CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 26-Aug-2014
Day Change Summary
Previous Current
25-Aug-2014 26-Aug-2014 Change Change % Previous Week
Open 0.9115 0.9124 0.0009 0.1% 0.9138
High 0.9115 0.9124 0.0009 0.1% 0.9138
Low 0.9115 0.9124 0.0009 0.1% 0.9103
Close 0.9115 0.9124 0.0009 0.1% 0.9131
Range
ATR 0.0022 0.0021 -0.0001 -4.2% 0.0000
Volume 11 11 0 0.0% 55
Daily Pivots for day following 26-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9124 0.9124 0.9124
R3 0.9124 0.9124 0.9124
R2 0.9124 0.9124 0.9124
R1 0.9124 0.9124 0.9124 0.9124
PP 0.9124 0.9124 0.9124 0.9124
S1 0.9124 0.9124 0.9124 0.9124
S2 0.9124 0.9124 0.9124
S3 0.9124 0.9124 0.9124
S4 0.9124 0.9124 0.9124
Weekly Pivots for week ending 22-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9229 0.9215 0.9150
R3 0.9194 0.9180 0.9141
R2 0.9159 0.9159 0.9137
R1 0.9145 0.9145 0.9134 0.9135
PP 0.9124 0.9124 0.9124 0.9119
S1 0.9110 0.9110 0.9128 0.9100
S2 0.9089 0.9089 0.9125
S3 0.9054 0.9075 0.9121
S4 0.9019 0.9040 0.9112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9131 0.9103 0.0028 0.3% 0.0000 0.0% 75% False False 11
10 0.9138 0.9103 0.0035 0.4% 0.0002 0.0% 60% False False 8
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 0.9124
2.618 0.9124
1.618 0.9124
1.000 0.9124
0.618 0.9124
HIGH 0.9124
0.618 0.9124
0.500 0.9124
0.382 0.9124
LOW 0.9124
0.618 0.9124
1.000 0.9124
1.618 0.9124
2.618 0.9124
4.250 0.9124
Fisher Pivots for day following 26-Aug-2014
Pivot 1 day 3 day
R1 0.9124 0.9124
PP 0.9124 0.9123
S1 0.9124 0.9123

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

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