CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 18-Sep-2014
Day Change Summary
Previous Current
17-Sep-2014 18-Sep-2014 Change Change % Previous Week
Open 0.8955 0.8843 -0.0112 -1.3% 0.9206
High 0.8963 0.8879 -0.0084 -0.9% 0.9206
Low 0.8853 0.8823 -0.0030 -0.3% 0.8924
Close 0.8890 0.8866 -0.0024 -0.3% 0.8924
Range 0.0110 0.0056 -0.0054 -49.1% 0.0282
ATR 0.0056 0.0057 0.0001 1.4% 0.0000
Volume 97 76 -21 -21.6% 237
Daily Pivots for day following 18-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9024 0.9001 0.8897
R3 0.8968 0.8945 0.8881
R2 0.8912 0.8912 0.8876
R1 0.8889 0.8889 0.8871 0.8901
PP 0.8856 0.8856 0.8856 0.8862
S1 0.8833 0.8833 0.8861 0.8845
S2 0.8800 0.8800 0.8856
S3 0.8744 0.8777 0.8851
S4 0.8688 0.8721 0.8835
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 0.8979 0.8823 0.0156 1.8% 0.0067 0.8% 28% False True 97
10 0.9257 0.8823 0.0434 4.9% 0.0067 0.8% 10% False True 58
20 0.9257 0.8823 0.0434 4.9% 0.0040 0.5% 10% False True 32
40 0.9326 0.8823 0.0503 5.7% 0.0025 0.3% 9% False True 17
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9117
2.618 0.9026
1.618 0.8970
1.000 0.8935
0.618 0.8914
HIGH 0.8879
0.618 0.8858
0.500 0.8851
0.382 0.8844
LOW 0.8823
0.618 0.8788
1.000 0.8767
1.618 0.8732
2.618 0.8676
4.250 0.8585
Fisher Pivots for day following 18-Sep-2014
Pivot 1 day 3 day
R1 0.8861 0.8901
PP 0.8856 0.8889
S1 0.8851 0.8878

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

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