CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 08-Dec-2014
Day Change Summary
Previous Current
05-Dec-2014 08-Dec-2014 Change Change % Previous Week
Open 0.8171 0.8095 -0.0076 -0.9% 0.8342
High 0.8171 0.8145 -0.0026 -0.3% 0.8342
Low 0.8171 0.8095 -0.0076 -0.9% 0.8171
Close 0.8171 0.8145 -0.0026 -0.3% 0.8171
Range 0.0000 0.0050 0.0050 0.0171
ATR 0.0044 0.0046 0.0002 5.2% 0.0000
Volume 3 3 0 0.0% 11
Daily Pivots for day following 08-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8278 0.8262 0.8173
R3 0.8228 0.8212 0.8159
R2 0.8178 0.8178 0.8154
R1 0.8162 0.8162 0.8150 0.8170
PP 0.8128 0.8128 0.8128 0.8133
S1 0.8112 0.8112 0.8140 0.8120
S2 0.8078 0.8078 0.8136
S3 0.8028 0.8062 0.8131
S4 0.7978 0.8012 0.8118
Weekly Pivots for week ending 05-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8741 0.8627 0.8265
R3 0.8570 0.8456 0.8218
R2 0.8399 0.8399 0.8202
R1 0.8285 0.8285 0.8187 0.8257
PP 0.8228 0.8228 0.8228 0.8214
S1 0.8114 0.8114 0.8155 0.8086
S2 0.8057 0.8057 0.8140
S3 0.7886 0.7943 0.8124
S4 0.7715 0.7772 0.8077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8279 0.8095 0.0184 2.3% 0.0010 0.1% 27% False True 2
10 0.8432 0.8095 0.0337 4.1% 0.0005 0.1% 15% False True 1
20 0.8569 0.8095 0.0474 5.8% 0.0006 0.1% 11% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8358
2.618 0.8276
1.618 0.8226
1.000 0.8195
0.618 0.8176
HIGH 0.8145
0.618 0.8126
0.500 0.8120
0.382 0.8114
LOW 0.8095
0.618 0.8064
1.000 0.8045
1.618 0.8014
2.618 0.7964
4.250 0.7883
Fisher Pivots for day following 08-Dec-2014
Pivot 1 day 3 day
R1 0.8137 0.8160
PP 0.8128 0.8155
S1 0.8120 0.8150

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

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