CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 23-Apr-2015
Day Change Summary
Previous Current
22-Apr-2015 23-Apr-2015 Change Change % Previous Week
Open 0.7675 0.7625 -0.0050 -0.7% 0.7492
High 0.7675 0.7683 0.0008 0.1% 0.7717
Low 0.7675 0.7625 -0.0050 -0.7% 0.7486
Close 0.7675 0.7683 0.0008 0.1% 0.7683
Range 0.0000 0.0058 0.0058 0.0231
ATR 0.0057 0.0057 0.0000 0.1% 0.0000
Volume 1 1 0 0.0% 19
Daily Pivots for day following 23-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7838 0.7818 0.7715
R3 0.7780 0.7760 0.7699
R2 0.7722 0.7722 0.7694
R1 0.7702 0.7702 0.7688 0.7712
PP 0.7664 0.7664 0.7664 0.7669
S1 0.7644 0.7644 0.7678 0.7654
S2 0.7606 0.7606 0.7672
S3 0.7548 0.7586 0.7667
S4 0.7490 0.7528 0.7651
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 0.7690 0.7611 0.0079 1.0% 0.0013 0.2% 91% False False 2
10 0.7717 0.7486 0.0231 3.0% 0.0025 0.3% 85% False False 2
20 0.7717 0.7465 0.0252 3.3% 0.0022 0.3% 87% False False 6
40 0.7860 0.7448 0.0412 5.4% 0.0025 0.3% 57% False False 6
60 0.7860 0.7448 0.0412 5.4% 0.0021 0.3% 57% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7930
2.618 0.7835
1.618 0.7777
1.000 0.7741
0.618 0.7719
HIGH 0.7683
0.618 0.7661
0.500 0.7654
0.382 0.7647
LOW 0.7625
0.618 0.7589
1.000 0.7567
1.618 0.7531
2.618 0.7473
4.250 0.7379
Fisher Pivots for day following 23-Apr-2015
Pivot 1 day 3 day
R1 0.7673 0.7671
PP 0.7664 0.7659
S1 0.7654 0.7647

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

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