CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 20-Feb-2015
Day Change Summary
Previous Current
19-Feb-2015 20-Feb-2015 Change Change % Previous Week
Open 0.7800 0.7779 -0.0021 -0.3% 0.7751
High 0.7833 0.7840 0.0007 0.1% 0.7840
Low 0.7746 0.7779 0.0033 0.4% 0.7729
Close 0.7778 0.7833 0.0055 0.7% 0.7833
Range 0.0087 0.0061 -0.0026 -29.9% 0.0111
ATR 0.0102 0.0099 -0.0003 -2.8% 0.0000
Volume 66,349 76,471 10,122 15.3% 333,650
Daily Pivots for day following 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8000 0.7978 0.7867
R3 0.7939 0.7917 0.7850
R2 0.7878 0.7878 0.7844
R1 0.7856 0.7856 0.7839 0.7867
PP 0.7817 0.7817 0.7817 0.7823
S1 0.7795 0.7795 0.7827 0.7806
S2 0.7756 0.7756 0.7822
S3 0.7695 0.7734 0.7816
S4 0.7634 0.7673 0.7799
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8134 0.8094 0.7894
R3 0.8023 0.7983 0.7864
R2 0.7912 0.7912 0.7853
R1 0.7872 0.7872 0.7843 0.7892
PP 0.7801 0.7801 0.7801 0.7811
S1 0.7761 0.7761 0.7823 0.7781
S2 0.7690 0.7690 0.7813
S3 0.7579 0.7650 0.7802
S4 0.7468 0.7539 0.7772
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7840 0.7712 0.0128 1.6% 0.0074 0.9% 95% True False 79,550
10 0.7859 0.7630 0.0229 2.9% 0.0089 1.1% 89% False False 85,574
20 0.8027 0.7607 0.0420 5.4% 0.0105 1.3% 54% False False 93,950
40 0.8261 0.7607 0.0654 8.3% 0.0095 1.2% 35% False False 84,451
60 0.8629 0.7607 0.1022 13.0% 0.0095 1.2% 22% False False 68,867
80 0.8815 0.7607 0.1208 15.4% 0.0094 1.2% 19% False False 51,748
100 0.8815 0.7607 0.1208 15.4% 0.0093 1.2% 19% False False 41,430
120 0.9257 0.7607 0.1650 21.1% 0.0088 1.1% 14% False False 34,537
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.8099
2.618 0.8000
1.618 0.7939
1.000 0.7901
0.618 0.7878
HIGH 0.7840
0.618 0.7817
0.500 0.7810
0.382 0.7802
LOW 0.7779
0.618 0.7741
1.000 0.7718
1.618 0.7680
2.618 0.7619
4.250 0.7520
Fisher Pivots for day following 20-Feb-2015
Pivot 1 day 3 day
R1 0.7825 0.7820
PP 0.7817 0.7806
S1 0.7810 0.7793

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

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