CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 18-Dec-2014
Day Change Summary
Previous Current
17-Dec-2014 18-Dec-2014 Change Change % Previous Week
Open 0.7970 0.8010 0.0040 0.5% 0.8095
High 0.7970 0.8010 0.0040 0.5% 0.8180
Low 0.7965 0.8010 0.0045 0.6% 0.8095
Close 0.7965 0.8010 0.0045 0.6% 0.8098
Range 0.0005 0.0000 -0.0005 -100.0% 0.0085
ATR 0.0041 0.0042 0.0000 0.6% 0.0000
Volume 1 1 0 0.0% 7
Daily Pivots for day following 18-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8010 0.8010 0.8010
R3 0.8010 0.8010 0.8010
R2 0.8010 0.8010 0.8010
R1 0.8010 0.8010 0.8010 0.8010
PP 0.8010 0.8010 0.8010 0.8010
S1 0.8010 0.8010 0.8010 0.8010
S2 0.8010 0.8010 0.8010
S3 0.8010 0.8010 0.8010
S4 0.8010 0.8010 0.8010
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 0.8098 0.7965 0.0133 1.7% 0.0001 0.0% 34% False False 1
10 0.8180 0.7965 0.0215 2.7% 0.0009 0.1% 21% False False 1
20 0.8481 0.7965 0.0516 6.4% 0.0005 0.1% 9% 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 0.8010
2.618 0.8010
1.618 0.8010
1.000 0.8010
0.618 0.8010
HIGH 0.8010
0.618 0.8010
0.500 0.8010
0.382 0.8010
LOW 0.8010
0.618 0.8010
1.000 0.8010
1.618 0.8010
2.618 0.8010
4.250 0.8010
Fisher Pivots for day following 18-Dec-2014
Pivot 1 day 3 day
R1 0.8010 0.8014
PP 0.8010 0.8013
S1 0.8010 0.8011

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

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