CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 21-Jan-2015
Day Change Summary
Previous Current
20-Jan-2015 21-Jan-2015 Change Change % Previous Week
Open 0.8138 0.8008 -0.0130 -1.6% 0.8028
High 0.8138 0.8008 -0.0130 -1.6% 0.8098
Low 0.8042 0.7963 -0.0079 -1.0% 0.7983
Close 0.8042 0.7963 -0.0079 -1.0% 0.8098
Range 0.0096 0.0045 -0.0051 -53.1% 0.0115
ATR 0.0039 0.0042 0.0003 7.2% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 21-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8113 0.8083 0.7988
R3 0.8068 0.8038 0.7975
R2 0.8023 0.8023 0.7971
R1 0.7993 0.7993 0.7967 0.7986
PP 0.7978 0.7978 0.7978 0.7974
S1 0.7948 0.7948 0.7959 0.7941
S2 0.7933 0.7933 0.7955
S3 0.7888 0.7903 0.7951
S4 0.7843 0.7858 0.7938
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8405 0.8366 0.8161
R3 0.8290 0.8251 0.8130
R2 0.8175 0.8175 0.8119
R1 0.8136 0.8136 0.8109 0.8156
PP 0.8060 0.8060 0.8060 0.8069
S1 0.8021 0.8021 0.8087 0.8041
S2 0.7945 0.7945 0.8077
S3 0.7830 0.7906 0.8066
S4 0.7715 0.7791 0.8035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8138 0.7963 0.0175 2.2% 0.0040 0.5% 0% False True 1
10 0.8138 0.7947 0.0191 2.4% 0.0021 0.3% 8% False False 1
20 0.8138 0.7947 0.0191 2.4% 0.0010 0.1% 8% False False 1
40 0.8481 0.7947 0.0534 6.7% 0.0008 0.1% 3% False False 1
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8199
2.618 0.8126
1.618 0.8081
1.000 0.8053
0.618 0.8036
HIGH 0.8008
0.618 0.7991
0.500 0.7986
0.382 0.7980
LOW 0.7963
0.618 0.7935
1.000 0.7918
1.618 0.7890
2.618 0.7845
4.250 0.7772
Fisher Pivots for day following 21-Jan-2015
Pivot 1 day 3 day
R1 0.7986 0.8051
PP 0.7978 0.8021
S1 0.7971 0.7992

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

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