CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 16-Apr-2015
Day Change Summary
Previous Current
15-Apr-2015 16-Apr-2015 Change Change % Previous Week
Open 0.7524 0.7649 0.0125 1.7% 0.7535
High 0.7589 0.7717 0.0128 1.7% 0.7600
Low 0.7524 0.7649 0.0125 1.7% 0.7519
Close 0.7589 0.7717 0.0128 1.7% 0.7587
Range 0.0065 0.0068 0.0003 4.6% 0.0081
ATR 0.0057 0.0062 0.0005 9.0% 0.0000
Volume 4 3 -1 -25.0% 19
Daily Pivots for day following 16-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7898 0.7876 0.7754
R3 0.7830 0.7808 0.7736
R2 0.7762 0.7762 0.7729
R1 0.7740 0.7740 0.7723 0.7751
PP 0.7694 0.7694 0.7694 0.7700
S1 0.7672 0.7672 0.7711 0.7683
S2 0.7626 0.7626 0.7705
S3 0.7558 0.7604 0.7698
S4 0.7490 0.7536 0.7680
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 0.7717 0.7486 0.0231 3.0% 0.0037 0.5% 100% True False 3
10 0.7717 0.7486 0.0231 3.0% 0.0024 0.3% 100% True False 8
20 0.7860 0.7465 0.0395 5.1% 0.0032 0.4% 64% False False 7
40 0.7860 0.7448 0.0412 5.3% 0.0023 0.3% 65% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.8006
2.618 0.7895
1.618 0.7827
1.000 0.7785
0.618 0.7759
HIGH 0.7717
0.618 0.7691
0.500 0.7683
0.382 0.7675
LOW 0.7649
0.618 0.7607
1.000 0.7581
1.618 0.7539
2.618 0.7471
4.250 0.7360
Fisher Pivots for day following 16-Apr-2015
Pivot 1 day 3 day
R1 0.7706 0.7679
PP 0.7694 0.7640
S1 0.7683 0.7602

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

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