CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 16-Sep-2014
Day Change Summary
Previous Current
15-Sep-2014 16-Sep-2014 Change Change % Previous Week
Open 0.8873 0.8928 0.0055 0.6% 0.9206
High 0.8922 0.8979 0.0057 0.6% 0.9206
Low 0.8873 0.8895 0.0022 0.2% 0.8924
Close 0.8911 0.8976 0.0065 0.7% 0.8924
Range 0.0049 0.0084 0.0035 71.4% 0.0282
ATR 0.0049 0.0051 0.0003 5.2% 0.0000
Volume 138 28 -110 -79.7% 237
Daily Pivots for day following 16-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9202 0.9173 0.9022
R3 0.9118 0.9089 0.8999
R2 0.9034 0.9034 0.8991
R1 0.9005 0.9005 0.8984 0.9020
PP 0.8950 0.8950 0.8950 0.8957
S1 0.8921 0.8921 0.8968 0.8936
S2 0.8866 0.8866 0.8961
S3 0.8782 0.8837 0.8953
S4 0.8698 0.8753 0.8930
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 0.9097 0.8873 0.0224 2.5% 0.0074 0.8% 46% False False 75
10 0.9257 0.8873 0.0384 4.3% 0.0052 0.6% 27% False False 46
20 0.9257 0.8873 0.0384 4.3% 0.0034 0.4% 27% False False 23
40 0.9326 0.8873 0.0453 5.0% 0.0021 0.2% 23% False False 13
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 0.0004
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9336
2.618 0.9199
1.618 0.9115
1.000 0.9063
0.618 0.9031
HIGH 0.8979
0.618 0.8947
0.500 0.8937
0.382 0.8927
LOW 0.8895
0.618 0.8843
1.000 0.8811
1.618 0.8759
2.618 0.8675
4.250 0.8538
Fisher Pivots for day following 16-Sep-2014
Pivot 1 day 3 day
R1 0.8963 0.8959
PP 0.8950 0.8943
S1 0.8937 0.8926

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

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