CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 13-Feb-2015
Day Change Summary
Previous Current
12-Feb-2015 13-Feb-2015 Change Change % Previous Week
Open 0.7708 0.7721 0.0013 0.2% 0.7751
High 0.7768 0.7780 0.0012 0.2% 0.7825
Low 0.7630 0.7712 0.0082 1.1% 0.7630
Close 0.7740 0.7749 0.0009 0.1% 0.7749
Range 0.0138 0.0068 -0.0070 -50.7% 0.0195
ATR 0.0110 0.0107 -0.0003 -2.7% 0.0000
Volume 124,715 64,101 -60,614 -48.6% 401,010
Daily Pivots for day following 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.7951 0.7918 0.7786
R3 0.7883 0.7850 0.7768
R2 0.7815 0.7815 0.7761
R1 0.7782 0.7782 0.7755 0.7799
PP 0.7747 0.7747 0.7747 0.7755
S1 0.7714 0.7714 0.7743 0.7731
S2 0.7679 0.7679 0.7737
S3 0.7611 0.7646 0.7730
S4 0.7543 0.7578 0.7712
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8320 0.8229 0.7856
R3 0.8125 0.8034 0.7803
R2 0.7930 0.7930 0.7785
R1 0.7839 0.7839 0.7767 0.7787
PP 0.7735 0.7735 0.7735 0.7709
S1 0.7644 0.7644 0.7731 0.7592
S2 0.7540 0.7540 0.7713
S3 0.7345 0.7449 0.7695
S4 0.7150 0.7254 0.7642
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7825 0.7630 0.0195 2.5% 0.0098 1.3% 61% False False 80,202
10 0.7859 0.7607 0.0252 3.3% 0.0108 1.4% 56% False False 96,665
20 0.8222 0.7607 0.0615 7.9% 0.0113 1.5% 23% False False 97,323
40 0.8261 0.7607 0.0654 8.4% 0.0096 1.2% 22% False False 83,004
60 0.8672 0.7607 0.1065 13.7% 0.0095 1.2% 13% False False 63,349
80 0.8815 0.7607 0.1208 15.6% 0.0093 1.2% 12% False False 47,582
100 0.8815 0.7607 0.1208 15.6% 0.0093 1.2% 12% False False 38,098
120 0.9257 0.7607 0.1650 21.3% 0.0085 1.1% 9% False False 31,756
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 0.0029
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8069
2.618 0.7958
1.618 0.7890
1.000 0.7848
0.618 0.7822
HIGH 0.7780
0.618 0.7754
0.500 0.7746
0.382 0.7738
LOW 0.7712
0.618 0.7670
1.000 0.7644
1.618 0.7602
2.618 0.7534
4.250 0.7423
Fisher Pivots for day following 13-Feb-2015
Pivot 1 day 3 day
R1 0.7748 0.7734
PP 0.7747 0.7720
S1 0.7746 0.7705

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

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