CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 04-Aug-2014
Day Change Summary
Previous Current
01-Aug-2014 04-Aug-2014 Change Change % Previous Week
Open 0.9170 0.9189 0.0019 0.2% 0.9258
High 0.9170 0.9189 0.0019 0.2% 0.9258
Low 0.9170 0.9189 0.0019 0.2% 0.9151
Close 0.9170 0.9189 0.0019 0.2% 0.9170
Range
ATR 0.0023 0.0023 0.0000 -1.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 04-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9189 0.9189 0.9189
R3 0.9189 0.9189 0.9189
R2 0.9189 0.9189 0.9189
R1 0.9189 0.9189 0.9189 0.9189
PP 0.9189 0.9189 0.9189 0.9189
S1 0.9189 0.9189 0.9189 0.9189
S2 0.9189 0.9189 0.9189
S3 0.9189 0.9189 0.9189
S4 0.9189 0.9189 0.9189
Weekly Pivots for week ending 01-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9514 0.9449 0.9229
R3 0.9407 0.9342 0.9199
R2 0.9300 0.9300 0.9190
R1 0.9235 0.9235 0.9180 0.9214
PP 0.9193 0.9193 0.9193 0.9183
S1 0.9128 0.9128 0.9160 0.9107
S2 0.9086 0.9086 0.9150
S3 0.8979 0.9021 0.9141
S4 0.8872 0.8914 0.9111
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9240 0.9151 0.0089 1.0% 0.0000 0.0% 43% False False 1
10 0.9326 0.9151 0.0175 1.9% 0.0008 0.1% 22% False False 1
20 0.9326 0.9151 0.0175 1.9% 0.0004 0.0% 22% 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 0.9189
2.618 0.9189
1.618 0.9189
1.000 0.9189
0.618 0.9189
HIGH 0.9189
0.618 0.9189
0.500 0.9189
0.382 0.9189
LOW 0.9189
0.618 0.9189
1.000 0.9189
1.618 0.9189
2.618 0.9189
4.250 0.9189
Fisher Pivots for day following 04-Aug-2014
Pivot 1 day 3 day
R1 0.9189 0.9183
PP 0.9189 0.9176
S1 0.9189 0.9170

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

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