CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary
Previous Current
29-Aug-2014 02-Sep-2014 Change Change % Previous Week
Open 0.9210 0.9193 -0.0017 -0.2% 0.9170
High 0.9210 0.9207 -0.0003 0.0% 0.9228
Low 0.9209 0.9121 -0.0088 -1.0% 0.9170
Close 0.9209 0.9149 -0.0060 -0.7% 0.9209
Range 0.0001 0.0086 0.0085 8,500.0% 0.0058
ATR 0.0023 0.0028 0.0005 19.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 02-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9417 0.9369 0.9196
R3 0.9331 0.9283 0.9173
R2 0.9245 0.9245 0.9165
R1 0.9197 0.9197 0.9157 0.9178
PP 0.9159 0.9159 0.9159 0.9150
S1 0.9111 0.9111 0.9141 0.9092
S2 0.9073 0.9073 0.9133
S3 0.8987 0.9025 0.9125
S4 0.8901 0.8939 0.9102
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9376 0.9351 0.9241
R3 0.9318 0.9293 0.9225
R2 0.9260 0.9260 0.9220
R1 0.9235 0.9235 0.9214 0.9248
PP 0.9202 0.9202 0.9202 0.9209
S1 0.9177 0.9177 0.9204 0.9190
S2 0.9144 0.9144 0.9198
S3 0.9086 0.9119 0.9193
S4 0.9028 0.9061 0.9177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9228 0.9121 0.0107 1.2% 0.0023 0.3% 26% False True 1
10 0.9228 0.9121 0.0107 1.2% 0.0015 0.2% 26% False True 1
20 0.9228 0.9097 0.0131 1.4% 0.0012 0.1% 40% False False 2
40 0.9326 0.9097 0.0229 2.5% 0.0008 0.1% 23% False False 2
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 0.0001
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 0.9573
2.618 0.9432
1.618 0.9346
1.000 0.9293
0.618 0.9260
HIGH 0.9207
0.618 0.9174
0.500 0.9164
0.382 0.9154
LOW 0.9121
0.618 0.9068
1.000 0.9035
1.618 0.8982
2.618 0.8896
4.250 0.8756
Fisher Pivots for day following 02-Sep-2014
Pivot 1 day 3 day
R1 0.9164 0.9175
PP 0.9159 0.9166
S1 0.9154 0.9158

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

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