CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 08-Aug-2014
Day Change Summary
Previous Current
07-Aug-2014 08-Aug-2014 Change Change % Previous Week
Open 0.9134 0.9140 0.0006 0.1% 0.9189
High 0.9140 0.9140 0.0000 0.0% 0.9210
Low 0.9134 0.9140 0.0006 0.1% 0.9134
Close 0.9134 0.9140 0.0006 0.1% 0.9140
Range 0.0006 0.0000 -0.0006 -100.0% 0.0076
ATR 0.0029 0.0027 -0.0002 -5.7% 0.0000
Volume 1 4 3 300.0% 8
Daily Pivots for day following 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9140 0.9140 0.9140
R3 0.9140 0.9140 0.9140
R2 0.9140 0.9140 0.9140
R1 0.9140 0.9140 0.9140 0.9140
PP 0.9140 0.9140 0.9140 0.9140
S1 0.9140 0.9140 0.9140 0.9140
S2 0.9140 0.9140 0.9140
S3 0.9140 0.9140 0.9140
S4 0.9140 0.9140 0.9140
Weekly Pivots for week ending 08-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9389 0.9341 0.9182
R3 0.9313 0.9265 0.9161
R2 0.9237 0.9237 0.9154
R1 0.9189 0.9189 0.9147 0.9175
PP 0.9161 0.9161 0.9161 0.9155
S1 0.9113 0.9113 0.9133 0.9099
S2 0.9085 0.9085 0.9126
S3 0.9009 0.9037 0.9119
S4 0.8933 0.8961 0.9098
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% 8% False False 1
10 0.9258 0.9134 0.0124 1.4% 0.0001 0.0% 5% False False 1
20 0.9326 0.9134 0.0192 2.1% 0.0004 0.0% 3% False False 2
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9140
2.618 0.9140
1.618 0.9140
1.000 0.9140
0.618 0.9140
HIGH 0.9140
0.618 0.9140
0.500 0.9140
0.382 0.9140
LOW 0.9140
0.618 0.9140
1.000 0.9140
1.618 0.9140
2.618 0.9140
4.250 0.9140
Fisher Pivots for day following 08-Aug-2014
Pivot 1 day 3 day
R1 0.9140 0.9172
PP 0.9140 0.9161
S1 0.9140 0.9151

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

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