CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 28-Apr-2015
Day Change Summary
Previous Current
27-Apr-2015 28-Apr-2015 Change Change % Previous Week
Open 0.7774 0.7803 0.0029 0.4% 0.7623
High 0.7778 0.7917 0.0139 1.8% 0.7729
Low 0.7757 0.7803 0.0046 0.6% 0.7611
Close 0.7757 0.7917 0.0160 2.1% 0.7729
Range 0.0021 0.0114 0.0093 442.9% 0.0118
ATR 0.0056 0.0063 0.0007 13.4% 0.0000
Volume 2 3 1 50.0% 6
Daily Pivots for day following 28-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8221 0.8183 0.7980
R3 0.8107 0.8069 0.7948
R2 0.7993 0.7993 0.7938
R1 0.7955 0.7955 0.7927 0.7974
PP 0.7879 0.7879 0.7879 0.7889
S1 0.7841 0.7841 0.7907 0.7860
S2 0.7765 0.7765 0.7896
S3 0.7651 0.7727 0.7886
S4 0.7537 0.7613 0.7854
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8044 0.8004 0.7794
R3 0.7926 0.7886 0.7761
R2 0.7808 0.7808 0.7751
R1 0.7768 0.7768 0.7740 0.7788
PP 0.7690 0.7690 0.7690 0.7700
S1 0.7650 0.7650 0.7718 0.7670
S2 0.7572 0.7572 0.7707
S3 0.7454 0.7532 0.7697
S4 0.7336 0.7414 0.7664
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7917 0.7625 0.0292 3.7% 0.0039 0.5% 100% True False 1
10 0.7917 0.7524 0.0393 5.0% 0.0033 0.4% 100% True False 2
20 0.7917 0.7465 0.0452 5.7% 0.0026 0.3% 100% True False 5
40 0.7917 0.7448 0.0469 5.9% 0.0028 0.4% 100% True False 6
60 0.7917 0.7448 0.0469 5.9% 0.0022 0.3% 100% True False 5
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 29 trading days
Fibonacci Retracements and Extensions
4.250 0.8402
2.618 0.8215
1.618 0.8101
1.000 0.8031
0.618 0.7987
HIGH 0.7917
0.618 0.7873
0.500 0.7860
0.382 0.7847
LOW 0.7803
0.618 0.7733
1.000 0.7689
1.618 0.7619
2.618 0.7505
4.250 0.7319
Fisher Pivots for day following 28-Apr-2015
Pivot 1 day 3 day
R1 0.7898 0.7886
PP 0.7879 0.7854
S1 0.7860 0.7823

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

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