CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 24-Mar-2015
Day Change Summary
Previous Current
23-Mar-2015 24-Mar-2015 Change Change % Previous Week
Open 0.7792 0.7860 0.0068 0.9% 0.7533
High 0.7792 0.7860 0.0068 0.9% 0.7668
Low 0.7769 0.7761 -0.0008 -0.1% 0.7500
Close 0.7773 0.7761 -0.0012 -0.2% 0.7668
Range 0.0023 0.0099 0.0076 330.4% 0.0168
ATR 0.0068 0.0070 0.0002 3.3% 0.0000
Volume 2 13 11 550.0% 56
Daily Pivots for day following 24-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8091 0.8025 0.7815
R3 0.7992 0.7926 0.7788
R2 0.7893 0.7893 0.7779
R1 0.7827 0.7827 0.7770 0.7811
PP 0.7794 0.7794 0.7794 0.7786
S1 0.7728 0.7728 0.7752 0.7712
S2 0.7695 0.7695 0.7743
S3 0.7596 0.7629 0.7734
S4 0.7497 0.7530 0.7707
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8116 0.8060 0.7760
R3 0.7948 0.7892 0.7714
R2 0.7780 0.7780 0.7699
R1 0.7724 0.7724 0.7683 0.7752
PP 0.7612 0.7612 0.7612 0.7626
S1 0.7556 0.7556 0.7653 0.7584
S2 0.7444 0.7444 0.7637
S3 0.7276 0.7388 0.7622
S4 0.7108 0.7220 0.7576
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7860 0.7500 0.0360 4.6% 0.0069 0.9% 73% True False 9
10 0.7860 0.7448 0.0412 5.3% 0.0038 0.5% 76% True False 9
20 0.7860 0.7448 0.0412 5.3% 0.0023 0.3% 76% True False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8281
2.618 0.8119
1.618 0.8020
1.000 0.7959
0.618 0.7921
HIGH 0.7860
0.618 0.7822
0.500 0.7811
0.382 0.7799
LOW 0.7761
0.618 0.7700
1.000 0.7662
1.618 0.7601
2.618 0.7502
4.250 0.7340
Fisher Pivots for day following 24-Mar-2015
Pivot 1 day 3 day
R1 0.7811 0.7754
PP 0.7794 0.7747
S1 0.7778 0.7740

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

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