CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 25-Nov-2014
Day Change Summary
Previous Current
24-Nov-2014 25-Nov-2014 Change Change % Previous Week
Open 0.8432 0.8346 -0.0086 -1.0% 0.8521
High 0.8432 0.8346 -0.0086 -1.0% 0.8543
Low 0.8432 0.8346 -0.0086 -1.0% 0.8436
Close 0.8432 0.8346 -0.0086 -1.0% 0.8481
Range
ATR 0.0046 0.0049 0.0003 6.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 25-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8346 0.8346 0.8346
R3 0.8346 0.8346 0.8346
R2 0.8346 0.8346 0.8346
R1 0.8346 0.8346 0.8346 0.8346
PP 0.8346 0.8346 0.8346 0.8346
S1 0.8346 0.8346 0.8346 0.8346
S2 0.8346 0.8346 0.8346
S3 0.8346 0.8346 0.8346
S4 0.8346 0.8346 0.8346
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 0.8481 0.8346 0.0135 1.6% 0.0000 0.0% 0% False True 1
10 0.8569 0.8346 0.0223 2.7% 0.0007 0.1% 0% False True 1
20 0.8636 0.8346 0.0290 3.5% 0.0003 0.0% 0% False True 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 0.8346
2.618 0.8346
1.618 0.8346
1.000 0.8346
0.618 0.8346
HIGH 0.8346
0.618 0.8346
0.500 0.8346
0.382 0.8346
LOW 0.8346
0.618 0.8346
1.000 0.8346
1.618 0.8346
2.618 0.8346
4.250 0.8346
Fisher Pivots for day following 25-Nov-2014
Pivot 1 day 3 day
R1 0.8346 0.8414
PP 0.8346 0.8391
S1 0.8346 0.8369

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

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