CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 13-Oct-2014
Day Change Summary
Previous Current
10-Oct-2014 13-Oct-2014 Change Change % Previous Week
Open 0.8668 0.8577 -0.0091 -1.0% 0.8572
High 0.8681 0.8688 0.0007 0.1% 0.8784
Low 0.8584 0.8566 -0.0018 -0.2% 0.8551
Close 0.8611 0.8660 0.0049 0.6% 0.8611
Range 0.0097 0.0122 0.0025 25.8% 0.0233
ATR 0.0083 0.0086 0.0003 3.3% 0.0000
Volume 177 149 -28 -15.8% 1,227
Daily Pivots for day following 13-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9004 0.8954 0.8727
R3 0.8882 0.8832 0.8694
R2 0.8760 0.8760 0.8682
R1 0.8710 0.8710 0.8671 0.8735
PP 0.8638 0.8638 0.8638 0.8651
S1 0.8588 0.8588 0.8649 0.8613
S2 0.8516 0.8516 0.8638
S3 0.8394 0.8466 0.8626
S4 0.8272 0.8344 0.8593
Weekly Pivots for week ending 10-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9348 0.9212 0.8739
R3 0.9115 0.8979 0.8675
R2 0.8882 0.8882 0.8654
R1 0.8746 0.8746 0.8632 0.8814
PP 0.8649 0.8649 0.8649 0.8683
S1 0.8513 0.8513 0.8590 0.8581
S2 0.8416 0.8416 0.8568
S3 0.8183 0.8280 0.8547
S4 0.7950 0.8047 0.8483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8784 0.8566 0.0218 2.5% 0.0107 1.2% 43% False True 219
10 0.8784 0.8544 0.0240 2.8% 0.0103 1.2% 48% False False 171
20 0.8979 0.8544 0.0435 5.0% 0.0088 1.0% 27% False False 139
40 0.9257 0.8544 0.0713 8.2% 0.0060 0.7% 16% False False 81
60 0.9326 0.8544 0.0782 9.0% 0.0042 0.5% 15% False False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9207
2.618 0.9007
1.618 0.8885
1.000 0.8810
0.618 0.8763
HIGH 0.8688
0.618 0.8641
0.500 0.8627
0.382 0.8613
LOW 0.8566
0.618 0.8491
1.000 0.8444
1.618 0.8369
2.618 0.8247
4.250 0.8048
Fisher Pivots for day following 13-Oct-2014
Pivot 1 day 3 day
R1 0.8649 0.8675
PP 0.8638 0.8670
S1 0.8627 0.8665

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

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