CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 13-Aug-2014
Day Change Summary
Previous Current
12-Aug-2014 13-Aug-2014 Change Change % Previous Week
Open 0.9117 0.9167 0.0050 0.5% 0.9189
High 0.9140 0.9167 0.0027 0.3% 0.9210
Low 0.9097 0.9167 0.0070 0.8% 0.9134
Close 0.9140 0.9167 0.0027 0.3% 0.9140
Range 0.0043 0.0000 -0.0043 -100.0% 0.0076
ATR 0.0028 0.0028 0.0000 -0.2% 0.0000
Volume 4 5 1 25.0% 8
Daily Pivots for day following 13-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9167 0.9167 0.9167
R3 0.9167 0.9167 0.9167
R2 0.9167 0.9167 0.9167
R1 0.9167 0.9167 0.9167 0.9167
PP 0.9167 0.9167 0.9167 0.9167
S1 0.9167 0.9167 0.9167 0.9167
S2 0.9167 0.9167 0.9167
S3 0.9167 0.9167 0.9167
S4 0.9167 0.9167 0.9167
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 0.9167 0.9097 0.0070 0.8% 0.0010 0.1% 100% True False 3
10 0.9210 0.9097 0.0113 1.2% 0.0005 0.1% 62% False False 2
20 0.9326 0.9097 0.0229 2.5% 0.0007 0.1% 31% 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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9167
2.618 0.9167
1.618 0.9167
1.000 0.9167
0.618 0.9167
HIGH 0.9167
0.618 0.9167
0.500 0.9167
0.382 0.9167
LOW 0.9167
0.618 0.9167
1.000 0.9167
1.618 0.9167
2.618 0.9167
4.250 0.9167
Fisher Pivots for day following 13-Aug-2014
Pivot 1 day 3 day
R1 0.9167 0.9155
PP 0.9167 0.9144
S1 0.9167 0.9132

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

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