001 -0.5% 0.0000
Volume 79,856 75,359 -4,497 -5.6% 565,646
Daily Pivots for day following 11-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8021 0.7960 0.7753
R3 0.7920 0.7859 0.7725
R2 0.7819 0.7819 0.7716
R1 0.7758 0.7758 0.7706 0.7738
PP 0.7718 0.7718 0.7718 0.7708
S1 0.7657 0.7657 0.7688 0.7637
S2 0.7617 0.7617 0.7678
S3 0.7516 0.7556 0.7669
S4 0.7415 0.7455 0.7641
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8503 0.8392 0.7915
R3 0.8251 0.8140 0.7845
R2 0.7999 0.7999 0.7822
R1 0.7888 0.7888 0.7799 0.7944
PP 0.7747 0.7747 0.7747 0.7775
S1 0.7636 0.7636 0.7753 0.7692
S2 0.7495 0.7495 0.7730
S3 0.7243 0.7384 0.7707
S4 0.6991 0.7132 0.7637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7859 0.7678 0.0181 2.4% 0.0094 1.2% 10% False True 82,801
10 0.7884 0.7607 0.0277 3.6% 0.0113 1.5% 32% False False 98,263
20 0.8261 0.7607 0.0654 8.5% 0.0117 1.5% 14% False False 101,946
40 0.8261 0.7607 0.0654 8.5% 0.0095 1.2% 14% False False 82,212
60 0.8714 0.7607 0.1107 14.4% 0.0095 1.2% 8% False False 60,221
80 0.8815 0.7607 0.1208 15.7% 0.0092 1.2% 7% False False 45,226
100 0.8880 0.7607 0.1273 16.5% 0.0092 1.2% 7% False False 36,213
120 0.9257 0.7607 0.1650 21.4% 0.0084 1.1% 5% False False 30,183
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8208
2.618 0.8043
1.618 0.7942
1.000 0.7880
0.618 0.7841
HIGH 0.7779
0.618 0.7740
0.500 0.7729
0.382 0.7717
LOW 0.7678
0.618 0.7616
1.000 0.7577
1.618 0.7515
2.618 0.7414
4.250 0.7249
Fisher Pivots for day following 11-Feb-2015
Pivot 1 day 3 day
R1 0.7729 0.7752
PP 0.7718 0.7733
S1 0.7708 0.7715

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

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