CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 13-Apr-2015
Day Change Summary
Previous Current
10-Apr-2015 13-Apr-2015 Change Change % Previous Week
Open 0.7587 0.7492 -0.0095 -1.3% 0.7535
High 0.7587 0.7492 -0.0095 -1.3% 0.7600
Low 0.7587 0.7492 -0.0095 -1.3% 0.7519
Close 0.7587 0.7492 -0.0095 -1.3% 0.7587
Range
ATR 0.0053 0.0056 0.0003 5.6% 0.0000
Volume 3 3 0 0.0% 19
Daily Pivots for day following 13-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7492 0.7492 0.7492
R3 0.7492 0.7492 0.7492
R2 0.7492 0.7492 0.7492
R1 0.7492 0.7492 0.7492 0.7492
PP 0.7492 0.7492 0.7492 0.7492
S1 0.7492 0.7492 0.7492 0.7492
S2 0.7492 0.7492 0.7492
S3 0.7492 0.7492 0.7492
S4 0.7492 0.7492 0.7492
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7812 0.7780 0.7632
R3 0.7731 0.7699 0.7609
R2 0.7650 0.7650 0.7602
R1 0.7618 0.7618 0.7594 0.7634
PP 0.7569 0.7569 0.7569 0.7577
S1 0.7537 0.7537 0.7580 0.7553
S2 0.7488 0.7488 0.7572
S3 0.7407 0.7456 0.7565
S4 0.7326 0.7375 0.7542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7600 0.7492 0.0108 1.4% 0.0000 0.0% 0% False True 4
10 0.7606 0.7465 0.0141 1.9% 0.0015 0.2% 19% False False 8
20 0.7860 0.7465 0.0395 5.3% 0.0031 0.4% 7% False False 8
40 0.7860 0.7448 0.0412 5.5% 0.0020 0.3% 11% False False 7
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 0.7492
2.618 0.7492
1.618 0.7492
1.000 0.7492
0.618 0.7492
HIGH 0.7492
0.618 0.7492
0.500 0.7492
0.382 0.7492
LOW 0.7492
0.618 0.7492
1.000 0.7492
1.618 0.7492
2.618 0.7492
4.250 0.7492
Fisher Pivots for day following 13-Apr-2015
Pivot 1 day 3 day
R1 0.7492 0.7542
PP 0.7492 0.7525
S1 0.7492 0.7509

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

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