CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 05-Sep-2014
Day Change Summary
Previous Current
04-Sep-2014 05-Sep-2014 Change Change % Previous Week
Open 0.9215 0.9257 0.0042 0.5% 0.9193
High 0.9228 0.9257 0.0029 0.3% 0.9257
Low 0.9215 0.9253 0.0038 0.4% 0.9121
Close 0.9228 0.9253 0.0025 0.3% 0.9253
Range 0.0013 0.0004 -0.0009 -69.2% 0.0136
ATR 0.0030 0.0030 0.0000 -0.2% 0.0000
Volume 4 5 1 25.0% 59
Daily Pivots for day following 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9266 0.9264 0.9255
R3 0.9262 0.9260 0.9254
R2 0.9258 0.9258 0.9254
R1 0.9256 0.9256 0.9253 0.9255
PP 0.9254 0.9254 0.9254 0.9254
S1 0.9252 0.9252 0.9253 0.9251
S2 0.9250 0.9250 0.9252
S3 0.9246 0.9248 0.9252
S4 0.9242 0.9244 0.9251
Weekly Pivots for week ending 05-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9618 0.9572 0.9328
R3 0.9482 0.9436 0.9290
R2 0.9346 0.9346 0.9278
R1 0.9300 0.9300 0.9265 0.9323
PP 0.9210 0.9210 0.9210 0.9222
S1 0.9164 0.9164 0.9241 0.9187
S2 0.9074 0.9074 0.9228
S3 0.8938 0.9028 0.9216
S4 0.8802 0.8892 0.9178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9257 0.9121 0.0136 1.5% 0.0022 0.2% 97% True False 12
10 0.9257 0.9121 0.0136 1.5% 0.0014 0.1% 97% True False 6
20 0.9257 0.9097 0.0160 1.7% 0.0012 0.1% 98% True False 5
40 0.9326 0.9097 0.0229 2.5% 0.0008 0.1% 68% False False 3
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9274
2.618 0.9267
1.618 0.9263
1.000 0.9261
0.618 0.9259
HIGH 0.9257
0.618 0.9255
0.500 0.9255
0.382 0.9255
LOW 0.9253
0.618 0.9251
1.000 0.9249
1.618 0.9247
2.618 0.9243
4.250 0.9236
Fisher Pivots for day following 05-Sep-2014
Pivot 1 day 3 day
R1 0.9255 0.9247
PP 0.9254 0.9242
S1 0.9254 0.9236

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

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