CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 26-Mar-2015
Day Change Summary
Previous Current
25-Mar-2015 26-Mar-2015 Change Change % Previous Week
Open 0.7802 0.7736 -0.0066 -0.8% 0.7533
High 0.7802 0.7736 -0.0066 -0.8% 0.7668
Low 0.7736 0.7713 -0.0023 -0.3% 0.7500
Close 0.7736 0.7713 -0.0023 -0.3% 0.7668
Range 0.0066 0.0023 -0.0043 -65.2% 0.0168
ATR 0.0070 0.0066 -0.0003 -4.8% 0.0000
Volume 5 1 -4 -80.0% 56
Daily Pivots for day following 26-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7790 0.7774 0.7726
R3 0.7767 0.7751 0.7719
R2 0.7744 0.7744 0.7717
R1 0.7728 0.7728 0.7715 0.7725
PP 0.7721 0.7721 0.7721 0.7719
S1 0.7705 0.7705 0.7711 0.7702
S2 0.7698 0.7698 0.7709
S3 0.7675 0.7682 0.7707
S4 0.7652 0.7659 0.7700
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 0.7620 0.0240 3.1% 0.0052 0.7% 39% False False 5
10 0.7860 0.7500 0.0360 4.7% 0.0044 0.6% 59% False False 8
20 0.7860 0.7448 0.0412 5.3% 0.0028 0.4% 64% False False 6
40 0.7860 0.7448 0.0412 5.3% 0.0020 0.3% 64% False False 5
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7834
2.618 0.7796
1.618 0.7773
1.000 0.7759
0.618 0.7750
HIGH 0.7736
0.618 0.7727
0.500 0.7725
0.382 0.7722
LOW 0.7713
0.618 0.7699
1.000 0.7690
1.618 0.7676
2.618 0.7653
4.250 0.7615
Fisher Pivots for day following 26-Mar-2015
Pivot 1 day 3 day
R1 0.7725 0.7787
PP 0.7721 0.7762
S1 0.7717 0.7738

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

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