CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 26-Sep-2014
Day Change Summary
Previous Current
25-Sep-2014 26-Sep-2014 Change Change % Previous Week
Open 0.8760 0.8687 -0.0073 -0.8% 0.8825
High 0.8760 0.8691 -0.0069 -0.8% 0.8833
Low 0.8669 0.8647 -0.0022 -0.3% 0.8647
Close 0.8678 0.8653 -0.0025 -0.3% 0.8653
Range 0.0091 0.0044 -0.0047 -51.6% 0.0186
ATR 0.0064 0.0063 -0.0001 -2.2% 0.0000
Volume 70 136 66 94.3% 742
Daily Pivots for day following 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.8796 0.8768 0.8677
R3 0.8752 0.8724 0.8665
R2 0.8708 0.8708 0.8661
R1 0.8680 0.8680 0.8657 0.8672
PP 0.8664 0.8664 0.8664 0.8660
S1 0.8636 0.8636 0.8649 0.8628
S2 0.8620 0.8620 0.8645
S3 0.8576 0.8592 0.8641
S4 0.8532 0.8548 0.8629
Weekly Pivots for week ending 26-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9269 0.9147 0.8755
R3 0.9083 0.8961 0.8704
R2 0.8897 0.8897 0.8687
R1 0.8775 0.8775 0.8670 0.8743
PP 0.8711 0.8711 0.8711 0.8695
S1 0.8589 0.8589 0.8636 0.8557
S2 0.8525 0.8525 0.8619
S3 0.8339 0.8403 0.8602
S4 0.8153 0.8217 0.8551
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8833 0.8647 0.0186 2.1% 0.0071 0.8% 3% False True 148
10 0.8979 0.8647 0.0332 3.8% 0.0072 0.8% 2% False True 112
20 0.9257 0.8647 0.0610 7.0% 0.0060 0.7% 1% False True 71
40 0.9257 0.8647 0.0610 7.0% 0.0034 0.4% 1% False True 36
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8878
2.618 0.8806
1.618 0.8762
1.000 0.8735
0.618 0.8718
HIGH 0.8691
0.618 0.8674
0.500 0.8669
0.382 0.8664
LOW 0.8647
0.618 0.8620
1.000 0.8603
1.618 0.8576
2.618 0.8532
4.250 0.8460
Fisher Pivots for day following 26-Sep-2014
Pivot 1 day 3 day
R1 0.8669 0.8715
PP 0.8664 0.8694
S1 0.8658 0.8674

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

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