CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 04-Sep-2014
Day Change Summary
Previous Current
03-Sep-2014 04-Sep-2014 Change Change % Previous Week
Open 0.9217 0.9215 -0.0002 0.0% 0.9170
High 0.9221 0.9228 0.0007 0.1% 0.9228
Low 0.9217 0.9215 -0.0002 0.0% 0.9170
Close 0.9221 0.9228 0.0007 0.1% 0.9209
Range 0.0004 0.0013 0.0009 225.0% 0.0058
ATR 0.0031 0.0030 -0.0001 -4.2% 0.0000
Volume 49 4 -45 -91.8% 5
Daily Pivots for day following 04-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9263 0.9258 0.9235
R3 0.9250 0.9245 0.9232
R2 0.9237 0.9237 0.9230
R1 0.9232 0.9232 0.9229 0.9235
PP 0.9224 0.9224 0.9224 0.9225
S1 0.9219 0.9219 0.9227 0.9222
S2 0.9211 0.9211 0.9226
S3 0.9198 0.9206 0.9224
S4 0.9185 0.9193 0.9221
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% 0.0026 0.3% 100% True False 11
10 0.9228 0.9121 0.0107 1.2% 0.0013 0.1% 100% True False 6
20 0.9228 0.9097 0.0131 1.4% 0.0012 0.1% 100% True False 4
40 0.9326 0.9097 0.0229 2.5% 0.0008 0.1% 57% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9283
2.618 0.9262
1.618 0.9249
1.000 0.9241
0.618 0.9236
HIGH 0.9228
0.618 0.9223
0.500 0.9222
0.382 0.9220
LOW 0.9215
0.618 0.9207
1.000 0.9202
1.618 0.9194
2.618 0.9181
4.250 0.9160
Fisher Pivots for day following 04-Sep-2014
Pivot 1 day 3 day
R1 0.9226 0.9210
PP 0.9224 0.9192
S1 0.9222 0.9175

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

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