CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 01-Oct-2014
Day Change Summary
Previous Current
30-Sep-2014 01-Oct-2014 Change Change % Previous Week
Open 0.8617 0.8633 0.0016 0.2% 0.8825
High 0.8657 0.8641 -0.0016 -0.2% 0.8833
Low 0.8610 0.8562 -0.0048 -0.6% 0.8647
Close 0.8640 0.8624 -0.0016 -0.2% 0.8653
Range 0.0047 0.0079 0.0032 68.1% 0.0186
ATR 0.0062 0.0063 0.0001 1.9% 0.0000
Volume 71 78 7 9.9% 742
Daily Pivots for day following 01-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8846 0.8814 0.8667
R3 0.8767 0.8735 0.8646
R2 0.8688 0.8688 0.8638
R1 0.8656 0.8656 0.8631 0.8633
PP 0.8609 0.8609 0.8609 0.8597
S1 0.8577 0.8577 0.8617 0.8554
S2 0.8530 0.8530 0.8610
S3 0.8451 0.8498 0.8602
S4 0.8372 0.8419 0.8581
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 0.8760 0.8562 0.0198 2.3% 0.0064 0.7% 31% False True 88
10 0.8880 0.8562 0.0318 3.7% 0.0067 0.8% 19% False True 109
20 0.9257 0.8562 0.0695 8.1% 0.0065 0.8% 9% False True 80
40 0.9257 0.8562 0.0695 8.1% 0.0038 0.4% 9% False True 42
60 0.9326 0.8562 0.0764 8.9% 0.0027 0.3% 8% False True 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8977
2.618 0.8848
1.618 0.8769
1.000 0.8720
0.618 0.8690
HIGH 0.8641
0.618 0.8611
0.500 0.8602
0.382 0.8592
LOW 0.8562
0.618 0.8513
1.000 0.8483
1.618 0.8434
2.618 0.8355
4.250 0.8226
Fisher Pivots for day following 01-Oct-2014
Pivot 1 day 3 day
R1 0.8617 0.8619
PP 0.8609 0.8614
S1 0.8602 0.8610

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

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