CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 24-Oct-2014
Day Change Summary
Previous Current
23-Oct-2014 24-Oct-2014 Change Change % Previous Week
Open 0.8678 0.8639 -0.0039 -0.4% 0.8669
High 0.8711 0.8730 0.0019 0.2% 0.8742
Low 0.8663 0.8631 -0.0032 -0.4% 0.8631
Close 0.8669 0.8708 0.0039 0.4% 0.8708
Range 0.0048 0.0099 0.0051 106.3% 0.0111
ATR 0.0081 0.0083 0.0001 1.5% 0.0000
Volume 79 61 -18 -22.8% 592
Daily Pivots for day following 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8987 0.8946 0.8762
R3 0.8888 0.8847 0.8735
R2 0.8789 0.8789 0.8726
R1 0.8748 0.8748 0.8717 0.8769
PP 0.8690 0.8690 0.8690 0.8700
S1 0.8649 0.8649 0.8699 0.8670
S2 0.8591 0.8591 0.8690
S3 0.8492 0.8550 0.8681
S4 0.8393 0.8451 0.8654
Weekly Pivots for week ending 24-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.9027 0.8978 0.8769
R3 0.8916 0.8867 0.8739
R2 0.8805 0.8805 0.8728
R1 0.8756 0.8756 0.8718 0.8781
PP 0.8694 0.8694 0.8694 0.8706
S1 0.8645 0.8645 0.8698 0.8670
S2 0.8583 0.8583 0.8688
S3 0.8472 0.8534 0.8677
S4 0.8361 0.8423 0.8647
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8742 0.8631 0.0111 1.3% 0.0060 0.7% 69% False True 118
10 0.8750 0.8566 0.0184 2.1% 0.0087 1.0% 77% False False 152
20 0.8784 0.8544 0.0240 2.8% 0.0092 1.1% 68% False False 159
40 0.9257 0.8544 0.0713 8.2% 0.0076 0.9% 23% False False 115
60 0.9257 0.8544 0.0713 8.2% 0.0053 0.6% 23% False False 77
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9151
2.618 0.8989
1.618 0.8890
1.000 0.8829
0.618 0.8791
HIGH 0.8730
0.618 0.8692
0.500 0.8681
0.382 0.8669
LOW 0.8631
0.618 0.8570
1.000 0.8532
1.618 0.8471
2.618 0.8372
4.250 0.8210
Fisher Pivots for day following 24-Oct-2014
Pivot 1 day 3 day
R1 0.8699 0.8699
PP 0.8690 0.8690
S1 0.8681 0.8681

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

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