CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 06-Apr-2015
Day Change Summary
Previous Current
03-Apr-2015 06-Apr-2015 Change Change % Previous Week
Open 0.7606 0.7535 -0.0071 -0.9% 0.7585
High 0.7606 0.7535 -0.0071 -0.9% 0.7606
Low 0.7566 0.7519 -0.0047 -0.6% 0.7465
Close 0.7566 0.7532 -0.0034 -0.4% 0.7566
Range 0.0040 0.0016 -0.0024 -60.0% 0.0141
ATR 0.0066 0.0065 -0.0001 -2.1% 0.0000
Volume 53 1 -52 -98.1% 74
Daily Pivots for day following 06-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7577 0.7570 0.7541
R3 0.7561 0.7554 0.7536
R2 0.7545 0.7545 0.7535
R1 0.7538 0.7538 0.7533 0.7534
PP 0.7529 0.7529 0.7529 0.7526
S1 0.7522 0.7522 0.7531 0.7518
S2 0.7513 0.7513 0.7529
S3 0.7497 0.7506 0.7528
S4 0.7481 0.7490 0.7523
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% 0.0031 0.4% 48% False False 13
10 0.7860 0.7465 0.0395 5.2% 0.0038 0.5% 17% False False 10
20 0.7860 0.7448 0.0412 5.5% 0.0037 0.5% 20% False False 9
40 0.7860 0.7448 0.0412 5.5% 0.0021 0.3% 20% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7603
2.618 0.7577
1.618 0.7561
1.000 0.7551
0.618 0.7545
HIGH 0.7535
0.618 0.7529
0.500 0.7527
0.382 0.7525
LOW 0.7519
0.618 0.7509
1.000 0.7503
1.618 0.7493
2.618 0.7477
4.250 0.7451
Fisher Pivots for day following 06-Apr-2015
Pivot 1 day 3 day
R1 0.7530 0.7536
PP 0.7529 0.7534
S1 0.7527 0.7533

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

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