CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 08-Sep-2014
Day Change Summary
Previous Current
05-Sep-2014 08-Sep-2014 Change Change % Previous Week
Open 0.9257 0.9206 -0.0051 -0.6% 0.9193
High 0.9257 0.9206 -0.0051 -0.6% 0.9257
Low 0.9253 0.9160 -0.0093 -1.0% 0.9121
Close 0.9253 0.9169 -0.0084 -0.9% 0.9253
Range 0.0004 0.0046 0.0042 1,050.0% 0.0136
ATR 0.0030 0.0034 0.0005 15.2% 0.0000
Volume 5 2 -3 -60.0% 59
Daily Pivots for day following 08-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9316 0.9289 0.9194
R3 0.9270 0.9243 0.9182
R2 0.9224 0.9224 0.9177
R1 0.9197 0.9197 0.9173 0.9188
PP 0.9178 0.9178 0.9178 0.9174
S1 0.9151 0.9151 0.9165 0.9142
S2 0.9132 0.9132 0.9161
S3 0.9086 0.9105 0.9156
S4 0.9040 0.9059 0.9144
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9618 0.9572 0.9328
R3 0.9482 0.9436 0.9290
R2 0.9346 0.9346 0.9278
R1 0.9300 0.9300 0.9265 0.9323
PP 0.9210 0.9210 0.9210 0.9222
S1 0.9164 0.9164 0.9241 0.9187
S2 0.9074 0.9074 0.9228
S3 0.8938 0.9028 0.9216
S4 0.8802 0.8892 0.9178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9257 0.9121 0.0136 1.5% 0.0031 0.3% 35% False False 12
10 0.9257 0.9121 0.0136 1.5% 0.0018 0.2% 35% False False 6
20 0.9257 0.9097 0.0160 1.7% 0.0015 0.2% 45% False False 4
40 0.9326 0.9097 0.0229 2.5% 0.0010 0.1% 31% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9402
2.618 0.9326
1.618 0.9280
1.000 0.9252
0.618 0.9234
HIGH 0.9206
0.618 0.9188
0.500 0.9183
0.382 0.9178
LOW 0.9160
0.618 0.9132
1.000 0.9114
1.618 0.9086
2.618 0.9040
4.250 0.8965
Fisher Pivots for day following 08-Sep-2014
Pivot 1 day 3 day
R1 0.9183 0.9209
PP 0.9178 0.9195
S1 0.9174 0.9182

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

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