CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 20-Aug-2014
Day Change Summary
Previous Current
19-Aug-2014 20-Aug-2014 Change Change % Previous Week
Open 0.9177 0.9195 0.0018 0.2% 0.9126
High 0.9177 0.9195 0.0018 0.2% 0.9191
Low 0.9177 0.9158 -0.0019 -0.2% 0.9097
Close 0.9177 0.9158 -0.0019 -0.2% 0.9191
Range 0.0000 0.0037 0.0037 0.0094
ATR 0.0025 0.0026 0.0001 3.4% 0.0000
Volume 1 1 0 0.0% 23
Daily Pivots for day following 20-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9281 0.9257 0.9178
R3 0.9244 0.9220 0.9168
R2 0.9207 0.9207 0.9165
R1 0.9183 0.9183 0.9161 0.9177
PP 0.9170 0.9170 0.9170 0.9167
S1 0.9146 0.9146 0.9155 0.9140
S2 0.9133 0.9133 0.9151
S3 0.9096 0.9109 0.9148
S4 0.9059 0.9072 0.9138
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 0.9195 0.9158 0.0037 0.4% 0.0013 0.1% 0% True True 3
10 0.9195 0.9097 0.0098 1.1% 0.0012 0.1% 62% True False 3
20 0.9326 0.9097 0.0229 2.5% 0.0009 0.1% 27% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9352
2.618 0.9292
1.618 0.9255
1.000 0.9232
0.618 0.9218
HIGH 0.9195
0.618 0.9181
0.500 0.9177
0.382 0.9172
LOW 0.9158
0.618 0.9135
1.000 0.9121
1.618 0.9098
2.618 0.9061
4.250 0.9001
Fisher Pivots for day following 20-Aug-2014
Pivot 1 day 3 day
R1 0.9177 0.9177
PP 0.9170 0.9170
S1 0.9164 0.9164

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

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