CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 09-Sep-2014
Day Change Summary
Previous Current
08-Sep-2014 09-Sep-2014 Change Change % Previous Week
Open 0.9206 0.9146 -0.0060 -0.7% 0.9193
High 0.9206 0.9146 -0.0060 -0.7% 0.9257
Low 0.9160 0.9061 -0.0099 -1.1% 0.9121
Close 0.9169 0.9075 -0.0094 -1.0% 0.9253
Range 0.0046 0.0085 0.0039 84.8% 0.0136
ATR 0.0034 0.0040 0.0005 15.4% 0.0000
Volume 2 22 20 1,000.0% 59
Daily Pivots for day following 09-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9349 0.9297 0.9122
R3 0.9264 0.9212 0.9098
R2 0.9179 0.9179 0.9091
R1 0.9127 0.9127 0.9083 0.9111
PP 0.9094 0.9094 0.9094 0.9086
S1 0.9042 0.9042 0.9067 0.9026
S2 0.9009 0.9009 0.9059
S3 0.8924 0.8957 0.9052
S4 0.8839 0.8872 0.9028
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 0.9061 0.0196 2.2% 0.0030 0.3% 7% False True 16
10 0.9257 0.9061 0.0196 2.2% 0.0027 0.3% 7% False True 8
20 0.9257 0.9061 0.0196 2.2% 0.0019 0.2% 7% False True 5
40 0.9326 0.9061 0.0265 2.9% 0.0012 0.1% 5% False True 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9507
2.618 0.9369
1.618 0.9284
1.000 0.9231
0.618 0.9199
HIGH 0.9146
0.618 0.9114
0.500 0.9104
0.382 0.9093
LOW 0.9061
0.618 0.9008
1.000 0.8976
1.618 0.8923
2.618 0.8838
4.250 0.8700
Fisher Pivots for day following 09-Sep-2014
Pivot 1 day 3 day
R1 0.9104 0.9159
PP 0.9094 0.9131
S1 0.9085 0.9103

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

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