CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 17-Nov-2014
Day Change Summary
Previous Current
14-Nov-2014 17-Nov-2014 Change Change % Previous Week
Open 0.8500 0.8521 0.0021 0.2% 0.8427
High 0.8569 0.8521 -0.0048 -0.6% 0.8569
Low 0.8500 0.8521 0.0021 0.2% 0.8427
Close 0.8569 0.8521 -0.0048 -0.6% 0.8569
Range 0.0069 0.0000 -0.0069 -100.0% 0.0142
ATR 0.0047 0.0047 0.0000 0.1% 0.0000
Volume 3 1 -2 -66.7% 15
Daily Pivots for day following 17-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8521 0.8521 0.8521
R3 0.8521 0.8521 0.8521
R2 0.8521 0.8521 0.8521
R1 0.8521 0.8521 0.8521 0.8521
PP 0.8521 0.8521 0.8521 0.8521
S1 0.8521 0.8521 0.8521 0.8521
S2 0.8521 0.8521 0.8521
S3 0.8521 0.8521 0.8521
S4 0.8521 0.8521 0.8521
Weekly Pivots for week ending 14-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8948 0.8900 0.8647
R3 0.8806 0.8758 0.8608
R2 0.8664 0.8664 0.8595
R1 0.8616 0.8616 0.8582 0.8640
PP 0.8522 0.8522 0.8522 0.8534
S1 0.8474 0.8474 0.8556 0.8498
S2 0.8380 0.8380 0.8543
S3 0.8238 0.8332 0.8530
S4 0.8096 0.8190 0.8491
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8569 0.8482 0.0087 1.0% 0.0014 0.2% 45% False False 2
10 0.8569 0.8386 0.0183 2.1% 0.0007 0.1% 74% False False 2
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 0.8521
2.618 0.8521
1.618 0.8521
1.000 0.8521
0.618 0.8521
HIGH 0.8521
0.618 0.8521
0.500 0.8521
0.382 0.8521
LOW 0.8521
0.618 0.8521
1.000 0.8521
1.618 0.8521
2.618 0.8521
4.250 0.8521
Fisher Pivots for day following 17-Nov-2014
Pivot 1 day 3 day
R1 0.8521 0.8535
PP 0.8521 0.8530
S1 0.8521 0.8526

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

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