CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 05-Jan-2015
Day Change Summary
Previous Current
02-Jan-2015 05-Jan-2015 Change Change % Previous Week
Open 0.7978 0.7957 -0.0021 -0.3% 0.7990
High 0.7978 0.7957 -0.0021 -0.3% 0.8038
Low 0.7978 0.7957 -0.0021 -0.3% 0.7978
Close 0.7978 0.7957 -0.0021 -0.3% 0.7978
Range
ATR 0.0034 0.0033 -0.0001 -2.8% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 05-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.7957 0.7957 0.7957
R3 0.7957 0.7957 0.7957
R2 0.7957 0.7957 0.7957
R1 0.7957 0.7957 0.7957 0.7957
PP 0.7957 0.7957 0.7957 0.7957
S1 0.7957 0.7957 0.7957 0.7957
S2 0.7957 0.7957 0.7957
S3 0.7957 0.7957 0.7957
S4 0.7957 0.7957 0.7957
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8178 0.8138 0.8011
R3 0.8118 0.8078 0.7995
R2 0.8058 0.8058 0.7989
R1 0.8018 0.8018 0.7984 0.8008
PP 0.7998 0.7998 0.7998 0.7993
S1 0.7958 0.7958 0.7973 0.7948
S2 0.7938 0.7938 0.7967
S3 0.7878 0.7898 0.7962
S4 0.7818 0.7838 0.7945
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8038 0.7957 0.0081 1.0% 0.0000 0.0% 0% False True 1
10 0.8038 0.7954 0.0084 1.1% 0.0004 0.0% 4% False False 1
20 0.8180 0.7954 0.0226 2.8% 0.0007 0.1% 1% False False 1
40 0.8569 0.7954 0.0615 7.7% 0.0005 0.1% 0% False False 1
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 0.7957
2.618 0.7957
1.618 0.7957
1.000 0.7957
0.618 0.7957
HIGH 0.7957
0.618 0.7957
0.500 0.7957
0.382 0.7957
LOW 0.7957
0.618 0.7957
1.000 0.7957
1.618 0.7957
2.618 0.7957
4.250 0.7957
Fisher Pivots for day following 05-Jan-2015
Pivot 1 day 3 day
R1 0.7957 0.7992
PP 0.7957 0.7980
S1 0.7957 0.7969

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

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