CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 04-Sep-2014
Day Change Summary
Previous Current
03-Sep-2014 04-Sep-2014 Change Change % Previous Week
Open 0.9167 0.9200 0.0033 0.4% 0.9115
High 0.9167 0.9200 0.0033 0.4% 0.9173
Low 0.9167 0.9172 0.0005 0.1% 0.9115
Close 0.9167 0.9172 0.0005 0.1% 0.9154
Range 0.0000 0.0028 0.0028 0.0058
ATR 0.0027 0.0028 0.0000 1.5% 0.0000
Volume 1 1 0 0.0% 55
Daily Pivots for day following 04-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9265 0.9247 0.9187
R3 0.9237 0.9219 0.9180
R2 0.9209 0.9209 0.9177
R1 0.9191 0.9191 0.9175 0.9186
PP 0.9181 0.9181 0.9181 0.9179
S1 0.9163 0.9163 0.9169 0.9158
S2 0.9153 0.9153 0.9167
S3 0.9125 0.9135 0.9164
S4 0.9097 0.9107 0.9157
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 0.9200 0.9095 0.0105 1.1% 0.0015 0.2% 73% True False 7
10 0.9200 0.9095 0.0105 1.1% 0.0008 0.1% 73% True False 9
20 0.9200 0.9071 0.0129 1.4% 0.0006 0.1% 78% True False 6
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9319
2.618 0.9273
1.618 0.9245
1.000 0.9228
0.618 0.9217
HIGH 0.9200
0.618 0.9189
0.500 0.9186
0.382 0.9183
LOW 0.9172
0.618 0.9155
1.000 0.9144
1.618 0.9127
2.618 0.9099
4.250 0.9053
Fisher Pivots for day following 04-Sep-2014
Pivot 1 day 3 day
R1 0.9186 0.9164
PP 0.9181 0.9156
S1 0.9177 0.9148

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

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