CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 0.7584 0.7448 -0.0136 -1.8% 0.7662
High 0.7584 0.7480 -0.0104 -1.4% 0.7707
Low 0.7504 0.7448 -0.0056 -0.7% 0.7608
Close 0.7504 0.7469 -0.0035 -0.5% 0.7608
Range 0.0080 0.0032 -0.0048 -60.0% 0.0099
ATR 0.0044 0.0045 0.0001 2.0% 0.0000
Volume 1 4 3 300.0% 20
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7562 0.7547 0.7487
R3 0.7530 0.7515 0.7478
R2 0.7498 0.7498 0.7475
R1 0.7483 0.7483 0.7472 0.7491
PP 0.7466 0.7466 0.7466 0.7469
S1 0.7451 0.7451 0.7466 0.7459
S2 0.7434 0.7434 0.7463
S3 0.7402 0.7419 0.7460
S4 0.7370 0.7387 0.7451
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7938 0.7872 0.7662
R3 0.7839 0.7773 0.7635
R2 0.7740 0.7740 0.7626
R1 0.7674 0.7674 0.7617 0.7658
PP 0.7641 0.7641 0.7641 0.7633
S1 0.7575 0.7575 0.7599 0.7559
S2 0.7542 0.7542 0.7590
S3 0.7443 0.7476 0.7581
S4 0.7344 0.7377 0.7554
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7661 0.7448 0.0213 2.9% 0.0022 0.3% 10% False True 1
10 0.7707 0.7448 0.0259 3.5% 0.0012 0.2% 8% False True 3
20 0.7770 0.7448 0.0322 4.3% 0.0009 0.1% 7% False True 4
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 0.7616
2.618 0.7564
1.618 0.7532
1.000 0.7512
0.618 0.7500
HIGH 0.7480
0.618 0.7468
0.500 0.7464
0.382 0.7460
LOW 0.7448
0.618 0.7428
1.000 0.7416
1.618 0.7396
2.618 0.7364
4.250 0.7312
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 0.7467 0.7524
PP 0.7466 0.7505
S1 0.7464 0.7487

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

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