CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 14-Jan-2015
Day Change Summary
Previous Current
13-Jan-2015 14-Jan-2015 Change Change % Previous Week
Open 0.8019 0.8013 -0.0006 -0.1% 0.7957
High 0.8019 0.8013 -0.0006 -0.1% 0.8064
Low 0.8019 0.7983 -0.0036 -0.4% 0.7947
Close 0.8019 0.8013 -0.0006 -0.1% 0.8064
Range 0.0000 0.0030 0.0030 0.0117
ATR 0.0034 0.0034 0.0000 0.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 14-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8093 0.8083 0.8030
R3 0.8063 0.8053 0.8021
R2 0.8033 0.8033 0.8019
R1 0.8023 0.8023 0.8016 0.8028
PP 0.8003 0.8003 0.8003 0.8006
S1 0.7993 0.7993 0.8010 0.7998
S2 0.7973 0.7973 0.8008
S3 0.7943 0.7963 0.8005
S4 0.7913 0.7933 0.7997
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 0.7975 0.0089 1.1% 0.0006 0.1% 43% False False 1
10 0.8064 0.7947 0.0117 1.5% 0.0003 0.0% 56% False False 1
20 0.8064 0.7947 0.0117 1.5% 0.0004 0.0% 56% False False 1
40 0.8543 0.7947 0.0596 7.4% 0.0004 0.1% 11% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.8141
2.618 0.8092
1.618 0.8062
1.000 0.8043
0.618 0.8032
HIGH 0.8013
0.618 0.8002
0.500 0.7998
0.382 0.7994
LOW 0.7983
0.618 0.7964
1.000 0.7953
1.618 0.7934
2.618 0.7904
4.250 0.7856
Fisher Pivots for day following 14-Jan-2015
Pivot 1 day 3 day
R1 0.8008 0.8011
PP 0.8003 0.8008
S1 0.7998 0.8006

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

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