CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 15-Sep-2014
Day Change Summary
Previous Current
12-Sep-2014 15-Sep-2014 Change Change % Previous Week
Open 0.8942 0.8855 -0.0087 -1.0% 0.9113
High 0.8942 0.8855 -0.0087 -1.0% 0.9113
Low 0.8870 0.8855 -0.0015 -0.2% 0.8870
Close 0.8870 0.8855 -0.0015 -0.2% 0.8870
Range 0.0072 0.0000 -0.0072 -100.0% 0.0243
ATR 0.0040 0.0038 -0.0002 -4.5% 0.0000
Volume 6 1 -5 -83.3% 30
Daily Pivots for day following 15-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.8855 0.8855 0.8855
R3 0.8855 0.8855 0.8855
R2 0.8855 0.8855 0.8855
R1 0.8855 0.8855 0.8855 0.8855
PP 0.8855 0.8855 0.8855 0.8855
S1 0.8855 0.8855 0.8855 0.8855
S2 0.8855 0.8855 0.8855
S3 0.8855 0.8855 0.8855
S4 0.8855 0.8855 0.8855
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9680 0.9518 0.9004
R3 0.9437 0.9275 0.8937
R2 0.9194 0.9194 0.8915
R1 0.9032 0.9032 0.8892 0.8992
PP 0.8951 0.8951 0.8951 0.8931
S1 0.8789 0.8789 0.8848 0.8749
S2 0.8708 0.8708 0.8825
S3 0.8465 0.8546 0.8803
S4 0.8222 0.8303 0.8736
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9020 0.8855 0.0165 1.9% 0.0014 0.2% 0% False True 5
10 0.9200 0.8855 0.0345 3.9% 0.0015 0.2% 0% False True 5
20 0.9200 0.8855 0.0345 3.9% 0.0007 0.1% 0% False True 8
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8855
2.618 0.8855
1.618 0.8855
1.000 0.8855
0.618 0.8855
HIGH 0.8855
0.618 0.8855
0.500 0.8855
0.382 0.8855
LOW 0.8855
0.618 0.8855
1.000 0.8855
1.618 0.8855
2.618 0.8855
4.250 0.8855
Fisher Pivots for day following 15-Sep-2014
Pivot 1 day 3 day
R1 0.8855 0.8899
PP 0.8855 0.8884
S1 0.8855 0.8870

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

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