CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 19-Aug-2014
Day Change Summary
Previous Current
18-Aug-2014 19-Aug-2014 Change Change % Previous Week
Open 0.9163 0.9177 0.0014 0.2% 0.9126
High 0.9192 0.9177 -0.0015 -0.2% 0.9191
Low 0.9163 0.9177 0.0014 0.2% 0.9097
Close 0.9192 0.9177 -0.0015 -0.2% 0.9191
Range 0.0029 0.0000 -0.0029 -100.0% 0.0094
ATR 0.0026 0.0025 -0.0001 -3.0% 0.0000
Volume 5 1 -4 -80.0% 23
Daily Pivots for day following 19-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9177 0.9177 0.9177
R3 0.9177 0.9177 0.9177
R2 0.9177 0.9177 0.9177
R1 0.9177 0.9177 0.9177 0.9177
PP 0.9177 0.9177 0.9177 0.9177
S1 0.9177 0.9177 0.9177 0.9177
S2 0.9177 0.9177 0.9177
S3 0.9177 0.9177 0.9177
S4 0.9177 0.9177 0.9177
Weekly Pivots for week ending 15-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9442 0.9410 0.9243
R3 0.9348 0.9316 0.9217
R2 0.9254 0.9254 0.9208
R1 0.9222 0.9222 0.9200 0.9238
PP 0.9160 0.9160 0.9160 0.9168
S1 0.9128 0.9128 0.9182 0.9144
S2 0.9066 0.9066 0.9174
S3 0.8972 0.9034 0.9165
S4 0.8878 0.8940 0.9139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9192 0.9163 0.0029 0.3% 0.0006 0.1% 48% False False 4
10 0.9210 0.9097 0.0113 1.2% 0.0008 0.1% 71% False False 3
20 0.9326 0.9097 0.0229 2.5% 0.0008 0.1% 35% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.9177
2.618 0.9177
1.618 0.9177
1.000 0.9177
0.618 0.9177
HIGH 0.9177
0.618 0.9177
0.500 0.9177
0.382 0.9177
LOW 0.9177
0.618 0.9177
1.000 0.9177
1.618 0.9177
2.618 0.9177
4.250 0.9177
Fisher Pivots for day following 19-Aug-2014
Pivot 1 day 3 day
R1 0.9177 0.9178
PP 0.9177 0.9177
S1 0.9177 0.9177

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

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