CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 24-Sep-2014
Day Change Summary
Previous Current
23-Sep-2014 24-Sep-2014 Change Change % Previous Week
Open 0.8781 0.8742 -0.0039 -0.4% 0.8873
High 0.8811 0.8783 -0.0028 -0.3% 0.8979
Low 0.8722 0.8740 0.0018 0.2% 0.8810
Close 0.8731 0.8767 0.0036 0.4% 0.8821
Range 0.0089 0.0043 -0.0046 -51.7% 0.0169
ATR 0.0062 0.0061 -0.0001 -1.2% 0.0000
Volume 95 128 33 34.7% 386
Daily Pivots for day following 24-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.8892 0.8873 0.8791
R3 0.8849 0.8830 0.8779
R2 0.8806 0.8806 0.8775
R1 0.8787 0.8787 0.8771 0.8797
PP 0.8763 0.8763 0.8763 0.8768
S1 0.8744 0.8744 0.8763 0.8754
S2 0.8720 0.8720 0.8759
S3 0.8677 0.8701 0.8755
S4 0.8634 0.8658 0.8743
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 0.8880 0.8722 0.0158 1.8% 0.0069 0.8% 28% False False 131
10 0.9097 0.8722 0.0375 4.3% 0.0075 0.9% 12% False False 110
20 0.9257 0.8722 0.0535 6.1% 0.0055 0.6% 8% False False 61
40 0.9257 0.8722 0.0535 6.1% 0.0030 0.3% 8% False False 31
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8966
2.618 0.8896
1.618 0.8853
1.000 0.8826
0.618 0.8810
HIGH 0.8783
0.618 0.8767
0.500 0.8762
0.382 0.8756
LOW 0.8740
0.618 0.8713
1.000 0.8697
1.618 0.8670
2.618 0.8627
4.250 0.8557
Fisher Pivots for day following 24-Sep-2014
Pivot 1 day 3 day
R1 0.8765 0.8778
PP 0.8763 0.8774
S1 0.8762 0.8771

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

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