CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 17-Oct-2014
Day Change Summary
Previous Current
16-Oct-2014 17-Oct-2014 Change Change % Previous Week
Open 0.8720 0.8660 -0.0060 -0.7% 0.8577
High 0.8720 0.8718 -0.0002 0.0% 0.8750
Low 0.8600 0.8645 0.0045 0.5% 0.8566
Close 0.8675 0.8668 -0.0007 -0.1% 0.8668
Range 0.0120 0.0073 -0.0047 -39.2% 0.0184
ATR 0.0094 0.0092 -0.0001 -1.6% 0.0000
Volume 240 116 -124 -51.7% 935
Daily Pivots for day following 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8896 0.8855 0.8708
R3 0.8823 0.8782 0.8688
R2 0.8750 0.8750 0.8681
R1 0.8709 0.8709 0.8675 0.8730
PP 0.8677 0.8677 0.8677 0.8687
S1 0.8636 0.8636 0.8661 0.8657
S2 0.8604 0.8604 0.8655
S3 0.8531 0.8563 0.8648
S4 0.8458 0.8490 0.8628
Weekly Pivots for week ending 17-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9213 0.9125 0.8769
R3 0.9029 0.8941 0.8719
R2 0.8845 0.8845 0.8702
R1 0.8757 0.8757 0.8685 0.8801
PP 0.8661 0.8661 0.8661 0.8684
S1 0.8573 0.8573 0.8651 0.8617
S2 0.8477 0.8477 0.8634
S3 0.8293 0.8389 0.8617
S4 0.8109 0.8205 0.8567
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8750 0.8566 0.0184 2.1% 0.0113 1.3% 55% False False 187
10 0.8784 0.8551 0.0233 2.7% 0.0111 1.3% 50% False False 216
20 0.8833 0.8544 0.0289 3.3% 0.0094 1.1% 43% False False 166
40 0.9257 0.8544 0.0713 8.2% 0.0069 0.8% 17% False False 100
60 0.9258 0.8544 0.0714 8.2% 0.0048 0.6% 17% False False 67
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9028
2.618 0.8909
1.618 0.8836
1.000 0.8791
0.618 0.8763
HIGH 0.8718
0.618 0.8690
0.500 0.8682
0.382 0.8673
LOW 0.8645
0.618 0.8600
1.000 0.8572
1.618 0.8527
2.618 0.8454
4.250 0.8335
Fisher Pivots for day following 17-Oct-2014
Pivot 1 day 3 day
R1 0.8682 0.8670
PP 0.8677 0.8669
S1 0.8673 0.8669

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

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