CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 07-Apr-2015
Day Change Summary
Previous Current
06-Apr-2015 07-Apr-2015 Change Change % Previous Week
Open 0.7535 0.7538 0.0003 0.0% 0.7585
High 0.7535 0.7538 0.0003 0.0% 0.7606
Low 0.7519 0.7538 0.0019 0.3% 0.7465
Close 0.7532 0.7538 0.0006 0.1% 0.7566
Range 0.0016 0.0000 -0.0016 -100.0% 0.0141
ATR 0.0065 0.0061 -0.0004 -6.5% 0.0000
Volume 1 6 5 500.0% 74
Daily Pivots for day following 07-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7538 0.7538 0.7538
R3 0.7538 0.7538 0.7538
R2 0.7538 0.7538 0.7538
R1 0.7538 0.7538 0.7538 0.7538
PP 0.7538 0.7538 0.7538 0.7538
S1 0.7538 0.7538 0.7538 0.7538
S2 0.7538 0.7538 0.7538
S3 0.7538 0.7538 0.7538
S4 0.7538 0.7538 0.7538
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% 0.0027 0.4% 52% False False 12
10 0.7802 0.7465 0.0337 4.5% 0.0028 0.4% 22% False False 9
20 0.7860 0.7448 0.0412 5.5% 0.0033 0.4% 22% False False 9
40 0.7860 0.7448 0.0412 5.5% 0.0021 0.3% 22% False False 7
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 0.0001
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7538
2.618 0.7538
1.618 0.7538
1.000 0.7538
0.618 0.7538
HIGH 0.7538
0.618 0.7538
0.500 0.7538
0.382 0.7538
LOW 0.7538
0.618 0.7538
1.000 0.7538
1.618 0.7538
2.618 0.7538
4.250 0.7538
Fisher Pivots for day following 07-Apr-2015
Pivot 1 day 3 day
R1 0.7538 0.7563
PP 0.7538 0.7554
S1 0.7538 0.7546

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

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