CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 13-Jan-2015
Day Change Summary
Previous Current
12-Jan-2015 13-Jan-2015 Change Change % Previous Week
Open 0.8028 0.8019 -0.0009 -0.1% 0.7957
High 0.8028 0.8019 -0.0009 -0.1% 0.8064
Low 0.8028 0.8019 -0.0009 -0.1% 0.7947
Close 0.8028 0.8019 -0.0009 -0.1% 0.8064
Range
ATR 0.0036 0.0034 -0.0002 -5.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 13-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8019 0.8019 0.8019
R3 0.8019 0.8019 0.8019
R2 0.8019 0.8019 0.8019
R1 0.8019 0.8019 0.8019 0.8019
PP 0.8019 0.8019 0.8019 0.8019
S1 0.8019 0.8019 0.8019 0.8019
S2 0.8019 0.8019 0.8019
S3 0.8019 0.8019 0.8019
S4 0.8019 0.8019 0.8019
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8376 0.8337 0.8128
R3 0.8259 0.8220 0.8096
R2 0.8142 0.8142 0.8085
R1 0.8103 0.8103 0.8075 0.8123
PP 0.8025 0.8025 0.8025 0.8035
S1 0.7986 0.7986 0.8053 0.8006
S2 0.7908 0.7908 0.8043
S3 0.7791 0.7869 0.8032
S4 0.7674 0.7752 0.8000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8064 0.7947 0.0117 1.5% 0.0001 0.0% 62% False False 1
10 0.8064 0.7947 0.0117 1.5% 0.0000 0.0% 62% False False 1
20 0.8072 0.7947 0.0125 1.6% 0.0002 0.0% 58% False False 1
40 0.8569 0.7947 0.0622 7.8% 0.0005 0.1% 12% 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 0.8019
2.618 0.8019
1.618 0.8019
1.000 0.8019
0.618 0.8019
HIGH 0.8019
0.618 0.8019
0.500 0.8019
0.382 0.8019
LOW 0.8019
0.618 0.8019
1.000 0.8019
1.618 0.8019
2.618 0.8019
4.250 0.8019
Fisher Pivots for day following 13-Jan-2015
Pivot 1 day 3 day
R1 0.8019 0.8042
PP 0.8019 0.8034
S1 0.8019 0.8027

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

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