CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 24-Nov-2014
Day Change Summary
Previous Current
21-Nov-2014 24-Nov-2014 Change Change % Previous Week
Open 0.8481 0.8432 -0.0049 -0.6% 0.8521
High 0.8481 0.8432 -0.0049 -0.6% 0.8543
Low 0.8481 0.8432 -0.0049 -0.6% 0.8436
Close 0.8481 0.8432 -0.0049 -0.6% 0.8481
Range
ATR 0.0046 0.0046 0.0000 0.4% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 24-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8432 0.8432 0.8432
R3 0.8432 0.8432 0.8432
R2 0.8432 0.8432 0.8432
R1 0.8432 0.8432 0.8432 0.8432
PP 0.8432 0.8432 0.8432 0.8432
S1 0.8432 0.8432 0.8432 0.8432
S2 0.8432 0.8432 0.8432
S3 0.8432 0.8432 0.8432
S4 0.8432 0.8432 0.8432
Weekly Pivots for week ending 21-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8808 0.8751 0.8540
R3 0.8701 0.8644 0.8510
R2 0.8594 0.8594 0.8501
R1 0.8537 0.8537 0.8491 0.8512
PP 0.8487 0.8487 0.8487 0.8474
S1 0.8430 0.8430 0.8471 0.8405
S2 0.8380 0.8380 0.8461
S3 0.8273 0.8323 0.8452
S4 0.8166 0.8216 0.8422
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8543 0.8432 0.0111 1.3% 0.0000 0.0% 0% False True 1
10 0.8569 0.8432 0.0137 1.6% 0.0007 0.1% 0% False True 1
20 0.8658 0.8386 0.0272 3.2% 0.0003 0.0% 17% False False 2
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 0.8432
2.618 0.8432
1.618 0.8432
1.000 0.8432
0.618 0.8432
HIGH 0.8432
0.618 0.8432
0.500 0.8432
0.382 0.8432
LOW 0.8432
0.618 0.8432
1.000 0.8432
1.618 0.8432
2.618 0.8432
4.250 0.8432
Fisher Pivots for day following 24-Nov-2014
Pivot 1 day 3 day
R1 0.8432 0.8457
PP 0.8432 0.8448
S1 0.8432 0.8440

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

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