CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 0.7624 0.7592 -0.0032 -0.4% 0.7800
High 0.7642 0.7736 0.0094 1.2% 0.7856
Low 0.7559 0.7573 0.0014 0.2% 0.7703
Close 0.7577 0.7684 0.0107 1.4% 0.7718
Range 0.0083 0.0163 0.0080 96.4% 0.0153
ATR 0.0092 0.0097 0.0005 5.5% 0.0000
Volume 149,918 138,012 -11,906 -7.9% 477,354
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8153 0.8082 0.7774
R3 0.7990 0.7919 0.7729
R2 0.7827 0.7827 0.7714
R1 0.7756 0.7756 0.7699 0.7792
PP 0.7664 0.7664 0.7664 0.7682
S1 0.7593 0.7593 0.7669 0.7629
S2 0.7501 0.7501 0.7654
S3 0.7338 0.7430 0.7639
S4 0.7175 0.7267 0.7594
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 0.7843 0.7559 0.0284 3.7% 0.0109 1.4% 44% False False 134,503
10 0.7856 0.7559 0.0297 3.9% 0.0091 1.2% 42% False False 108,689
20 0.7905 0.7559 0.0346 4.5% 0.0089 1.2% 36% False False 96,935
40 0.8261 0.7559 0.0702 9.1% 0.0103 1.3% 18% False False 99,440
60 0.8261 0.7559 0.0702 9.1% 0.0093 1.2% 18% False False 87,120
80 0.8714 0.7559 0.1155 15.0% 0.0094 1.2% 11% False False 69,400
100 0.8815 0.7559 0.1256 16.3% 0.0091 1.2% 10% False False 55,568
120 0.8880 0.7559 0.1321 17.2% 0.0092 1.2% 9% False False 46,333
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 0.0021
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.8429
2.618 0.8163
1.618 0.8000
1.000 0.7899
0.618 0.7837
HIGH 0.7736
0.618 0.7674
0.500 0.7655
0.382 0.7635
LOW 0.7573
0.618 0.7472
1.000 0.7410
1.618 0.7309
2.618 0.7146
4.250 0.6880
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 0.7674 0.7672
PP 0.7664 0.7660
S1 0.7655 0.7648

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

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