CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 13-Mar-2015
Day Change Summary
Previous Current
12-Mar-2015 13-Mar-2015 Change Change % Previous Week
Open 0.7592 0.7705 0.0113 1.5% 0.7706
High 0.7736 0.7709 -0.0027 -0.3% 0.7737
Low 0.7573 0.7610 0.0037 0.5% 0.7559
Close 0.7684 0.7620 -0.0064 -0.8% 0.7620
Range 0.0163 0.0099 -0.0064 -39.3% 0.0178
ATR 0.0097 0.0097 0.0000 0.2% 0.0000
Volume 138,012 26,071 -111,941 -81.1% 558,546
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7943 0.7881 0.7674
R3 0.7844 0.7782 0.7647
R2 0.7745 0.7745 0.7638
R1 0.7683 0.7683 0.7629 0.7665
PP 0.7646 0.7646 0.7646 0.7637
S1 0.7584 0.7584 0.7611 0.7566
S2 0.7547 0.7547 0.7602
S3 0.7448 0.7485 0.7593
S4 0.7349 0.7386 0.7566
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8173 0.8074 0.7718
R3 0.7995 0.7896 0.7669
R2 0.7817 0.7817 0.7653
R1 0.7718 0.7718 0.7636 0.7679
PP 0.7639 0.7639 0.7639 0.7619
S1 0.7540 0.7540 0.7604 0.7501
S2 0.7461 0.7461 0.7587
S3 0.7283 0.7362 0.7571
S4 0.7105 0.7184 0.7522
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7737 0.7559 0.0178 2.3% 0.0101 1.3% 34% False False 111,709
10 0.7856 0.7559 0.0297 3.9% 0.0095 1.3% 21% False False 103,590
20 0.7905 0.7559 0.0346 4.5% 0.0088 1.1% 18% False False 92,003
40 0.8261 0.7559 0.0702 9.2% 0.0103 1.3% 9% False False 97,349
60 0.8261 0.7559 0.0702 9.2% 0.0093 1.2% 9% False False 86,287
80 0.8714 0.7559 0.1155 15.2% 0.0094 1.2% 5% False False 69,719
100 0.8815 0.7559 0.1256 16.5% 0.0092 1.2% 5% False False 55,827
120 0.8833 0.7559 0.1274 16.7% 0.0092 1.2% 5% False False 46,550
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8130
2.618 0.7968
1.618 0.7869
1.000 0.7808
0.618 0.7770
HIGH 0.7709
0.618 0.7671
0.500 0.7660
0.382 0.7648
LOW 0.7610
0.618 0.7549
1.000 0.7511
1.618 0.7450
2.618 0.7351
4.250 0.7189
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 0.7660 0.7648
PP 0.7646 0.7638
S1 0.7633 0.7629

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

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