CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 22-Oct-2014
Day Change Summary
Previous Current
21-Oct-2014 22-Oct-2014 Change Change % Previous Week
Open 0.8685 0.8690 0.0005 0.1% 0.8577
High 0.8742 0.8719 -0.0023 -0.3% 0.8750
Low 0.8675 0.8677 0.0002 0.0% 0.8566
Close 0.8689 0.8690 0.0001 0.0% 0.8668
Range 0.0067 0.0042 -0.0025 -37.3% 0.0184
ATR 0.0087 0.0084 -0.0003 -3.7% 0.0000
Volume 91 175 84 92.3% 935
Daily Pivots for day following 22-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8821 0.8798 0.8713
R3 0.8779 0.8756 0.8702
R2 0.8737 0.8737 0.8698
R1 0.8714 0.8714 0.8694 0.8711
PP 0.8695 0.8695 0.8695 0.8694
S1 0.8672 0.8672 0.8686 0.8669
S2 0.8653 0.8653 0.8682
S3 0.8611 0.8630 0.8678
S4 0.8569 0.8588 0.8667
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 0.8742 0.8600 0.0142 1.6% 0.0069 0.8% 63% False False 161
10 0.8784 0.8566 0.0218 2.5% 0.0093 1.1% 57% False False 186
20 0.8784 0.8544 0.0240 2.8% 0.0091 1.0% 61% False False 162
40 0.9257 0.8544 0.0713 8.2% 0.0073 0.8% 20% False False 111
60 0.9257 0.8544 0.0713 8.2% 0.0051 0.6% 20% False False 75
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.8898
2.618 0.8829
1.618 0.8787
1.000 0.8761
0.618 0.8745
HIGH 0.8719
0.618 0.8703
0.500 0.8698
0.382 0.8693
LOW 0.8677
0.618 0.8651
1.000 0.8635
1.618 0.8609
2.618 0.8567
4.250 0.8499
Fisher Pivots for day following 22-Oct-2014
Pivot 1 day 3 day
R1 0.8698 0.8702
PP 0.8695 0.8698
S1 0.8693 0.8694

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

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