CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 19-Sep-2014
Day Change Summary
Previous Current
18-Sep-2014 19-Sep-2014 Change Change % Previous Week
Open 0.8843 0.8872 0.0029 0.3% 0.8873
High 0.8879 0.8880 0.0001 0.0% 0.8979
Low 0.8823 0.8810 -0.0013 -0.1% 0.8810
Close 0.8866 0.8821 -0.0045 -0.5% 0.8821
Range 0.0056 0.0070 0.0014 25.0% 0.0169
ATR 0.0057 0.0058 0.0001 1.6% 0.0000
Volume 76 47 -29 -38.2% 386
Daily Pivots for day following 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9047 0.9004 0.8860
R3 0.8977 0.8934 0.8840
R2 0.8907 0.8907 0.8834
R1 0.8864 0.8864 0.8827 0.8851
PP 0.8837 0.8837 0.8837 0.8830
S1 0.8794 0.8794 0.8815 0.8781
S2 0.8767 0.8767 0.8808
S3 0.8697 0.8724 0.8802
S4 0.8627 0.8654 0.8783
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9377 0.9268 0.8914
R3 0.9208 0.9099 0.8867
R2 0.9039 0.9039 0.8852
R1 0.8930 0.8930 0.8836 0.8900
PP 0.8870 0.8870 0.8870 0.8855
S1 0.8761 0.8761 0.8806 0.8731
S2 0.8701 0.8701 0.8790
S3 0.8532 0.8592 0.8775
S4 0.8363 0.8423 0.8728
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8979 0.8810 0.0169 1.9% 0.0074 0.8% 7% False True 77
10 0.9206 0.8810 0.0396 4.5% 0.0074 0.8% 3% False True 62
20 0.9257 0.8810 0.0447 5.1% 0.0044 0.5% 2% False True 34
40 0.9258 0.8810 0.0448 5.1% 0.0025 0.3% 2% False True 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9178
2.618 0.9063
1.618 0.8993
1.000 0.8950
0.618 0.8923
HIGH 0.8880
0.618 0.8853
0.500 0.8845
0.382 0.8837
LOW 0.8810
0.618 0.8767
1.000 0.8740
1.618 0.8697
2.618 0.8627
4.250 0.8513
Fisher Pivots for day following 19-Sep-2014
Pivot 1 day 3 day
R1 0.8845 0.8887
PP 0.8837 0.8865
S1 0.8829 0.8843

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

View Archives - Comment on this page... - Back to Index of Symbols