CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 03-Sep-2014
Day Change Summary
Previous Current
02-Sep-2014 03-Sep-2014 Change Change % Previous Week
Open 0.9193 0.9217 0.0024 0.3% 0.9170
High 0.9207 0.9221 0.0014 0.2% 0.9228
Low 0.9121 0.9217 0.0096 1.1% 0.9170
Close 0.9149 0.9221 0.0072 0.8% 0.9209
Range 0.0086 0.0004 -0.0082 -95.3% 0.0058
ATR 0.0028 0.0031 0.0003 11.3% 0.0000
Volume 1 49 48 4,800.0% 5
Daily Pivots for day following 03-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9232 0.9230 0.9223
R3 0.9228 0.9226 0.9222
R2 0.9224 0.9224 0.9222
R1 0.9222 0.9222 0.9221 0.9223
PP 0.9220 0.9220 0.9220 0.9220
S1 0.9218 0.9218 0.9221 0.9219
S2 0.9216 0.9216 0.9220
S3 0.9212 0.9214 0.9220
S4 0.9208 0.9210 0.9219
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 0.9121 0.0107 1.2% 0.0024 0.3% 93% False False 10
10 0.9228 0.9121 0.0107 1.2% 0.0016 0.2% 93% False False 5
20 0.9228 0.9097 0.0131 1.4% 0.0012 0.1% 95% False False 4
40 0.9326 0.9097 0.0229 2.5% 0.0008 0.1% 54% False False 3
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9238
2.618 0.9231
1.618 0.9227
1.000 0.9225
0.618 0.9223
HIGH 0.9221
0.618 0.9219
0.500 0.9219
0.382 0.9219
LOW 0.9217
0.618 0.9215
1.000 0.9213
1.618 0.9211
2.618 0.9207
4.250 0.9200
Fisher Pivots for day following 03-Sep-2014
Pivot 1 day 3 day
R1 0.9220 0.9204
PP 0.9220 0.9188
S1 0.9219 0.9171

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

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