CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 18-Jul-2014
Day Change Summary
Previous Current
17-Jul-2014 18-Jul-2014 Change Change % Previous Week
Open 0.9227 0.9248 0.0021 0.2% 0.9237
High 0.9227 0.9248 0.0021 0.2% 0.9248
Low 0.9227 0.9248 0.0021 0.2% 0.9210
Close 0.9227 0.9248 0.0021 0.2% 0.9248
Range
ATR
Volume 4 4 0 0.0% 20
Daily Pivots for day following 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9248 0.9248 0.9248
R3 0.9248 0.9248 0.9248
R2 0.9248 0.9248 0.9248
R1 0.9248 0.9248 0.9248 0.9248
PP 0.9248 0.9248 0.9248 0.9248
S1 0.9248 0.9248 0.9248 0.9248
S2 0.9248 0.9248 0.9248
S3 0.9248 0.9248 0.9248
S4 0.9248 0.9248 0.9248
Weekly Pivots for week ending 18-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9349 0.9337 0.9269
R3 0.9311 0.9299 0.9258
R2 0.9273 0.9273 0.9255
R1 0.9261 0.9261 0.9251 0.9267
PP 0.9235 0.9235 0.9235 0.9239
S1 0.9223 0.9223 0.9245 0.9229
S2 0.9197 0.9197 0.9241
S3 0.9159 0.9185 0.9238
S4 0.9121 0.9147 0.9227
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9248 0.9210 0.0038 0.4% 0.0000 0.0% 100% True False 4
10 0.9263 0.9210 0.0053 0.6% 0.0000 0.0% 72% 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 0.9248
2.618 0.9248
1.618 0.9248
1.000 0.9248
0.618 0.9248
HIGH 0.9248
0.618 0.9248
0.500 0.9248
0.382 0.9248
LOW 0.9248
0.618 0.9248
1.000 0.9248
1.618 0.9248
2.618 0.9248
4.250 0.9248
Fisher Pivots for day following 18-Jul-2014
Pivot 1 day 3 day
R1 0.9248 0.9242
PP 0.9248 0.9235
S1 0.9248 0.9229

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

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