CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 09-Dec-2014
Day Change Summary
Previous Current
08-Dec-2014 09-Dec-2014 Change Change % Previous Week
Open 0.8095 0.8151 0.0056 0.7% 0.8342
High 0.8145 0.8151 0.0006 0.1% 0.8342
Low 0.8095 0.8151 0.0056 0.7% 0.8171
Close 0.8145 0.8151 0.0006 0.1% 0.8171
Range 0.0050 0.0000 -0.0050 -100.0% 0.0171
ATR 0.0046 0.0043 -0.0003 -6.2% 0.0000
Volume 3 1 -2 -66.7% 11
Daily Pivots for day following 09-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8151 0.8151 0.8151
R3 0.8151 0.8151 0.8151
R2 0.8151 0.8151 0.8151
R1 0.8151 0.8151 0.8151 0.8151
PP 0.8151 0.8151 0.8151 0.8151
S1 0.8151 0.8151 0.8151 0.8151
S2 0.8151 0.8151 0.8151
S3 0.8151 0.8151 0.8151
S4 0.8151 0.8151 0.8151
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 0.8239 0.8095 0.0144 1.8% 0.0010 0.1% 39% False False 2
10 0.8379 0.8095 0.0284 3.5% 0.0005 0.1% 20% False False 1
20 0.8569 0.8095 0.0474 5.8% 0.0006 0.1% 12% False False 1
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 0.8151
2.618 0.8151
1.618 0.8151
1.000 0.8151
0.618 0.8151
HIGH 0.8151
0.618 0.8151
0.500 0.8151
0.382 0.8151
LOW 0.8151
0.618 0.8151
1.000 0.8151
1.618 0.8151
2.618 0.8151
4.250 0.8151
Fisher Pivots for day following 09-Dec-2014
Pivot 1 day 3 day
R1 0.8151 0.8145
PP 0.8151 0.8139
S1 0.8151 0.8133

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

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