CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 27-Mar-2015
Day Change Summary
Previous Current
26-Mar-2015 27-Mar-2015 Change Change % Previous Week
Open 0.7736 0.7659 -0.0077 -1.0% 0.7792
High 0.7736 0.7659 -0.0077 -1.0% 0.7860
Low 0.7713 0.7659 -0.0054 -0.7% 0.7659
Close 0.7713 0.7659 -0.0054 -0.7% 0.7659
Range 0.0023 0.0000 -0.0023 -100.0% 0.0201
ATR 0.0066 0.0065 -0.0001 -1.3% 0.0000
Volume 1 10 9 900.0% 31
Daily Pivots for day following 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7659 0.7659 0.7659
R3 0.7659 0.7659 0.7659
R2 0.7659 0.7659 0.7659
R1 0.7659 0.7659 0.7659 0.7659
PP 0.7659 0.7659 0.7659 0.7659
S1 0.7659 0.7659 0.7659 0.7659
S2 0.7659 0.7659 0.7659
S3 0.7659 0.7659 0.7659
S4 0.7659 0.7659 0.7659
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8329 0.8195 0.7770
R3 0.8128 0.7994 0.7714
R2 0.7927 0.7927 0.7696
R1 0.7793 0.7793 0.7677 0.7760
PP 0.7726 0.7726 0.7726 0.7709
S1 0.7592 0.7592 0.7641 0.7559
S2 0.7525 0.7525 0.7622
S3 0.7324 0.7391 0.7604
S4 0.7123 0.7190 0.7548
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7860 0.7659 0.0201 2.6% 0.0042 0.6% 0% False True 6
10 0.7860 0.7500 0.0360 4.7% 0.0044 0.6% 44% False False 8
20 0.7860 0.7448 0.0412 5.4% 0.0028 0.4% 51% False False 6
40 0.7860 0.7448 0.0412 5.4% 0.0019 0.2% 51% False False 5
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 0.0002
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7659
2.618 0.7659
1.618 0.7659
1.000 0.7659
0.618 0.7659
HIGH 0.7659
0.618 0.7659
0.500 0.7659
0.382 0.7659
LOW 0.7659
0.618 0.7659
1.000 0.7659
1.618 0.7659
2.618 0.7659
4.250 0.7659
Fisher Pivots for day following 27-Mar-2015
Pivot 1 day 3 day
R1 0.7659 0.7731
PP 0.7659 0.7707
S1 0.7659 0.7683

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

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