CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 07-Aug-2014
Day Change Summary
Previous Current
06-Aug-2014 07-Aug-2014 Change Change % Previous Week
Open 0.9210 0.9134 -0.0076 -0.8% 0.9258
High 0.9210 0.9140 -0.0070 -0.8% 0.9258
Low 0.9210 0.9134 -0.0076 -0.8% 0.9151
Close 0.9210 0.9134 -0.0076 -0.8% 0.9170
Range 0.0000 0.0006 0.0006 0.0107
ATR 0.0026 0.0029 0.0004 14.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 07-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9154 0.9150 0.9137
R3 0.9148 0.9144 0.9136
R2 0.9142 0.9142 0.9135
R1 0.9138 0.9138 0.9135 0.9137
PP 0.9136 0.9136 0.9136 0.9136
S1 0.9132 0.9132 0.9133 0.9131
S2 0.9130 0.9130 0.9133
S3 0.9124 0.9126 0.9132
S4 0.9118 0.9120 0.9131
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9514 0.9449 0.9229
R3 0.9407 0.9342 0.9199
R2 0.9300 0.9300 0.9190
R1 0.9235 0.9235 0.9180 0.9214
PP 0.9193 0.9193 0.9193 0.9183
S1 0.9128 0.9128 0.9160 0.9107
S2 0.9086 0.9086 0.9150
S3 0.8979 0.9021 0.9141
S4 0.8872 0.8914 0.9111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9210 0.9134 0.0076 0.8% 0.0001 0.0% 0% False True 1
10 0.9258 0.9134 0.0124 1.4% 0.0002 0.0% 0% False True 1
20 0.9326 0.9134 0.0192 2.1% 0.0004 0.0% 0% False True 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 0.0000
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9166
2.618 0.9156
1.618 0.9150
1.000 0.9146
0.618 0.9144
HIGH 0.9140
0.618 0.9138
0.500 0.9137
0.382 0.9136
LOW 0.9134
0.618 0.9130
1.000 0.9128
1.618 0.9124
2.618 0.9118
4.250 0.9109
Fisher Pivots for day following 07-Aug-2014
Pivot 1 day 3 day
R1 0.9137 0.9172
PP 0.9136 0.9159
S1 0.9135 0.9147

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

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