CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 24-Feb-2015
Day Change Summary
Previous Current
23-Feb-2015 24-Feb-2015 Change Change % Previous Week
Open 0.7831 0.7792 -0.0039 -0.5% 0.7751
High 0.7837 0.7828 -0.0009 -0.1% 0.7840
Low 0.7770 0.7731 -0.0039 -0.5% 0.7729
Close 0.7787 0.7815 0.0028 0.4% 0.7833
Range 0.0067 0.0097 0.0030 44.8% 0.0111
ATR 0.0096 0.0096 0.0000 0.0% 0.0000
Volume 52,721 91,055 38,334 72.7% 333,650
Daily Pivots for day following 24-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8082 0.8046 0.7868
R3 0.7985 0.7949 0.7842
R2 0.7888 0.7888 0.7833
R1 0.7852 0.7852 0.7824 0.7870
PP 0.7791 0.7791 0.7791 0.7801
S1 0.7755 0.7755 0.7806 0.7773
S2 0.7694 0.7694 0.7797
S3 0.7597 0.7658 0.7788
S4 0.7500 0.7561 0.7762
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 0.7731 0.0109 1.4% 0.0076 1.0% 77% False True 74,346
10 0.7840 0.7630 0.0210 2.7% 0.0087 1.1% 88% False False 82,145
20 0.7999 0.7607 0.0392 5.0% 0.0101 1.3% 53% False False 91,599
40 0.8261 0.7607 0.0654 8.4% 0.0098 1.2% 32% False False 86,581
60 0.8548 0.7607 0.0941 12.0% 0.0094 1.2% 22% False False 71,183
80 0.8815 0.7607 0.1208 15.5% 0.0094 1.2% 17% False False 53,543
100 0.8815 0.7607 0.1208 15.5% 0.0094 1.2% 17% False False 42,866
120 0.9257 0.7607 0.1650 21.1% 0.0088 1.1% 13% False False 35,735
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8240
2.618 0.8082
1.618 0.7985
1.000 0.7925
0.618 0.7888
HIGH 0.7828
0.618 0.7791
0.500 0.7780
0.382 0.7768
LOW 0.7731
0.618 0.7671
1.000 0.7634
1.618 0.7574
2.618 0.7477
4.250 0.7319
Fisher Pivots for day following 24-Feb-2015
Pivot 1 day 3 day
R1 0.7803 0.7805
PP 0.7791 0.7795
S1 0.7780 0.7786

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

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