CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 0.7578 0.7527 -0.0051 -0.7% 0.7692
High 0.7580 0.7527 -0.0053 -0.7% 0.7738
Low 0.7515 0.7495 -0.0020 -0.3% 0.7640
Close 0.7534 0.7500 -0.0034 -0.5% 0.7640
Range 0.0065 0.0032 -0.0033 -50.8% 0.0098
ATR 0.0052 0.0051 -0.0001 -1.8% 0.0000
Volume 2 14 12 600.0% 10
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7603 0.7584 0.7518
R3 0.7571 0.7552 0.7509
R2 0.7539 0.7539 0.7506
R1 0.7520 0.7520 0.7503 0.7514
PP 0.7507 0.7507 0.7507 0.7504
S1 0.7488 0.7488 0.7497 0.7482
S2 0.7475 0.7475 0.7494
S3 0.7443 0.7456 0.7491
S4 0.7411 0.7424 0.7482
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7967 0.7901 0.7694
R3 0.7869 0.7803 0.7667
R2 0.7771 0.7771 0.7658
R1 0.7705 0.7705 0.7649 0.7689
PP 0.7673 0.7673 0.7673 0.7665
S1 0.7607 0.7607 0.7631 0.7591
S2 0.7575 0.7575 0.7622
S3 0.7477 0.7509 0.7613
S4 0.7379 0.7411 0.7586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7692 0.7495 0.0197 2.6% 0.0025 0.3% 3% False True 4
10 0.7779 0.7495 0.0284 3.8% 0.0018 0.2% 2% False True 3
20 0.7803 0.7495 0.0308 4.1% 0.0018 0.2% 2% False True 4
40 0.8138 0.7495 0.0643 8.6% 0.0022 0.3% 1% False True 3
60 0.8138 0.7495 0.0643 8.6% 0.0015 0.2% 1% False True 2
80 0.8569 0.7495 0.1074 14.3% 0.0014 0.2% 0% False True 2
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 0.7663
2.618 0.7611
1.618 0.7579
1.000 0.7559
0.618 0.7547
HIGH 0.7527
0.618 0.7515
0.500 0.7511
0.382 0.7507
LOW 0.7495
0.618 0.7475
1.000 0.7463
1.618 0.7443
2.618 0.7411
4.250 0.7359
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 0.7511 0.7563
PP 0.7507 0.7542
S1 0.7504 0.7521

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

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