CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 14-May-2015
Day Change Summary
Previous Current
13-May-2015 14-May-2015 Change Change % Previous Week
Open 0.8011 0.8046 0.0035 0.4% 0.7752
High 0.8011 0.8046 0.0035 0.4% 0.7874
Low 0.8011 0.7981 -0.0030 -0.4% 0.7752
Close 0.8011 0.7981 -0.0030 -0.4% 0.7828
Range 0.0000 0.0065 0.0065 0.0122
ATR 0.0062 0.0062 0.0000 0.4% 0.0000
Volume 4 4 0 0.0% 8
Daily Pivots for day following 14-May-2015
Classic Woodie Camarilla DeMark
R4 0.8198 0.8154 0.8017
R3 0.8133 0.8089 0.7999
R2 0.8068 0.8068 0.7993
R1 0.8024 0.8024 0.7987 0.8014
PP 0.8003 0.8003 0.8003 0.7997
S1 0.7959 0.7959 0.7975 0.7949
S2 0.7938 0.7938 0.7969
S3 0.7873 0.7894 0.7963
S4 0.7808 0.7829 0.7945
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8184 0.8128 0.7895
R3 0.8062 0.8006 0.7862
R2 0.7940 0.7940 0.7850
R1 0.7884 0.7884 0.7839 0.7912
PP 0.7818 0.7818 0.7818 0.7832
S1 0.7762 0.7762 0.7817 0.7790
S2 0.7696 0.7696 0.7806
S3 0.7574 0.7640 0.7794
S4 0.7452 0.7518 0.7761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8046 0.7815 0.0231 2.9% 0.0032 0.4% 72% True False 2
10 0.8046 0.7735 0.0311 3.9% 0.0029 0.4% 79% True False 4
20 0.8046 0.7611 0.0435 5.5% 0.0029 0.4% 85% True False 3
40 0.8046 0.7465 0.0581 7.3% 0.0030 0.4% 89% True False 5
60 0.8046 0.7448 0.0598 7.5% 0.0025 0.3% 89% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8322
2.618 0.8216
1.618 0.8151
1.000 0.8111
0.618 0.8086
HIGH 0.8046
0.618 0.8021
0.500 0.8014
0.382 0.8006
LOW 0.7981
0.618 0.7941
1.000 0.7916
1.618 0.7876
2.618 0.7811
4.250 0.7705
Fisher Pivots for day following 14-May-2015
Pivot 1 day 3 day
R1 0.8014 0.7964
PP 0.8003 0.7947
S1 0.7992 0.7931

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

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