CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 01-May-2015
Day Change Summary
Previous Current
30-Apr-2015 01-May-2015 Change Change % Previous Week
Open 0.7889 0.7780 -0.0109 -1.4% 0.7774
High 0.7889 0.7780 -0.0109 -1.4% 0.7938
Low 0.7800 0.7735 -0.0065 -0.8% 0.7735
Close 0.7824 0.7735 -0.0089 -1.1% 0.7735
Range 0.0089 0.0045 -0.0044 -49.4% 0.0203
ATR 0.0066 0.0067 0.0002 2.5% 0.0000
Volume 5 22 17 340.0% 37
Daily Pivots for day following 01-May-2015
Classic Woodie Camarilla DeMark
R4 0.7885 0.7855 0.7760
R3 0.7840 0.7810 0.7747
R2 0.7795 0.7795 0.7743
R1 0.7765 0.7765 0.7739 0.7758
PP 0.7750 0.7750 0.7750 0.7746
S1 0.7720 0.7720 0.7731 0.7713
S2 0.7705 0.7705 0.7727
S3 0.7660 0.7675 0.7723
S4 0.7615 0.7630 0.7710
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 0.8412 0.8276 0.7847
R3 0.8209 0.8073 0.7791
R2 0.8006 0.8006 0.7772
R1 0.7870 0.7870 0.7754 0.7837
PP 0.7803 0.7803 0.7803 0.7786
S1 0.7667 0.7667 0.7716 0.7634
S2 0.7600 0.7600 0.7698
S3 0.7397 0.7464 0.7679
S4 0.7194 0.7261 0.7623
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7938 0.7735 0.0203 2.6% 0.0054 0.7% 0% False True 7
10 0.7938 0.7611 0.0327 4.2% 0.0033 0.4% 38% False False 4
20 0.7938 0.7486 0.0452 5.8% 0.0027 0.3% 55% False False 4
40 0.7938 0.7448 0.0490 6.3% 0.0031 0.4% 59% False False 6
60 0.7938 0.7448 0.0490 6.3% 0.0023 0.3% 59% False False 6
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7971
2.618 0.7898
1.618 0.7853
1.000 0.7825
0.618 0.7808
HIGH 0.7780
0.618 0.7763
0.500 0.7758
0.382 0.7752
LOW 0.7735
0.618 0.7707
1.000 0.7690
1.618 0.7662
2.618 0.7617
4.250 0.7544
Fisher Pivots for day following 01-May-2015
Pivot 1 day 3 day
R1 0.7758 0.7837
PP 0.7750 0.7803
S1 0.7743 0.7769

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

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