CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 17-Dec-2014
Day Change Summary
Previous Current
16-Dec-2014 17-Dec-2014 Change Change % Previous Week
Open 0.8063 0.7970 -0.0093 -1.2% 0.8095
High 0.8063 0.7970 -0.0093 -1.2% 0.8180
Low 0.8063 0.7965 -0.0098 -1.2% 0.8095
Close 0.8063 0.7965 -0.0098 -1.2% 0.8098
Range 0.0000 0.0005 0.0005 0.0085
ATR 0.0037 0.0041 0.0004 11.8% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 17-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.7982 0.7978 0.7968
R3 0.7977 0.7973 0.7966
R2 0.7972 0.7972 0.7966
R1 0.7968 0.7968 0.7965 0.7968
PP 0.7967 0.7967 0.7967 0.7966
S1 0.7963 0.7963 0.7965 0.7963
S2 0.7962 0.7962 0.7964
S3 0.7957 0.7958 0.7964
S4 0.7952 0.7953 0.7962
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8379 0.8324 0.8145
R3 0.8294 0.8239 0.8121
R2 0.8209 0.8209 0.8114
R1 0.8154 0.8154 0.8106 0.8182
PP 0.8124 0.8124 0.8124 0.8138
S1 0.8069 0.8069 0.8090 0.8097
S2 0.8039 0.8039 0.8082
S3 0.7954 0.7984 0.8075
S4 0.7869 0.7899 0.8051
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8102 0.7965 0.0137 1.7% 0.0001 0.0% 0% False True 1
10 0.8224 0.7965 0.0259 3.3% 0.0009 0.1% 0% False True 1
20 0.8481 0.7965 0.0516 6.5% 0.0005 0.1% 0% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7991
2.618 0.7983
1.618 0.7978
1.000 0.7975
0.618 0.7973
HIGH 0.7970
0.618 0.7968
0.500 0.7968
0.382 0.7967
LOW 0.7965
0.618 0.7962
1.000 0.7960
1.618 0.7957
2.618 0.7952
4.250 0.7944
Fisher Pivots for day following 17-Dec-2014
Pivot 1 day 3 day
R1 0.7968 0.8019
PP 0.7967 0.8001
S1 0.7966 0.7983

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

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