CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 29-Aug-2014
Day Change Summary
Previous Current
28-Aug-2014 29-Aug-2014 Change Change % Previous Week
Open 0.9200 0.9210 0.0010 0.1% 0.9170
High 0.9228 0.9210 -0.0018 -0.2% 0.9228
Low 0.9200 0.9209 0.0009 0.1% 0.9170
Close 0.9228 0.9209 -0.0019 -0.2% 0.9209
Range 0.0028 0.0001 -0.0027 -96.4% 0.0058
ATR 0.0024 0.0023 0.0000 -1.4% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9212 0.9212 0.9210
R3 0.9211 0.9211 0.9209
R2 0.9210 0.9210 0.9209
R1 0.9210 0.9210 0.9209 0.9210
PP 0.9209 0.9209 0.9209 0.9209
S1 0.9209 0.9209 0.9209 0.9209
S2 0.9208 0.9208 0.9209
S3 0.9207 0.9208 0.9209
S4 0.9206 0.9207 0.9208
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9376 0.9351 0.9241
R3 0.9318 0.9293 0.9225
R2 0.9260 0.9260 0.9220
R1 0.9235 0.9235 0.9214 0.9248
PP 0.9202 0.9202 0.9202 0.9209
S1 0.9177 0.9177 0.9204 0.9190
S2 0.9144 0.9144 0.9198
S3 0.9086 0.9119 0.9193
S4 0.9028 0.9061 0.9177
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% 67% False False 1
10 0.9228 0.9158 0.0070 0.8% 0.0010 0.1% 73% False False 1
20 0.9228 0.9097 0.0131 1.4% 0.0007 0.1% 85% False False 2
40 0.9326 0.9097 0.0229 2.5% 0.0006 0.1% 49% 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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9214
2.618 0.9213
1.618 0.9212
1.000 0.9211
0.618 0.9211
HIGH 0.9210
0.618 0.9210
0.500 0.9210
0.382 0.9209
LOW 0.9209
0.618 0.9208
1.000 0.9208
1.618 0.9207
2.618 0.9206
4.250 0.9205
Fisher Pivots for day following 29-Aug-2014
Pivot 1 day 3 day
R1 0.9210 0.9214
PP 0.9209 0.9212
S1 0.9209 0.9211

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

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