CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 09-Oct-2014
Day Change Summary
Previous Current
08-Oct-2014 09-Oct-2014 Change Change % Previous Week
Open 0.8700 0.8731 0.0031 0.4% 0.8620
High 0.8747 0.8784 0.0037 0.4% 0.8720
Low 0.8639 0.8671 0.0032 0.4% 0.8544
Close 0.8732 0.8674 -0.0058 -0.7% 0.8572
Range 0.0108 0.0113 0.0005 4.6% 0.0176
ATR 0.0080 0.0082 0.0002 3.0% 0.0000
Volume 213 305 92 43.2% 426
Daily Pivots for day following 09-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9049 0.8974 0.8736
R3 0.8936 0.8861 0.8705
R2 0.8823 0.8823 0.8695
R1 0.8748 0.8748 0.8684 0.8729
PP 0.8710 0.8710 0.8710 0.8700
S1 0.8635 0.8635 0.8664 0.8616
S2 0.8597 0.8597 0.8653
S3 0.8484 0.8522 0.8643
S4 0.8371 0.8409 0.8612
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 0.8784 0.8544 0.0240 2.8% 0.0121 1.4% 54% True False 218
10 0.8784 0.8544 0.0240 2.8% 0.0091 1.1% 54% True False 161
20 0.8979 0.8544 0.0435 5.0% 0.0081 0.9% 30% False False 137
40 0.9257 0.8544 0.0713 8.2% 0.0054 0.6% 18% False False 73
60 0.9326 0.8544 0.0782 9.0% 0.0038 0.4% 17% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9264
2.618 0.9080
1.618 0.8967
1.000 0.8897
0.618 0.8854
HIGH 0.8784
0.618 0.8741
0.500 0.8728
0.382 0.8714
LOW 0.8671
0.618 0.8601
1.000 0.8558
1.618 0.8488
2.618 0.8375
4.250 0.8191
Fisher Pivots for day following 09-Oct-2014
Pivot 1 day 3 day
R1 0.8728 0.8710
PP 0.8710 0.8698
S1 0.8692 0.8686

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

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