CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 21-Oct-2014
Day Change Summary
Previous Current
20-Oct-2014 21-Oct-2014 Change Change % Previous Week
Open 0.8669 0.8685 0.0016 0.2% 0.8577
High 0.8706 0.8742 0.0036 0.4% 0.8750
Low 0.8661 0.8675 0.0014 0.2% 0.8566
Close 0.8699 0.8689 -0.0010 -0.1% 0.8668
Range 0.0045 0.0067 0.0022 48.9% 0.0184
ATR 0.0089 0.0087 -0.0002 -1.8% 0.0000
Volume 186 91 -95 -51.1% 935
Daily Pivots for day following 21-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8903 0.8863 0.8726
R3 0.8836 0.8796 0.8707
R2 0.8769 0.8769 0.8701
R1 0.8729 0.8729 0.8695 0.8749
PP 0.8702 0.8702 0.8702 0.8712
S1 0.8662 0.8662 0.8683 0.8682
S2 0.8635 0.8635 0.8677
S3 0.8568 0.8595 0.8671
S4 0.8501 0.8528 0.8652
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 0.8589 0.0161 1.9% 0.0093 1.1% 62% False False 189
10 0.8784 0.8566 0.0218 2.5% 0.0100 1.1% 56% False False 190
20 0.8784 0.8544 0.0240 2.8% 0.0091 1.0% 60% False False 159
40 0.9257 0.8544 0.0713 8.2% 0.0072 0.8% 20% False False 107
60 0.9257 0.8544 0.0713 8.2% 0.0050 0.6% 20% False False 72
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 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9027
2.618 0.8917
1.618 0.8850
1.000 0.8809
0.618 0.8783
HIGH 0.8742
0.618 0.8716
0.500 0.8709
0.382 0.8701
LOW 0.8675
0.618 0.8634
1.000 0.8608
1.618 0.8567
2.618 0.8500
4.250 0.8390
Fisher Pivots for day following 21-Oct-2014
Pivot 1 day 3 day
R1 0.8709 0.8694
PP 0.8702 0.8692
S1 0.8696 0.8691

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

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