CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 0.7448 0.7573 0.0125 1.7% 0.7662
High 0.7480 0.7573 0.0093 1.2% 0.7707
Low 0.7448 0.7573 0.0125 1.7% 0.7608
Close 0.7469 0.7573 0.0104 1.4% 0.7608
Range 0.0032 0.0000 -0.0032 -100.0% 0.0099
ATR 0.0045 0.0049 0.0004 9.4% 0.0000
Volume 4 11 7 175.0% 20
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7573 0.7573 0.7573
R3 0.7573 0.7573 0.7573
R2 0.7573 0.7573 0.7573
R1 0.7573 0.7573 0.7573 0.7573
PP 0.7573 0.7573 0.7573 0.7573
S1 0.7573 0.7573 0.7573 0.7573
S2 0.7573 0.7573 0.7573
S3 0.7573 0.7573 0.7573
S4 0.7573 0.7573 0.7573
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 0.7608 0.7448 0.0160 2.1% 0.0022 0.3% 78% False False 3
10 0.7707 0.7448 0.0259 3.4% 0.0012 0.2% 48% False False 4
20 0.7770 0.7448 0.0322 4.3% 0.0008 0.1% 39% False False 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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7573
2.618 0.7573
1.618 0.7573
1.000 0.7573
0.618 0.7573
HIGH 0.7573
0.618 0.7573
0.500 0.7573
0.382 0.7573
LOW 0.7573
0.618 0.7573
1.000 0.7573
1.618 0.7573
2.618 0.7573
4.250 0.7573
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 0.7573 0.7554
PP 0.7573 0.7535
S1 0.7573 0.7516

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

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