CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 15-May-2015
Day Change Summary
Previous Current
14-May-2015 15-May-2015 Change Change % Previous Week
Open 0.8046 0.7959 -0.0087 -1.1% 0.7825
High 0.8046 0.7959 -0.0087 -1.1% 0.8046
Low 0.7981 0.7959 -0.0022 -0.3% 0.7815
Close 0.7981 0.7959 -0.0022 -0.3% 0.7959
Range 0.0065 0.0000 -0.0065 -100.0% 0.0231
ATR 0.0062 0.0059 -0.0003 -4.6% 0.0000
Volume 4 1 -3 -75.0% 13
Daily Pivots for day following 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.7959 0.7959 0.7959
R3 0.7959 0.7959 0.7959
R2 0.7959 0.7959 0.7959
R1 0.7959 0.7959 0.7959 0.7959
PP 0.7959 0.7959 0.7959 0.7959
S1 0.7959 0.7959 0.7959 0.7959
S2 0.7959 0.7959 0.7959
S3 0.7959 0.7959 0.7959
S4 0.7959 0.7959 0.7959
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.8633 0.8527 0.8086
R3 0.8402 0.8296 0.8023
R2 0.8171 0.8171 0.8001
R1 0.8065 0.8065 0.7980 0.8118
PP 0.7940 0.7940 0.7940 0.7967
S1 0.7834 0.7834 0.7938 0.7887
S2 0.7709 0.7709 0.7917
S3 0.7478 0.7603 0.7895
S4 0.7247 0.7372 0.7832
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% 62% False False 2
10 0.8046 0.7752 0.0294 3.7% 0.0024 0.3% 70% False False 2
20 0.8046 0.7611 0.0435 5.5% 0.0028 0.4% 80% False False 3
40 0.8046 0.7465 0.0581 7.3% 0.0029 0.4% 85% False False 5
60 0.8046 0.7448 0.0598 7.5% 0.0025 0.3% 85% False 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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7959
2.618 0.7959
1.618 0.7959
1.000 0.7959
0.618 0.7959
HIGH 0.7959
0.618 0.7959
0.500 0.7959
0.382 0.7959
LOW 0.7959
0.618 0.7959
1.000 0.7959
1.618 0.7959
2.618 0.7959
4.250 0.7959
Fisher Pivots for day following 15-May-2015
Pivot 1 day 3 day
R1 0.7959 0.8003
PP 0.7959 0.7988
S1 0.7959 0.7974

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

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