CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 15-Oct-2014
Day Change Summary
Previous Current
14-Oct-2014 15-Oct-2014 Change Change % Previous Week
Open 0.8649 0.8617 -0.0032 -0.4% 0.8572
High 0.8702 0.8750 0.0048 0.6% 0.8784
Low 0.8613 0.8589 -0.0024 -0.3% 0.8551
Close 0.8615 0.8677 0.0062 0.7% 0.8611
Range 0.0089 0.0161 0.0072 80.9% 0.0233
ATR 0.0086 0.0092 0.0005 6.2% 0.0000
Volume 118 312 194 164.4% 1,227
Daily Pivots for day following 15-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9155 0.9077 0.8766
R3 0.8994 0.8916 0.8721
R2 0.8833 0.8833 0.8707
R1 0.8755 0.8755 0.8692 0.8794
PP 0.8672 0.8672 0.8672 0.8692
S1 0.8594 0.8594 0.8662 0.8633
S2 0.8511 0.8511 0.8647
S3 0.8350 0.8433 0.8633
S4 0.8189 0.8272 0.8588
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% 0.0116 1.3% 51% False False 212
10 0.8784 0.8544 0.0240 2.8% 0.0115 1.3% 55% False False 199
20 0.8880 0.8544 0.0336 3.9% 0.0091 1.0% 40% False False 154
40 0.9257 0.8544 0.0713 8.2% 0.0065 0.8% 19% False False 91
60 0.9326 0.8544 0.0782 9.0% 0.0046 0.5% 17% False False 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 0.9434
2.618 0.9171
1.618 0.9010
1.000 0.8911
0.618 0.8849
HIGH 0.8750
0.618 0.8688
0.500 0.8670
0.382 0.8651
LOW 0.8589
0.618 0.8490
1.000 0.8428
1.618 0.8329
2.618 0.8168
4.250 0.7905
Fisher Pivots for day following 15-Oct-2014
Pivot 1 day 3 day
R1 0.8675 0.8671
PP 0.8672 0.8664
S1 0.8670 0.8658

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

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