CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 0.9200 0.9197 -0.0003 0.0% 0.9143
High 0.9200 0.9197 -0.0003 0.0% 0.9200
Low 0.9172 0.9197 0.0025 0.3% 0.9095
Close 0.9172 0.9197 0.0025 0.3% 0.9197
Range 0.0028 0.0000 -0.0028 -100.0% 0.0105
ATR 0.0028 0.0027 0.0000 -0.7% 0.0000
Volume 1 6 5 500.0% 19
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9197 0.9197 0.9197
R3 0.9197 0.9197 0.9197
R2 0.9197 0.9197 0.9197
R1 0.9197 0.9197 0.9197 0.9197
PP 0.9197 0.9197 0.9197 0.9197
S1 0.9197 0.9197 0.9197 0.9197
S2 0.9197 0.9197 0.9197
S3 0.9197 0.9197 0.9197
S4 0.9197 0.9197 0.9197
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9479 0.9443 0.9255
R3 0.9374 0.9338 0.9226
R2 0.9269 0.9269 0.9216
R1 0.9233 0.9233 0.9207 0.9251
PP 0.9164 0.9164 0.9164 0.9173
S1 0.9128 0.9128 0.9187 0.9146
S2 0.9059 0.9059 0.9178
S3 0.8954 0.9023 0.9168
S4 0.8849 0.8918 0.9139
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% 97% False False 6
10 0.9200 0.9095 0.0105 1.1% 0.0008 0.1% 97% False False 8
20 0.9200 0.9071 0.0129 1.4% 0.0005 0.1% 98% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9197
2.618 0.9197
1.618 0.9197
1.000 0.9197
0.618 0.9197
HIGH 0.9197
0.618 0.9197
0.500 0.9197
0.382 0.9197
LOW 0.9197
0.618 0.9197
1.000 0.9197
1.618 0.9197
2.618 0.9197
4.250 0.9197
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 0.9197 0.9193
PP 0.9197 0.9188
S1 0.9197 0.9184

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

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