CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 0.8960 0.8873 -0.0087 -1.0% 0.9206
High 0.8961 0.8922 -0.0039 -0.4% 0.9206
Low 0.8924 0.8873 -0.0051 -0.6% 0.8924
Close 0.8924 0.8911 -0.0013 -0.1% 0.8924
Range 0.0037 0.0049 0.0012 32.4% 0.0282
ATR 0.0048 0.0049 0.0000 0.4% 0.0000
Volume 146 138 -8 -5.5% 237
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9049 0.9029 0.8938
R3 0.9000 0.8980 0.8924
R2 0.8951 0.8951 0.8920
R1 0.8931 0.8931 0.8915 0.8941
PP 0.8902 0.8902 0.8902 0.8907
S1 0.8882 0.8882 0.8907 0.8892
S2 0.8853 0.8853 0.8902
S3 0.8804 0.8833 0.8898
S4 0.8755 0.8784 0.8884
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9864 0.9676 0.9079
R3 0.9582 0.9394 0.9002
R2 0.9300 0.9300 0.8976
R1 0.9112 0.9112 0.8950 0.9065
PP 0.9018 0.9018 0.9018 0.8995
S1 0.8830 0.8830 0.8898 0.8783
S2 0.8736 0.8736 0.8872
S3 0.8454 0.8548 0.8846
S4 0.8172 0.8266 0.8769
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9146 0.8873 0.0273 3.1% 0.0074 0.8% 14% False True 74
10 0.9257 0.8873 0.0384 4.3% 0.0053 0.6% 10% False True 43
20 0.9257 0.8873 0.0384 4.3% 0.0031 0.3% 10% False True 22
40 0.9326 0.8873 0.0453 5.1% 0.0019 0.2% 8% False True 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9130
2.618 0.9050
1.618 0.9001
1.000 0.8971
0.618 0.8952
HIGH 0.8922
0.618 0.8903
0.500 0.8898
0.382 0.8892
LOW 0.8873
0.618 0.8843
1.000 0.8824
1.618 0.8794
2.618 0.8745
4.250 0.8665
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 0.8907 0.8985
PP 0.8902 0.8960
S1 0.8898 0.8936

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

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