CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 25-Feb-2015
Day Change Summary
Previous Current
24-Feb-2015 25-Feb-2015 Change Change % Previous Week
Open 0.7792 0.7819 0.0027 0.3% 0.7751
High 0.7828 0.7893 0.0065 0.8% 0.7840
Low 0.7731 0.7815 0.0084 1.1% 0.7729
Close 0.7815 0.7881 0.0066 0.8% 0.7833
Range 0.0097 0.0078 -0.0019 -19.6% 0.0111
ATR 0.0096 0.0095 -0.0001 -1.4% 0.0000
Volume 91,055 78,889 -12,166 -13.4% 333,650
Daily Pivots for day following 25-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8097 0.8067 0.7924
R3 0.8019 0.7989 0.7902
R2 0.7941 0.7941 0.7895
R1 0.7911 0.7911 0.7888 0.7926
PP 0.7863 0.7863 0.7863 0.7871
S1 0.7833 0.7833 0.7874 0.7848
S2 0.7785 0.7785 0.7867
S3 0.7707 0.7755 0.7860
S4 0.7629 0.7677 0.7838
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 0.7893 0.7731 0.0162 2.1% 0.0078 1.0% 93% True False 73,097
10 0.7893 0.7630 0.0263 3.3% 0.0085 1.1% 95% True False 82,049
20 0.7999 0.7607 0.0392 5.0% 0.0101 1.3% 70% False False 91,864
40 0.8261 0.7607 0.0654 8.3% 0.0099 1.3% 42% False False 88,109
60 0.8548 0.7607 0.0941 11.9% 0.0094 1.2% 29% False False 72,473
80 0.8755 0.7607 0.1148 14.6% 0.0094 1.2% 24% False False 54,526
100 0.8815 0.7607 0.1208 15.3% 0.0094 1.2% 23% False False 43,654
120 0.9257 0.7607 0.1650 20.9% 0.0089 1.1% 17% False False 36,392
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8225
2.618 0.8097
1.618 0.8019
1.000 0.7971
0.618 0.7941
HIGH 0.7893
0.618 0.7863
0.500 0.7854
0.382 0.7845
LOW 0.7815
0.618 0.7767
1.000 0.7737
1.618 0.7689
2.618 0.7611
4.250 0.7484
Fisher Pivots for day following 25-Feb-2015
Pivot 1 day 3 day
R1 0.7872 0.7858
PP 0.7863 0.7835
S1 0.7854 0.7812

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

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