CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 12-Sep-2014
Day Change Summary
Previous Current
11-Sep-2014 12-Sep-2014 Change Change % Previous Week
Open 0.9094 0.8960 -0.0134 -1.5% 0.9206
High 0.9097 0.8961 -0.0136 -1.5% 0.9206
Low 0.8977 0.8924 -0.0053 -0.6% 0.8924
Close 0.8977 0.8924 -0.0053 -0.6% 0.8924
Range 0.0120 0.0037 -0.0083 -69.2% 0.0282
ATR 0.0048 0.0048 0.0000 0.7% 0.0000
Volume 36 146 110 305.6% 237
Daily Pivots for day following 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9047 0.9023 0.8944
R3 0.9010 0.8986 0.8934
R2 0.8973 0.8973 0.8931
R1 0.8949 0.8949 0.8927 0.8943
PP 0.8936 0.8936 0.8936 0.8933
S1 0.8912 0.8912 0.8921 0.8906
S2 0.8899 0.8899 0.8917
S3 0.8862 0.8875 0.8914
S4 0.8825 0.8838 0.8904
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9864 0.9676 0.9079
R3 0.9582 0.9394 0.9002
R2 0.9300 0.9300 0.8976
R1 0.9112 0.9112 0.8950 0.9065
PP 0.9018 0.9018 0.9018 0.8995
S1 0.8830 0.8830 0.8898 0.8783
S2 0.8736 0.8736 0.8872
S3 0.8454 0.8548 0.8846
S4 0.8172 0.8266 0.8769
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9206 0.8924 0.0282 3.2% 0.0074 0.8% 0% False True 47
10 0.9257 0.8924 0.0333 3.7% 0.0048 0.5% 0% False True 29
20 0.9257 0.8924 0.0333 3.7% 0.0029 0.3% 0% False True 15
40 0.9326 0.8924 0.0402 4.5% 0.0018 0.2% 0% False True 9
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9118
2.618 0.9058
1.618 0.9021
1.000 0.8998
0.618 0.8984
HIGH 0.8961
0.618 0.8947
0.500 0.8943
0.382 0.8938
LOW 0.8924
0.618 0.8901
1.000 0.8887
1.618 0.8864
2.618 0.8827
4.250 0.8767
Fisher Pivots for day following 12-Sep-2014
Pivot 1 day 3 day
R1 0.8943 0.9011
PP 0.8936 0.8982
S1 0.8930 0.8953

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

View Archives - Comment on this page... - Back to Index of Symbols