CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 25-Sep-2014
Day Change Summary
Previous Current
24-Sep-2014 25-Sep-2014 Change Change % Previous Week
Open 0.8742 0.8760 0.0018 0.2% 0.8873
High 0.8783 0.8760 -0.0023 -0.3% 0.8979
Low 0.8740 0.8669 -0.0071 -0.8% 0.8810
Close 0.8767 0.8678 -0.0089 -1.0% 0.8821
Range 0.0043 0.0091 0.0048 111.6% 0.0169
ATR 0.0061 0.0064 0.0003 4.3% 0.0000
Volume 128 70 -58 -45.3% 386
Daily Pivots for day following 25-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.8975 0.8918 0.8728
R3 0.8884 0.8827 0.8703
R2 0.8793 0.8793 0.8695
R1 0.8736 0.8736 0.8686 0.8719
PP 0.8702 0.8702 0.8702 0.8694
S1 0.8645 0.8645 0.8670 0.8628
S2 0.8611 0.8611 0.8661
S3 0.8520 0.8554 0.8653
S4 0.8429 0.8463 0.8628
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 0.8669 0.0211 2.4% 0.0076 0.9% 4% False True 130
10 0.8979 0.8669 0.0310 3.6% 0.0072 0.8% 3% False True 113
20 0.9257 0.8669 0.0588 6.8% 0.0059 0.7% 2% False True 64
40 0.9257 0.8669 0.0588 6.8% 0.0033 0.4% 2% False True 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9147
2.618 0.8998
1.618 0.8907
1.000 0.8851
0.618 0.8816
HIGH 0.8760
0.618 0.8725
0.500 0.8715
0.382 0.8704
LOW 0.8669
0.618 0.8613
1.000 0.8578
1.618 0.8522
2.618 0.8431
4.250 0.8282
Fisher Pivots for day following 25-Sep-2014
Pivot 1 day 3 day
R1 0.8715 0.8740
PP 0.8702 0.8719
S1 0.8690 0.8699

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

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