CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 02-Sep-2014
Day Change Summary
Previous Current
29-Aug-2014 02-Sep-2014 Change Change % Previous Week
Open 0.9154 0.9143 -0.0011 -0.1% 0.9115
High 0.9154 0.9143 -0.0011 -0.1% 0.9173
Low 0.9154 0.9095 -0.0059 -0.6% 0.9115
Close 0.9154 0.9095 -0.0059 -0.6% 0.9154
Range 0.0000 0.0048 0.0048 0.0058
ATR 0.0021 0.0024 0.0003 12.9% 0.0000
Volume 11 11 0 0.0% 55
Daily Pivots for day following 02-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9255 0.9223 0.9121
R3 0.9207 0.9175 0.9108
R2 0.9159 0.9159 0.9104
R1 0.9127 0.9127 0.9099 0.9119
PP 0.9111 0.9111 0.9111 0.9107
S1 0.9079 0.9079 0.9091 0.9071
S2 0.9063 0.9063 0.9086
S3 0.9015 0.9031 0.9082
S4 0.8967 0.8983 0.9069
Weekly Pivots for week ending 29-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9321 0.9296 0.9186
R3 0.9263 0.9238 0.9170
R2 0.9205 0.9205 0.9165
R1 0.9180 0.9180 0.9159 0.9193
PP 0.9147 0.9147 0.9147 0.9154
S1 0.9122 0.9122 0.9149 0.9135
S2 0.9089 0.9089 0.9143
S3 0.9031 0.9064 0.9138
S4 0.8973 0.9006 0.9122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9173 0.9095 0.0078 0.9% 0.0010 0.1% 0% False True 11
10 0.9173 0.9095 0.0078 0.9% 0.0005 0.1% 0% False True 11
20 0.9173 0.9071 0.0102 1.1% 0.0004 0.0% 24% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 0.9347
2.618 0.9269
1.618 0.9221
1.000 0.9191
0.618 0.9173
HIGH 0.9143
0.618 0.9125
0.500 0.9119
0.382 0.9113
LOW 0.9095
0.618 0.9065
1.000 0.9047
1.618 0.9017
2.618 0.8969
4.250 0.8891
Fisher Pivots for day following 02-Sep-2014
Pivot 1 day 3 day
R1 0.9119 0.9134
PP 0.9111 0.9121
S1 0.9103 0.9108

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

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