CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 21-Aug-2014
Day Change Summary
Previous Current
20-Aug-2014 21-Aug-2014 Change Change % Previous Week
Open 0.9195 0.9172 -0.0023 -0.3% 0.9126
High 0.9195 0.9172 -0.0023 -0.3% 0.9191
Low 0.9158 0.9172 0.0014 0.2% 0.9097
Close 0.9158 0.9172 0.0014 0.2% 0.9191
Range 0.0037 0.0000 -0.0037 -100.0% 0.0094
ATR 0.0026 0.0025 -0.0001 -3.3% 0.0000
Volume 1 1 0 0.0% 23
Daily Pivots for day following 21-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9172 0.9172 0.9172
R3 0.9172 0.9172 0.9172
R2 0.9172 0.9172 0.9172
R1 0.9172 0.9172 0.9172 0.9172
PP 0.9172 0.9172 0.9172 0.9172
S1 0.9172 0.9172 0.9172 0.9172
S2 0.9172 0.9172 0.9172
S3 0.9172 0.9172 0.9172
S4 0.9172 0.9172 0.9172
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% 38% False False 2
10 0.9195 0.9097 0.0098 1.1% 0.0011 0.1% 77% False False 3
20 0.9258 0.9097 0.0161 1.8% 0.0006 0.1% 47% 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 0.9172
2.618 0.9172
1.618 0.9172
1.000 0.9172
0.618 0.9172
HIGH 0.9172
0.618 0.9172
0.500 0.9172
0.382 0.9172
LOW 0.9172
0.618 0.9172
1.000 0.9172
1.618 0.9172
2.618 0.9172
4.250 0.9172
Fisher Pivots for day following 21-Aug-2014
Pivot 1 day 3 day
R1 0.9172 0.9177
PP 0.9172 0.9175
S1 0.9172 0.9174

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

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