CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 06-Mar-2015
Day Change Summary
Previous Current
05-Mar-2015 06-Mar-2015 Change Change % Previous Week
Open 0.7810 0.7775 -0.0035 -0.4% 0.7800
High 0.7836 0.7843 0.0007 0.1% 0.7856
Low 0.7749 0.7703 -0.0046 -0.6% 0.7703
Close 0.7770 0.7718 -0.0052 -0.7% 0.7718
Range 0.0087 0.0140 0.0053 60.9% 0.0153
ATR 0.0090 0.0094 0.0004 3.9% 0.0000
Volume 99,329 140,042 40,713 41.0% 477,354
Daily Pivots for day following 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8175 0.8086 0.7795
R3 0.8035 0.7946 0.7757
R2 0.7895 0.7895 0.7744
R1 0.7806 0.7806 0.7731 0.7781
PP 0.7755 0.7755 0.7755 0.7742
S1 0.7666 0.7666 0.7705 0.7641
S2 0.7615 0.7615 0.7692
S3 0.7475 0.7526 0.7680
S4 0.7335 0.7386 0.7641
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8218 0.8121 0.7802
R3 0.8065 0.7968 0.7760
R2 0.7912 0.7912 0.7746
R1 0.7815 0.7815 0.7732 0.7787
PP 0.7759 0.7759 0.7759 0.7745
S1 0.7662 0.7662 0.7704 0.7634
S2 0.7606 0.7606 0.7690
S3 0.7453 0.7509 0.7676
S4 0.7300 0.7356 0.7634
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7856 0.7703 0.0153 2.0% 0.0090 1.2% 10% False True 95,470
10 0.7905 0.7703 0.0202 2.6% 0.0088 1.1% 7% False True 88,377
20 0.7905 0.7630 0.0275 3.6% 0.0088 1.1% 32% False False 86,975
40 0.8261 0.7607 0.0654 8.5% 0.0102 1.3% 17% False False 94,306
60 0.8320 0.7607 0.0713 9.2% 0.0094 1.2% 16% False False 82,647
80 0.8714 0.7607 0.1107 14.3% 0.0093 1.2% 10% False False 62,763
100 0.8815 0.7607 0.1208 15.7% 0.0092 1.2% 9% False False 50,251
120 0.8979 0.7607 0.1372 17.8% 0.0091 1.2% 8% False False 41,899
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 0.8438
2.618 0.8210
1.618 0.8070
1.000 0.7983
0.618 0.7930
HIGH 0.7843
0.618 0.7790
0.500 0.7773
0.382 0.7756
LOW 0.7703
0.618 0.7616
1.000 0.7563
1.618 0.7476
2.618 0.7336
4.250 0.7108
Fisher Pivots for day following 06-Mar-2015
Pivot 1 day 3 day
R1 0.7773 0.7780
PP 0.7755 0.7759
S1 0.7736 0.7739

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

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