CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 10-Sep-2014
Day Change Summary
Previous Current
09-Sep-2014 10-Sep-2014 Change Change % Previous Week
Open 0.9146 0.9085 -0.0061 -0.7% 0.9193
High 0.9146 0.9085 -0.0061 -0.7% 0.9257
Low 0.9061 0.9004 -0.0057 -0.6% 0.9121
Close 0.9075 0.9036 -0.0039 -0.4% 0.9253
Range 0.0085 0.0081 -0.0004 -4.7% 0.0136
ATR 0.0040 0.0042 0.0003 7.5% 0.0000
Volume 22 31 9 40.9% 59
Daily Pivots for day following 10-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9285 0.9241 0.9081
R3 0.9204 0.9160 0.9058
R2 0.9123 0.9123 0.9051
R1 0.9079 0.9079 0.9043 0.9061
PP 0.9042 0.9042 0.9042 0.9032
S1 0.8998 0.8998 0.9029 0.8980
S2 0.8961 0.8961 0.9021
S3 0.8880 0.8917 0.9014
S4 0.8799 0.8836 0.8991
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 0.9004 0.0253 2.8% 0.0046 0.5% 13% False True 12
10 0.9257 0.9004 0.0253 2.8% 0.0035 0.4% 13% False True 11
20 0.9257 0.9004 0.0253 2.8% 0.0021 0.2% 13% False True 7
40 0.9326 0.9004 0.0322 3.6% 0.0014 0.2% 10% False True 4
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 0.9429
2.618 0.9297
1.618 0.9216
1.000 0.9166
0.618 0.9135
HIGH 0.9085
0.618 0.9054
0.500 0.9045
0.382 0.9035
LOW 0.9004
0.618 0.8954
1.000 0.8923
1.618 0.8873
2.618 0.8792
4.250 0.8660
Fisher Pivots for day following 10-Sep-2014
Pivot 1 day 3 day
R1 0.9045 0.9105
PP 0.9042 0.9082
S1 0.9039 0.9059

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

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