CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 20-May-2015
Day Change Summary
Previous Current
19-May-2015 20-May-2015 Change Change % Previous Week
Open 0.7945 0.7862 -0.0083 -1.0% 0.7872
High 0.7956 0.7880 -0.0076 -1.0% 0.8109
Low 0.7858 0.7819 -0.0039 -0.5% 0.7827
Close 0.7866 0.7851 -0.0015 -0.2% 0.7995
Range 0.0098 0.0061 -0.0037 -37.8% 0.0282
ATR 0.0098 0.0095 -0.0003 -2.7% 0.0000
Volume 1,200 423 -777 -64.8% 1,230
Daily Pivots for day following 20-May-2015
Classic Woodie Camarilla DeMark
R4 0.8033 0.8003 0.7885
R3 0.7972 0.7942 0.7868
R2 0.7911 0.7911 0.7862
R1 0.7881 0.7881 0.7857 0.7866
PP 0.7850 0.7850 0.7850 0.7842
S1 0.7820 0.7820 0.7845 0.7805
S2 0.7789 0.7789 0.7840
S3 0.7728 0.7759 0.7834
S4 0.7667 0.7698 0.7817
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.8823 0.8691 0.8150
R3 0.8541 0.8409 0.8073
R2 0.8259 0.8259 0.8047
R1 0.8127 0.8127 0.8021 0.8193
PP 0.7977 0.7977 0.7977 0.8010
S1 0.7845 0.7845 0.7969 0.7911
S2 0.7695 0.7695 0.7943
S3 0.7413 0.7563 0.7917
S4 0.7131 0.7281 0.7840
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8109 0.7819 0.0290 3.7% 0.0083 1.1% 11% False True 527
10 0.8109 0.7814 0.0295 3.8% 0.0095 1.2% 13% False False 339
20 0.8109 0.7660 0.0449 5.7% 0.0096 1.2% 43% False False 284
40 0.8109 0.7470 0.0639 8.1% 0.0089 1.1% 60% False False 187
60 0.8109 0.7470 0.0639 8.1% 0.0079 1.0% 60% False False 131
80 0.8109 0.7470 0.0639 8.1% 0.0065 0.8% 60% False False 100
100 0.8138 0.7470 0.0668 8.5% 0.0055 0.7% 57% False False 80
120 0.8342 0.7470 0.0872 11.1% 0.0047 0.6% 44% False False 67
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0017
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8139
2.618 0.8040
1.618 0.7979
1.000 0.7941
0.618 0.7918
HIGH 0.7880
0.618 0.7857
0.500 0.7850
0.382 0.7842
LOW 0.7819
0.618 0.7781
1.000 0.7758
1.618 0.7720
2.618 0.7659
4.250 0.7560
Fisher Pivots for day following 20-May-2015
Pivot 1 day 3 day
R1 0.7851 0.7907
PP 0.7850 0.7888
S1 0.7850 0.7870

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

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