CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 21-Jul-2014
Day Change Summary
Previous Current
18-Jul-2014 21-Jul-2014 Change Change % Previous Week
Open 0.9248 0.9230 -0.0018 -0.2% 0.9237
High 0.9248 0.9230 -0.0018 -0.2% 0.9248
Low 0.9248 0.9230 -0.0018 -0.2% 0.9210
Close 0.9248 0.9230 -0.0018 -0.2% 0.9248
Range
ATR
Volume 4 4 0 0.0% 20
Daily Pivots for day following 21-Jul-2014
Classic Woodie Camarilla DeMark
R4 0.9230 0.9230 0.9230
R3 0.9230 0.9230 0.9230
R2 0.9230 0.9230 0.9230
R1 0.9230 0.9230 0.9230 0.9230
PP 0.9230 0.9230 0.9230 0.9230
S1 0.9230 0.9230 0.9230 0.9230
S2 0.9230 0.9230 0.9230
S3 0.9230 0.9230 0.9230
S4 0.9230 0.9230 0.9230
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% 53% False False 4
10 0.9263 0.9210 0.0053 0.6% 0.0000 0.0% 38% 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 0.9230
2.618 0.9230
1.618 0.9230
1.000 0.9230
0.618 0.9230
HIGH 0.9230
0.618 0.9230
0.500 0.9230
0.382 0.9230
LOW 0.9230
0.618 0.9230
1.000 0.9230
1.618 0.9230
2.618 0.9230
4.250 0.9230
Fisher Pivots for day following 21-Jul-2014
Pivot 1 day 3 day
R1 0.9230 0.9238
PP 0.9230 0.9235
S1 0.9230 0.9233

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

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