CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 12-Aug-2014
Day Change Summary
Previous Current
11-Aug-2014 12-Aug-2014 Change Change % Previous Week
Open 0.9126 0.9117 -0.0009 -0.1% 0.9189
High 0.9126 0.9140 0.0014 0.2% 0.9210
Low 0.9126 0.9097 -0.0029 -0.3% 0.9134
Close 0.9126 0.9140 0.0014 0.2% 0.9140
Range 0.0000 0.0043 0.0043 0.0076
ATR 0.0027 0.0028 0.0001 4.4% 0.0000
Volume 4 4 0 0.0% 8
Daily Pivots for day following 12-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9255 0.9240 0.9164
R3 0.9212 0.9197 0.9152
R2 0.9169 0.9169 0.9148
R1 0.9154 0.9154 0.9144 0.9162
PP 0.9126 0.9126 0.9126 0.9129
S1 0.9111 0.9111 0.9136 0.9119
S2 0.9083 0.9083 0.9132
S3 0.9040 0.9068 0.9128
S4 0.8997 0.9025 0.9116
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 0.9097 0.0113 1.2% 0.0010 0.1% 38% False True 2
10 0.9210 0.9097 0.0113 1.2% 0.0005 0.1% 38% False True 1
20 0.9326 0.9097 0.0229 2.5% 0.0007 0.1% 19% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9323
2.618 0.9253
1.618 0.9210
1.000 0.9183
0.618 0.9167
HIGH 0.9140
0.618 0.9124
0.500 0.9119
0.382 0.9113
LOW 0.9097
0.618 0.9070
1.000 0.9054
1.618 0.9027
2.618 0.8984
4.250 0.8914
Fisher Pivots for day following 12-Aug-2014
Pivot 1 day 3 day
R1 0.9133 0.9133
PP 0.9126 0.9126
S1 0.9119 0.9119

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

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