CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 18-Mar-2015
Day Change Summary
Previous Current
17-Mar-2015 18-Mar-2015 Change Change % Previous Week
Open 0.7517 0.7520 0.0003 0.0% 0.7599
High 0.7517 0.7650 0.0133 1.8% 0.7599
Low 0.7517 0.7500 -0.0017 -0.2% 0.7448
Close 0.7517 0.7613 0.0096 1.3% 0.7509
Range 0.0000 0.0150 0.0150 0.0151
ATR 0.0046 0.0053 0.0007 16.2% 0.0000
Volume 11 11 0 0.0% 28
Daily Pivots for day following 18-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8038 0.7975 0.7696
R3 0.7888 0.7825 0.7654
R2 0.7738 0.7738 0.7641
R1 0.7675 0.7675 0.7627 0.7707
PP 0.7588 0.7588 0.7588 0.7603
S1 0.7525 0.7525 0.7599 0.7557
S2 0.7438 0.7438 0.7586
S3 0.7288 0.7375 0.7572
S4 0.7138 0.7225 0.7531
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 0.7650 0.7500 0.0150 2.0% 0.0030 0.4% 75% True True 11
10 0.7661 0.7448 0.0213 2.8% 0.0026 0.3% 77% False False 6
20 0.7770 0.7448 0.0322 4.2% 0.0014 0.2% 51% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 0.8288
2.618 0.8043
1.618 0.7893
1.000 0.7800
0.618 0.7743
HIGH 0.7650
0.618 0.7593
0.500 0.7575
0.382 0.7557
LOW 0.7500
0.618 0.7407
1.000 0.7350
1.618 0.7257
2.618 0.7107
4.250 0.6863
Fisher Pivots for day following 18-Mar-2015
Pivot 1 day 3 day
R1 0.7600 0.7600
PP 0.7588 0.7588
S1 0.7575 0.7575

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

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