CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 16-Mar-2015
Day Change Summary
Previous Current
13-Mar-2015 16-Mar-2015 Change Change % Previous Week
Open 0.7509 0.7533 0.0024 0.3% 0.7599
High 0.7509 0.7533 0.0024 0.3% 0.7599
Low 0.7509 0.7533 0.0024 0.3% 0.7448
Close 0.7509 0.7533 0.0024 0.3% 0.7509
Range
ATR 0.0050 0.0048 -0.0002 -3.7% 0.0000
Volume 11 11 0 0.0% 28
Daily Pivots for day following 16-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7533 0.7533 0.7533
R3 0.7533 0.7533 0.7533
R2 0.7533 0.7533 0.7533
R1 0.7533 0.7533 0.7533 0.7533
PP 0.7533 0.7533 0.7533 0.7533
S1 0.7533 0.7533 0.7533 0.7533
S2 0.7533 0.7533 0.7533
S3 0.7533 0.7533 0.7533
S4 0.7533 0.7533 0.7533
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7972 0.7891 0.7592
R3 0.7821 0.7740 0.7551
R2 0.7670 0.7670 0.7537
R1 0.7589 0.7589 0.7523 0.7554
PP 0.7519 0.7519 0.7519 0.7501
S1 0.7438 0.7438 0.7495 0.7403
S2 0.7368 0.7368 0.7481
S3 0.7217 0.7287 0.7467
S4 0.7066 0.7136 0.7426
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7584 0.7448 0.0136 1.8% 0.0022 0.3% 63% False False 7
10 0.7707 0.7448 0.0259 3.4% 0.0012 0.2% 33% False False 5
20 0.7770 0.7448 0.0322 4.3% 0.0008 0.1% 26% False False 5
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 0.7533
2.618 0.7533
1.618 0.7533
1.000 0.7533
0.618 0.7533
HIGH 0.7533
0.618 0.7533
0.500 0.7533
0.382 0.7533
LOW 0.7533
0.618 0.7533
1.000 0.7533
1.618 0.7533
2.618 0.7533
4.250 0.7533
Fisher Pivots for day following 16-Mar-2015
Pivot 1 day 3 day
R1 0.7533 0.7541
PP 0.7533 0.7538
S1 0.7533 0.7536

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

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