CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 21-Apr-2015
Day Change Summary
Previous Current
20-Apr-2015 21-Apr-2015 Change Change % Previous Week
Open 0.7623 0.7611 -0.0012 -0.2% 0.7492
High 0.7623 0.7611 -0.0012 -0.2% 0.7717
Low 0.7623 0.7611 -0.0012 -0.2% 0.7486
Close 0.7623 0.7611 -0.0012 -0.2% 0.7683
Range
ATR 0.0060 0.0056 -0.0003 -5.7% 0.0000
Volume 1 1 0 0.0% 19
Daily Pivots for day following 21-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7611 0.7611 0.7611
R3 0.7611 0.7611 0.7611
R2 0.7611 0.7611 0.7611
R1 0.7611 0.7611 0.7611 0.7611
PP 0.7611 0.7611 0.7611 0.7611
S1 0.7611 0.7611 0.7611 0.7611
S2 0.7611 0.7611 0.7611
S3 0.7611 0.7611 0.7611
S4 0.7611 0.7611 0.7611
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 0.7524 0.0193 2.5% 0.0028 0.4% 45% False False 3
10 0.7717 0.7486 0.0231 3.0% 0.0019 0.3% 54% False False 3
20 0.7802 0.7465 0.0337 4.4% 0.0024 0.3% 43% False False 6
40 0.7860 0.7448 0.0412 5.4% 0.0023 0.3% 40% False False 6
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.7611
2.618 0.7611
1.618 0.7611
1.000 0.7611
0.618 0.7611
HIGH 0.7611
0.618 0.7611
0.500 0.7611
0.382 0.7611
LOW 0.7611
0.618 0.7611
1.000 0.7611
1.618 0.7611
2.618 0.7611
4.250 0.7611
Fisher Pivots for day following 21-Apr-2015
Pivot 1 day 3 day
R1 0.7611 0.7651
PP 0.7611 0.7637
S1 0.7611 0.7624

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

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