CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 06-Oct-2014
Day Change Summary
Previous Current
03-Oct-2014 06-Oct-2014 Change Change % Previous Week
Open 0.8699 0.8572 -0.0127 -1.5% 0.8620
High 0.8701 0.8679 -0.0022 -0.3% 0.8720
Low 0.8544 0.8551 0.0007 0.1% 0.8544
Close 0.8572 0.8651 0.0079 0.9% 0.8572
Range 0.0157 0.0128 -0.0029 -18.5% 0.0176
ATR 0.0072 0.0076 0.0004 5.5% 0.0000
Volume 44 277 233 529.5% 426
Daily Pivots for day following 06-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9011 0.8959 0.8721
R3 0.8883 0.8831 0.8686
R2 0.8755 0.8755 0.8674
R1 0.8703 0.8703 0.8663 0.8729
PP 0.8627 0.8627 0.8627 0.8640
S1 0.8575 0.8575 0.8639 0.8601
S2 0.8499 0.8499 0.8628
S3 0.8371 0.8447 0.8616
S4 0.8243 0.8319 0.8581
Weekly Pivots for week ending 03-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9140 0.9032 0.8669
R3 0.8964 0.8856 0.8620
R2 0.8788 0.8788 0.8604
R1 0.8680 0.8680 0.8588 0.8646
PP 0.8612 0.8612 0.8612 0.8595
S1 0.8504 0.8504 0.8556 0.8470
S2 0.8436 0.8436 0.8540
S3 0.8260 0.8328 0.8524
S4 0.8084 0.8152 0.8475
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8720 0.8544 0.0176 2.0% 0.0098 1.1% 61% False False 123
10 0.8811 0.8544 0.0267 3.1% 0.0082 0.9% 40% False False 113
20 0.9146 0.8544 0.0602 7.0% 0.0080 0.9% 18% False False 103
40 0.9257 0.8544 0.0713 8.2% 0.0047 0.5% 15% False False 54
60 0.9326 0.8544 0.0782 9.0% 0.0033 0.4% 14% False False 36
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9223
2.618 0.9014
1.618 0.8886
1.000 0.8807
0.618 0.8758
HIGH 0.8679
0.618 0.8630
0.500 0.8615
0.382 0.8600
LOW 0.8551
0.618 0.8472
1.000 0.8423
1.618 0.8344
2.618 0.8216
4.250 0.8007
Fisher Pivots for day following 06-Oct-2014
Pivot 1 day 3 day
R1 0.8639 0.8645
PP 0.8627 0.8638
S1 0.8615 0.8632

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

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