CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 04-Mar-2015
Day Change Summary
Previous Current
03-Mar-2015 04-Mar-2015 Change Change % Previous Week
Open 0.7738 0.7736 -0.0002 0.0% 0.7711
High 0.7738 0.7736 -0.0002 0.0% 0.7803
Low 0.7738 0.7736 -0.0002 0.0% 0.7627
Close 0.7738 0.7736 -0.0002 0.0% 0.7729
Range
ATR 0.0054 0.0050 -0.0004 -6.9% 0.0000
Volume 2 2 0 0.0% 5
Daily Pivots for day following 04-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7736 0.7736 0.7736
R3 0.7736 0.7736 0.7736
R2 0.7736 0.7736 0.7736
R1 0.7736 0.7736 0.7736 0.7736
PP 0.7736 0.7736 0.7736 0.7736
S1 0.7736 0.7736 0.7736 0.7736
S2 0.7736 0.7736 0.7736
S3 0.7736 0.7736 0.7736
S4 0.7736 0.7736 0.7736
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8248 0.8164 0.7826
R3 0.8072 0.7988 0.7777
R2 0.7896 0.7896 0.7761
R1 0.7812 0.7812 0.7745 0.7854
PP 0.7720 0.7720 0.7720 0.7741
S1 0.7636 0.7636 0.7713 0.7678
S2 0.7544 0.7544 0.7697
S3 0.7368 0.7460 0.7681
S4 0.7192 0.7284 0.7632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7779 0.7692 0.0087 1.1% 0.0010 0.1% 51% False False 1
10 0.7803 0.7627 0.0176 2.3% 0.0024 0.3% 62% False False 1
20 0.7803 0.7620 0.0183 2.4% 0.0014 0.2% 63% False False 4
40 0.8138 0.7547 0.0591 7.6% 0.0019 0.2% 32% False False 3
60 0.8180 0.7547 0.0633 8.2% 0.0015 0.2% 30% False False 2
80 0.8569 0.7547 0.1022 13.2% 0.0012 0.2% 18% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.7736
2.618 0.7736
1.618 0.7736
1.000 0.7736
0.618 0.7736
HIGH 0.7736
0.618 0.7736
0.500 0.7736
0.382 0.7736
LOW 0.7736
0.618 0.7736
1.000 0.7736
1.618 0.7736
2.618 0.7736
4.250 0.7736
Fisher Pivots for day following 04-Mar-2015
Pivot 1 day 3 day
R1 0.7736 0.7729
PP 0.7736 0.7722
S1 0.7736 0.7715

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

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