CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 11-Sep-2014
Day Change Summary
Previous Current
10-Sep-2014 11-Sep-2014 Change Change % Previous Week
Open 0.9085 0.9094 0.0009 0.1% 0.9193
High 0.9085 0.9097 0.0012 0.1% 0.9257
Low 0.9004 0.8977 -0.0027 -0.3% 0.9121
Close 0.9036 0.8977 -0.0059 -0.7% 0.9253
Range 0.0081 0.0120 0.0039 48.1% 0.0136
ATR 0.0042 0.0048 0.0006 13.0% 0.0000
Volume 31 36 5 16.1% 59
Daily Pivots for day following 11-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9377 0.9297 0.9043
R3 0.9257 0.9177 0.9010
R2 0.9137 0.9137 0.8999
R1 0.9057 0.9057 0.8988 0.9037
PP 0.9017 0.9017 0.9017 0.9007
S1 0.8937 0.8937 0.8966 0.8917
S2 0.8897 0.8897 0.8955
S3 0.8777 0.8817 0.8944
S4 0.8657 0.8697 0.8911
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 0.8977 0.0280 3.1% 0.0067 0.7% 0% False True 19
10 0.9257 0.8977 0.0280 3.1% 0.0047 0.5% 0% False True 15
20 0.9257 0.8977 0.0280 3.1% 0.0027 0.3% 0% False True 8
40 0.9326 0.8977 0.0349 3.9% 0.0017 0.2% 0% False True 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 0.9607
2.618 0.9411
1.618 0.9291
1.000 0.9217
0.618 0.9171
HIGH 0.9097
0.618 0.9051
0.500 0.9037
0.382 0.9023
LOW 0.8977
0.618 0.8903
1.000 0.8857
1.618 0.8783
2.618 0.8663
4.250 0.8467
Fisher Pivots for day following 11-Sep-2014
Pivot 1 day 3 day
R1 0.9037 0.9062
PP 0.9017 0.9033
S1 0.8997 0.9005

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

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