CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 29-Apr-2015
Day Change Summary
Previous Current
28-Apr-2015 29-Apr-2015 Change Change % Previous Week
Open 0.7803 0.7938 0.0135 1.7% 0.7623
High 0.7917 0.7938 0.0021 0.3% 0.7729
Low 0.7803 0.7938 0.0135 1.7% 0.7611
Close 0.7917 0.7938 0.0021 0.3% 0.7729
Range 0.0114 0.0000 -0.0114 -100.0% 0.0118
ATR 0.0063 0.0060 -0.0003 -4.8% 0.0000
Volume 3 5 2 66.7% 6
Daily Pivots for day following 29-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7938 0.7938 0.7938
R3 0.7938 0.7938 0.7938
R2 0.7938 0.7938 0.7938
R1 0.7938 0.7938 0.7938 0.7938
PP 0.7938 0.7938 0.7938 0.7938
S1 0.7938 0.7938 0.7938 0.7938
S2 0.7938 0.7938 0.7938
S3 0.7938 0.7938 0.7938
S4 0.7938 0.7938 0.7938
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 0.7938 0.7625 0.0313 3.9% 0.0039 0.5% 100% True False 2
10 0.7938 0.7611 0.0327 4.1% 0.0027 0.3% 100% True False 2
20 0.7938 0.7465 0.0473 6.0% 0.0024 0.3% 100% True False 5
40 0.7938 0.7448 0.0490 6.2% 0.0028 0.4% 100% True False 6
60 0.7938 0.7448 0.0490 6.2% 0.0021 0.3% 100% True False 5
Crabel Price Patterns
NR True
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7938
2.618 0.7938
1.618 0.7938
1.000 0.7938
0.618 0.7938
HIGH 0.7938
0.618 0.7938
0.500 0.7938
0.382 0.7938
LOW 0.7938
0.618 0.7938
1.000 0.7938
1.618 0.7938
2.618 0.7938
4.250 0.7938
Fisher Pivots for day following 29-Apr-2015
Pivot 1 day 3 day
R1 0.7938 0.7908
PP 0.7938 0.7878
S1 0.7938 0.7848

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

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