CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 27-Aug-2014
Day Change Summary
Previous Current
26-Aug-2014 27-Aug-2014 Change Change % Previous Week
Open 0.9124 0.9157 0.0033 0.4% 0.9138
High 0.9124 0.9157 0.0033 0.4% 0.9138
Low 0.9124 0.9157 0.0033 0.4% 0.9103
Close 0.9124 0.9157 0.0033 0.4% 0.9131
Range
ATR 0.0021 0.0022 0.0001 4.3% 0.0000
Volume 11 11 0 0.0% 55
Daily Pivots for day following 27-Aug-2014
Classic Woodie Camarilla DeMark
R4 0.9157 0.9157 0.9157
R3 0.9157 0.9157 0.9157
R2 0.9157 0.9157 0.9157
R1 0.9157 0.9157 0.9157 0.9157
PP 0.9157 0.9157 0.9157 0.9157
S1 0.9157 0.9157 0.9157 0.9157
S2 0.9157 0.9157 0.9157
S3 0.9157 0.9157 0.9157
S4 0.9157 0.9157 0.9157
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 0.9157 0.9115 0.0042 0.5% 0.0000 0.0% 100% True False 11
10 0.9157 0.9103 0.0054 0.6% 0.0002 0.0% 100% True False 9
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 0.9157
2.618 0.9157
1.618 0.9157
1.000 0.9157
0.618 0.9157
HIGH 0.9157
0.618 0.9157
0.500 0.9157
0.382 0.9157
LOW 0.9157
0.618 0.9157
1.000 0.9157
1.618 0.9157
2.618 0.9157
4.250 0.9157
Fisher Pivots for day following 27-Aug-2014
Pivot 1 day 3 day
R1 0.9157 0.9150
PP 0.9157 0.9143
S1 0.9157 0.9136

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

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