CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 22-Sep-2014
Day Change Summary
Previous Current
19-Sep-2014 22-Sep-2014 Change Change % Previous Week
Open 0.8872 0.8825 -0.0047 -0.5% 0.8873
High 0.8880 0.8833 -0.0047 -0.5% 0.8979
Low 0.8810 0.8745 -0.0065 -0.7% 0.8810
Close 0.8821 0.8762 -0.0059 -0.7% 0.8821
Range 0.0070 0.0088 0.0018 25.7% 0.0169
ATR 0.0058 0.0060 0.0002 3.7% 0.0000
Volume 47 313 266 566.0% 386
Daily Pivots for day following 22-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9044 0.8991 0.8810
R3 0.8956 0.8903 0.8786
R2 0.8868 0.8868 0.8778
R1 0.8815 0.8815 0.8770 0.8798
PP 0.8780 0.8780 0.8780 0.8771
S1 0.8727 0.8727 0.8754 0.8710
S2 0.8692 0.8692 0.8746
S3 0.8604 0.8639 0.8738
S4 0.8516 0.8551 0.8714
Weekly Pivots for week ending 19-Sep-2014
Classic Woodie Camarilla DeMark
R4 0.9377 0.9268 0.8914
R3 0.9208 0.9099 0.8867
R2 0.9039 0.9039 0.8852
R1 0.8930 0.8930 0.8836 0.8900
PP 0.8870 0.8870 0.8870 0.8855
S1 0.8761 0.8761 0.8806 0.8731
S2 0.8701 0.8701 0.8790
S3 0.8532 0.8592 0.8775
S4 0.8363 0.8423 0.8728
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8979 0.8745 0.0234 2.7% 0.0082 0.9% 7% False True 112
10 0.9146 0.8745 0.0401 4.6% 0.0078 0.9% 4% False True 93
20 0.9257 0.8745 0.0512 5.8% 0.0048 0.6% 3% False True 50
40 0.9258 0.8745 0.0513 5.9% 0.0027 0.3% 3% False True 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9207
2.618 0.9063
1.618 0.8975
1.000 0.8921
0.618 0.8887
HIGH 0.8833
0.618 0.8799
0.500 0.8789
0.382 0.8779
LOW 0.8745
0.618 0.8691
1.000 0.8657
1.618 0.8603
2.618 0.8515
4.250 0.8371
Fisher Pivots for day following 22-Sep-2014
Pivot 1 day 3 day
R1 0.8789 0.8813
PP 0.8780 0.8796
S1 0.8771 0.8779

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

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