CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 10-Mar-2015
Day Change Summary
Previous Current
09-Mar-2015 10-Mar-2015 Change Change % Previous Week
Open 0.7599 0.7584 -0.0015 -0.2% 0.7662
High 0.7599 0.7584 -0.0015 -0.2% 0.7707
Low 0.7599 0.7504 -0.0095 -1.3% 0.7608
Close 0.7599 0.7504 -0.0095 -1.3% 0.7608
Range 0.0000 0.0080 0.0080 0.0099
ATR 0.0040 0.0044 0.0004 9.8% 0.0000
Volume 1 1 0 0.0% 20
Daily Pivots for day following 10-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7771 0.7717 0.7548
R3 0.7691 0.7637 0.7526
R2 0.7611 0.7611 0.7519
R1 0.7557 0.7557 0.7511 0.7544
PP 0.7531 0.7531 0.7531 0.7524
S1 0.7477 0.7477 0.7497 0.7464
S2 0.7451 0.7451 0.7489
S3 0.7371 0.7397 0.7482
S4 0.7291 0.7317 0.7460
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 0.7704 0.7504 0.0200 2.7% 0.0017 0.2% 0% False True 2
10 0.7770 0.7504 0.0266 3.5% 0.0008 0.1% 0% False True 4
20 0.7770 0.7504 0.0266 3.5% 0.0009 0.1% 0% False True 4
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 0.0000
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7924
2.618 0.7793
1.618 0.7713
1.000 0.7664
0.618 0.7633
HIGH 0.7584
0.618 0.7553
0.500 0.7544
0.382 0.7535
LOW 0.7504
0.618 0.7455
1.000 0.7424
1.618 0.7375
2.618 0.7295
4.250 0.7164
Fisher Pivots for day following 10-Mar-2015
Pivot 1 day 3 day
R1 0.7544 0.7556
PP 0.7531 0.7539
S1 0.7517 0.7521

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

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