CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 22-May-2015
Day Change Summary
Previous Current
21-May-2015 22-May-2015 Change Change % Previous Week
Open 0.7810 0.7745 -0.0065 -0.8% 0.7894
High 0.7810 0.7745 -0.0065 -0.8% 0.7894
Low 0.7810 0.7745 -0.0065 -0.8% 0.7745
Close 0.7810 0.7745 -0.0065 -0.8% 0.7745
Range
ATR 0.0055 0.0056 0.0001 1.3% 0.0000
Volume 2 2 0 0.0% 7
Daily Pivots for day following 22-May-2015
Classic Woodie Camarilla DeMark
R4 0.7745 0.7745 0.7745
R3 0.7745 0.7745 0.7745
R2 0.7745 0.7745 0.7745
R1 0.7745 0.7745 0.7745 0.7745
PP 0.7745 0.7745 0.7745 0.7745
S1 0.7745 0.7745 0.7745 0.7745
S2 0.7745 0.7745 0.7745
S3 0.7745 0.7745 0.7745
S4 0.7745 0.7745 0.7745
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 0.8242 0.8142 0.7827
R3 0.8093 0.7993 0.7786
R2 0.7944 0.7944 0.7772
R1 0.7844 0.7844 0.7759 0.7820
PP 0.7795 0.7795 0.7795 0.7782
S1 0.7695 0.7695 0.7731 0.7671
S2 0.7646 0.7646 0.7718
S3 0.7497 0.7546 0.7704
S4 0.7348 0.7397 0.7663
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7894 0.7745 0.0149 1.9% 0.0005 0.1% 0% False True 1
10 0.8046 0.7745 0.0301 3.9% 0.0019 0.2% 0% False True 2
20 0.8046 0.7735 0.0311 4.0% 0.0027 0.3% 3% False False 3
40 0.8046 0.7465 0.0581 7.5% 0.0024 0.3% 48% False False 4
60 0.8046 0.7448 0.0598 7.7% 0.0025 0.3% 50% False False 5
80 0.8046 0.7448 0.0598 7.7% 0.0022 0.3% 50% False False 5
Crabel Price Patterns
NR False
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 0.0001
Fibonacci Retracements and Extensions
4.250 0.7745
2.618 0.7745
1.618 0.7745
1.000 0.7745
0.618 0.7745
HIGH 0.7745
0.618 0.7745
0.500 0.7745
0.382 0.7745
LOW 0.7745
0.618 0.7745
1.000 0.7745
1.618 0.7745
2.618 0.7745
4.250 0.7745
Fisher Pivots for day following 22-May-2015
Pivot 1 day 3 day
R1 0.7745 0.7781
PP 0.7745 0.7769
S1 0.7745 0.7757

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

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