CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 17-Mar-2015
Day Change Summary
Previous Current
16-Mar-2015 17-Mar-2015 Change Change % Previous Week
Open 0.7533 0.7517 -0.0016 -0.2% 0.7599
High 0.7533 0.7517 -0.0016 -0.2% 0.7599
Low 0.7533 0.7517 -0.0016 -0.2% 0.7448
Close 0.7533 0.7517 -0.0016 -0.2% 0.7509
Range
ATR 0.0048 0.0046 -0.0002 -4.8% 0.0000
Volume 11 11 0 0.0% 28
Daily Pivots for day following 17-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7517 0.7517 0.7517
R3 0.7517 0.7517 0.7517
R2 0.7517 0.7517 0.7517
R1 0.7517 0.7517 0.7517 0.7517
PP 0.7517 0.7517 0.7517 0.7517
S1 0.7517 0.7517 0.7517 0.7517
S2 0.7517 0.7517 0.7517
S3 0.7517 0.7517 0.7517
S4 0.7517 0.7517 0.7517
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 0.7573 0.7448 0.0125 1.7% 0.0006 0.1% 55% False False 9
10 0.7704 0.7448 0.0256 3.4% 0.0012 0.2% 27% False False 5
20 0.7770 0.7448 0.0322 4.3% 0.0007 0.1% 21% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.7517
2.618 0.7517
1.618 0.7517
1.000 0.7517
0.618 0.7517
HIGH 0.7517
0.618 0.7517
0.500 0.7517
0.382 0.7517
LOW 0.7517
0.618 0.7517
1.000 0.7517
1.618 0.7517
2.618 0.7517
4.250 0.7517
Fisher Pivots for day following 17-Mar-2015
Pivot 1 day 3 day
R1 0.7517 0.7521
PP 0.7517 0.7520
S1 0.7517 0.7518

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

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