CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 17-Apr-2015
Day Change Summary
Previous Current
16-Apr-2015 17-Apr-2015 Change Change % Previous Week
Open 0.7649 0.7683 0.0034 0.4% 0.7492
High 0.7717 0.7690 -0.0027 -0.3% 0.7717
Low 0.7649 0.7683 0.0034 0.4% 0.7486
Close 0.7717 0.7683 -0.0034 -0.4% 0.7683
Range 0.0068 0.0007 -0.0061 -89.7% 0.0231
ATR 0.0062 0.0060 -0.0002 -3.2% 0.0000
Volume 3 6 3 100.0% 19
Daily Pivots for day following 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7706 0.7702 0.7687
R3 0.7699 0.7695 0.7685
R2 0.7692 0.7692 0.7684
R1 0.7688 0.7688 0.7684 0.7687
PP 0.7685 0.7685 0.7685 0.7685
S1 0.7681 0.7681 0.7682 0.7680
S2 0.7678 0.7678 0.7682
S3 0.7671 0.7674 0.7681
S4 0.7664 0.7667 0.7679
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8322 0.8233 0.7810
R3 0.8091 0.8002 0.7747
R2 0.7860 0.7860 0.7725
R1 0.7771 0.7771 0.7704 0.7816
PP 0.7629 0.7629 0.7629 0.7651
S1 0.7540 0.7540 0.7662 0.7585
S2 0.7398 0.7398 0.7641
S3 0.7167 0.7309 0.7619
S4 0.6936 0.7078 0.7556
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% 0.0038 0.5% 85% False False 3
10 0.7717 0.7486 0.0231 3.0% 0.0021 0.3% 85% False False 3
20 0.7860 0.7465 0.0395 5.1% 0.0030 0.4% 55% False False 7
40 0.7860 0.7448 0.0412 5.4% 0.0023 0.3% 57% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7720
2.618 0.7708
1.618 0.7701
1.000 0.7697
0.618 0.7694
HIGH 0.7690
0.618 0.7687
0.500 0.7687
0.382 0.7686
LOW 0.7683
0.618 0.7679
1.000 0.7676
1.618 0.7672
2.618 0.7665
4.250 0.7653
Fisher Pivots for day following 17-Apr-2015
Pivot 1 day 3 day
R1 0.7687 0.7662
PP 0.7685 0.7641
S1 0.7684 0.7621

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

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