CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 05-May-2015
Day Change Summary
Previous Current
04-May-2015 05-May-2015 Change Change % Previous Week
Open 0.7752 0.7778 0.0026 0.3% 0.7774
High 0.7757 0.7852 0.0095 1.2% 0.7938
Low 0.7752 0.7778 0.0026 0.3% 0.7735
Close 0.7757 0.7852 0.0095 1.2% 0.7735
Range 0.0005 0.0074 0.0069 1,380.0% 0.0203
ATR 0.0064 0.0066 0.0002 3.4% 0.0000
Volume 1 1 0 0.0% 37
Daily Pivots for day following 05-May-2015
Classic Woodie Camarilla DeMark
R4 0.8049 0.8025 0.7893
R3 0.7975 0.7951 0.7872
R2 0.7901 0.7901 0.7866
R1 0.7877 0.7877 0.7859 0.7889
PP 0.7827 0.7827 0.7827 0.7834
S1 0.7803 0.7803 0.7845 0.7815
S2 0.7753 0.7753 0.7838
S3 0.7679 0.7729 0.7832
S4 0.7605 0.7655 0.7811
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% 0.0043 0.5% 58% False False 6
10 0.7938 0.7625 0.0313 4.0% 0.0041 0.5% 73% False False 4
20 0.7938 0.7486 0.0452 5.8% 0.0030 0.4% 81% False False 3
40 0.7938 0.7448 0.0490 6.2% 0.0031 0.4% 82% False False 6
60 0.7938 0.7448 0.0490 6.2% 0.0024 0.3% 82% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8167
2.618 0.8046
1.618 0.7972
1.000 0.7926
0.618 0.7898
HIGH 0.7852
0.618 0.7824
0.500 0.7815
0.382 0.7806
LOW 0.7778
0.618 0.7732
1.000 0.7704
1.618 0.7658
2.618 0.7584
4.250 0.7464
Fisher Pivots for day following 05-May-2015
Pivot 1 day 3 day
R1 0.7840 0.7833
PP 0.7827 0.7813
S1 0.7815 0.7794

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

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