CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 28-Aug-2014
Day Change Summary
Previous Current
27-Aug-2014 28-Aug-2014 Change Change % Previous Week
Open 0.9210 0.9200 -0.0010 -0.1% 0.9163
High 0.9212 0.9228 0.0016 0.2% 0.9195
Low 0.9210 0.9200 -0.0010 -0.1% 0.9158
Close 0.9212 0.9228 0.0016 0.2% 0.9186
Range 0.0002 0.0028 0.0026 1,300.0% 0.0037
ATR 0.0023 0.0024 0.0000 1.4% 0.0000
Volume 1 1 0 0.0% 9
Daily Pivots for day following 28-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9303 0.9293 0.9243
R3 0.9275 0.9265 0.9236
R2 0.9247 0.9247 0.9233
R1 0.9237 0.9237 0.9231 0.9242
PP 0.9219 0.9219 0.9219 0.9221
S1 0.9209 0.9209 0.9225 0.9214
S2 0.9191 0.9191 0.9223
S3 0.9163 0.9181 0.9220
S4 0.9135 0.9153 0.9213
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9291 0.9275 0.9206
R3 0.9254 0.9238 0.9196
R2 0.9217 0.9217 0.9193
R1 0.9201 0.9201 0.9189 0.9209
PP 0.9180 0.9180 0.9180 0.9184
S1 0.9164 0.9164 0.9183 0.9172
S2 0.9143 0.9143 0.9179
S3 0.9106 0.9127 0.9176
S4 0.9069 0.9090 0.9166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9228 0.9170 0.0058 0.6% 0.0006 0.1% 100% True False 1
10 0.9228 0.9158 0.0070 0.8% 0.0010 0.1% 100% True False 1
20 0.9228 0.9097 0.0131 1.4% 0.0007 0.1% 100% True 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 0.0000
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9347
2.618 0.9301
1.618 0.9273
1.000 0.9256
0.618 0.9245
HIGH 0.9228
0.618 0.9217
0.500 0.9214
0.382 0.9211
LOW 0.9200
0.618 0.9183
1.000 0.9172
1.618 0.9155
2.618 0.9127
4.250 0.9081
Fisher Pivots for day following 28-Aug-2014
Pivot 1 day 3 day
R1 0.9223 0.9220
PP 0.9219 0.9211
S1 0.9214 0.9203

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

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