CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 02-Jan-2015
Day Change Summary
Previous Current
31-Dec-2014 02-Jan-2015 Change Change % Previous Week
Open 0.8138 0.8127 -0.0011 -0.1% 0.8072
High 0.8173 0.8143 -0.0030 -0.4% 0.8173
Low 0.8115 0.8035 -0.0080 -1.0% 0.8035
Close 0.8122 0.8072 -0.0050 -0.6% 0.8072
Range 0.0058 0.0108 0.0050 86.2% 0.0138
ATR 0.0077 0.0079 0.0002 2.9% 0.0000
Volume 34,353 58,931 24,578 71.5% 172,901
Daily Pivots for day following 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8407 0.8348 0.8131
R3 0.8299 0.8240 0.8102
R2 0.8191 0.8191 0.8092
R1 0.8132 0.8132 0.8082 0.8108
PP 0.8083 0.8083 0.8083 0.8071
S1 0.8024 0.8024 0.8062 0.8000
S2 0.7975 0.7975 0.8052
S3 0.7867 0.7916 0.8042
S4 0.7759 0.7808 0.8013
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8507 0.8428 0.8148
R3 0.8369 0.8290 0.8110
R2 0.8231 0.8231 0.8097
R1 0.8152 0.8152 0.8085 0.8141
PP 0.8093 0.8093 0.8093 0.8088
S1 0.8014 0.8014 0.8059 0.8003
S2 0.7955 0.7955 0.8047
S3 0.7817 0.7876 0.8034
S4 0.7679 0.7738 0.7996
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8173 0.8035 0.0138 1.7% 0.0066 0.8% 27% False True 38,128
10 0.8173 0.8035 0.0138 1.7% 0.0061 0.8% 27% False True 41,961
20 0.8368 0.8035 0.0333 4.1% 0.0078 1.0% 11% False True 48,588
40 0.8714 0.8035 0.0679 8.4% 0.0088 1.1% 5% False True 25,242
60 0.8815 0.8035 0.0780 9.7% 0.0088 1.1% 5% False True 16,887
80 0.9097 0.8035 0.1062 13.2% 0.0086 1.1% 3% False True 12,694
100 0.9257 0.8035 0.1222 15.1% 0.0072 0.9% 3% False True 10,156
120 0.9326 0.8035 0.1291 16.0% 0.0061 0.8% 3% False True 8,464
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8602
2.618 0.8426
1.618 0.8318
1.000 0.8251
0.618 0.8210
HIGH 0.8143
0.618 0.8102
0.500 0.8089
0.382 0.8076
LOW 0.8035
0.618 0.7968
1.000 0.7927
1.618 0.7860
2.618 0.7752
4.250 0.7576
Fisher Pivots for day following 02-Jan-2015
Pivot 1 day 3 day
R1 0.8089 0.8104
PP 0.8083 0.8093
S1 0.8078 0.8083

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

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