CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 05-Mar-2015
Day Change Summary
Previous Current
04-Mar-2015 05-Mar-2015 Change Change % Previous Week
Open 0.7736 0.7692 -0.0044 -0.6% 0.7711
High 0.7736 0.7692 -0.0044 -0.6% 0.7803
Low 0.7736 0.7692 -0.0044 -0.6% 0.7627
Close 0.7736 0.7692 -0.0044 -0.6% 0.7729
Range
ATR 0.0050 0.0050 0.0000 -0.9% 0.0000
Volume 2 2 0 0.0% 5
Daily Pivots for day following 05-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7692 0.7692 0.7692
R3 0.7692 0.7692 0.7692
R2 0.7692 0.7692 0.7692
R1 0.7692 0.7692 0.7692 0.7692
PP 0.7692 0.7692 0.7692 0.7692
S1 0.7692 0.7692 0.7692 0.7692
S2 0.7692 0.7692 0.7692
S3 0.7692 0.7692 0.7692
S4 0.7692 0.7692 0.7692
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8248 0.8164 0.7826
R3 0.8072 0.7988 0.7777
R2 0.7896 0.7896 0.7761
R1 0.7812 0.7812 0.7745 0.7854
PP 0.7720 0.7720 0.7720 0.7741
S1 0.7636 0.7636 0.7713 0.7678
S2 0.7544 0.7544 0.7697
S3 0.7368 0.7460 0.7681
S4 0.7192 0.7284 0.7632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7779 0.7692 0.0087 1.1% 0.0010 0.1% 0% False True 1
10 0.7803 0.7627 0.0176 2.3% 0.0016 0.2% 37% False False 1
20 0.7803 0.7620 0.0183 2.4% 0.0012 0.2% 39% False False 4
40 0.8138 0.7547 0.0591 7.7% 0.0019 0.2% 25% False False 3
60 0.8180 0.7547 0.0633 8.2% 0.0015 0.2% 23% False False 2
80 0.8569 0.7547 0.1022 13.3% 0.0012 0.2% 14% False False 2
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 0.7692
2.618 0.7692
1.618 0.7692
1.000 0.7692
0.618 0.7692
HIGH 0.7692
0.618 0.7692
0.500 0.7692
0.382 0.7692
LOW 0.7692
0.618 0.7692
1.000 0.7692
1.618 0.7692
2.618 0.7692
4.250 0.7692
Fisher Pivots for day following 05-Mar-2015
Pivot 1 day 3 day
R1 0.7692 0.7715
PP 0.7692 0.7707
S1 0.7692 0.7700

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

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