CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 03-Apr-2015
Day Change Summary
Previous Current
02-Apr-2015 03-Apr-2015 Change Change % Previous Week
Open 0.7511 0.7606 0.0095 1.3% 0.7585
High 0.7511 0.7606 0.0095 1.3% 0.7606
Low 0.7465 0.7566 0.0101 1.4% 0.7465
Close 0.7492 0.7566 0.0074 1.0% 0.7566
Range 0.0046 0.0040 -0.0006 -13.0% 0.0141
ATR 0.0063 0.0066 0.0004 5.8% 0.0000
Volume 2 53 51 2,550.0% 74
Daily Pivots for day following 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7699 0.7673 0.7588
R3 0.7659 0.7633 0.7577
R2 0.7619 0.7619 0.7573
R1 0.7593 0.7593 0.7570 0.7586
PP 0.7579 0.7579 0.7579 0.7576
S1 0.7553 0.7553 0.7562 0.7546
S2 0.7539 0.7539 0.7559
S3 0.7499 0.7513 0.7555
S4 0.7459 0.7473 0.7544
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7969 0.7908 0.7644
R3 0.7828 0.7767 0.7605
R2 0.7687 0.7687 0.7592
R1 0.7626 0.7626 0.7579 0.7586
PP 0.7546 0.7546 0.7546 0.7526
S1 0.7485 0.7485 0.7553 0.7445
S2 0.7405 0.7405 0.7540
S3 0.7264 0.7344 0.7527
S4 0.7123 0.7203 0.7488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7606 0.7465 0.0141 1.9% 0.0035 0.5% 72% True False 14
10 0.7860 0.7465 0.0395 5.2% 0.0038 0.5% 26% False False 10
20 0.7860 0.7448 0.0412 5.4% 0.0036 0.5% 29% False False 9
40 0.7860 0.7448 0.0412 5.4% 0.0021 0.3% 29% False False 7
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7776
2.618 0.7711
1.618 0.7671
1.000 0.7646
0.618 0.7631
HIGH 0.7606
0.618 0.7591
0.500 0.7586
0.382 0.7581
LOW 0.7566
0.618 0.7541
1.000 0.7526
1.618 0.7501
2.618 0.7461
4.250 0.7396
Fisher Pivots for day following 03-Apr-2015
Pivot 1 day 3 day
R1 0.7586 0.7556
PP 0.7579 0.7546
S1 0.7573 0.7536

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

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