CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 03-Mar-2015

Day Change Summary
	Previous	Current
	02-Mar-2015	03-Mar-2015	Change	Change %	Previous Week
Open	0.7758	0.7714	-0.0044	-0.6%	0.7791
High	0.7758	0.7802	0.0044	0.6%	0.7865
Low	0.7711	0.7708	-0.0003	0.0%	0.7691
Close	0.7726	0.7773	0.0047	0.6%	0.7764
Range	0.0047	0.0094	0.0047	100.0%	0.0174
ATR	0.0083	0.0084	0.0001	1.0%	0.0000
Volume	1,614	2,570	956	59.2%	4,370

Daily Pivots for day following 03-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8043	0.8002	0.7825
R3	0.7949	0.7908	0.7799
R2	0.7855	0.7855	0.7790
R1	0.7814	0.7814	0.7782	0.7835
PP	0.7761	0.7761	0.7761	0.7771
S1	0.7720	0.7720	0.7764	0.7741
S2	0.7667	0.7667	0.7756
S3	0.7573	0.7626	0.7747
S4	0.7479	0.7532	0.7721

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8295	0.8204	0.7860
R3	0.8121	0.8030	0.7812
R2	0.7947	0.7947	0.7796
R1	0.7856	0.7856	0.7780	0.7815
PP	0.7773	0.7773	0.7773	0.7753
S1	0.7682	0.7682	0.7748	0.7641
S2	0.7599	0.7599	0.7732
S3	0.7425	0.7508	0.7716
S4	0.7251	0.7334	0.7668

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7865	0.7708	0.0157	2.0%	0.0078	1.0%	41%	False	True	1,548
10	0.7865	0.7691	0.0174	2.2%	0.0073	0.9%	47%	False	False	944
20	0.7865	0.7571	0.0294	3.8%	0.0087	1.1%	69%	False	False	650
40	0.8208	0.7571	0.0637	8.2%	0.0088	1.1%	32%	False	False	477
60	0.8271	0.7571	0.0700	9.0%	0.0072	0.9%	29%	False	False	325
80	0.8624	0.7571	0.1053	13.5%	0.0058	0.7%	19%	False	False	244
100	0.8746	0.7571	0.1175	15.1%	0.0048	0.6%	17%	False	False	196
120	0.8980	0.7571	0.1409	18.1%	0.0041	0.5%	14%	False	False	163

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8202
2.618	0.8048
1.618	0.7954
1.000	0.7896
0.618	0.7860
HIGH	0.7802
0.618	0.7766
0.500	0.7755
0.382	0.7744
LOW	0.7708
0.618	0.7650
1.000	0.7614
1.618	0.7556
2.618	0.7462
4.250	0.7309

Fisher Pivots for day following 03-Mar-2015
Pivot	1 day	3 day
R1	0.7767	0.7767
PP	0.7761	0.7761
S1	0.7755	0.7755

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols