CME Australian Dollar Future December 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 0.7661 0.7608 -0.0053 -0.7% 0.7662
High 0.7661 0.7608 -0.0053 -0.7% 0.7707
Low 0.7661 0.7608 -0.0053 -0.7% 0.7608
Close 0.7661 0.7608 -0.0053 -0.7% 0.7608
Range
ATR 0.0042 0.0042 0.0001 2.0% 0.0000
Volume 1 1 0 0.0% 20
Daily Pivots for day following 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7608 0.7608 0.7608
R3 0.7608 0.7608 0.7608
R2 0.7608 0.7608 0.7608
R1 0.7608 0.7608 0.7608 0.7608
PP 0.7608 0.7608 0.7608 0.7608
S1 0.7608 0.7608 0.7608 0.7608
S2 0.7608 0.7608 0.7608
S3 0.7608 0.7608 0.7608
S4 0.7608 0.7608 0.7608
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7938 0.7872 0.7662
R3 0.7839 0.7773 0.7635
R2 0.7740 0.7740 0.7626
R1 0.7674 0.7674 0.7617 0.7658
PP 0.7641 0.7641 0.7641 0.7633
S1 0.7575 0.7575 0.7599 0.7559
S2 0.7542 0.7542 0.7590
S3 0.7443 0.7476 0.7581
S4 0.7344 0.7377 0.7554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7707 0.7608 0.0099 1.3% 0.0001 0.0% 0% False True 4
10 0.7770 0.7608 0.0162 2.1% 0.0001 0.0% 0% False True 5
20 0.7770 0.7588 0.0182 2.4% 0.0006 0.1% 11% False False 4
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.7608
2.618 0.7608
1.618 0.7608
1.000 0.7608
0.618 0.7608
HIGH 0.7608
0.618 0.7608
0.500 0.7608
0.382 0.7608
LOW 0.7608
0.618 0.7608
1.000 0.7608
1.618 0.7608
2.618 0.7608
4.250 0.7608
Fisher Pivots for day following 06-Mar-2015
Pivot 1 day 3 day
R1 0.7608 0.7656
PP 0.7608 0.7640
S1 0.7608 0.7624

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

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