CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 19-Dec-2014
Day Change Summary
Previous Current
18-Dec-2014 19-Dec-2014 Change Change % Previous Week
Open 0.8010 0.7962 -0.0048 -0.6% 0.8072
High 0.8010 0.8000 -0.0010 -0.1% 0.8072
Low 0.8010 0.7962 -0.0048 -0.6% 0.7962
Close 0.8010 0.8000 -0.0010 -0.1% 0.8000
Range 0.0000 0.0038 0.0038 0.0110
ATR 0.0042 0.0042 0.0000 1.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8101 0.8089 0.8021
R3 0.8063 0.8051 0.8010
R2 0.8025 0.8025 0.8007
R1 0.8013 0.8013 0.8003 0.8019
PP 0.7987 0.7987 0.7987 0.7991
S1 0.7975 0.7975 0.7997 0.7981
S2 0.7949 0.7949 0.7993
S3 0.7911 0.7937 0.7990
S4 0.7873 0.7899 0.7979
Weekly Pivots for week ending 19-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8341 0.8281 0.8061
R3 0.8231 0.8171 0.8030
R2 0.8121 0.8121 0.8020
R1 0.8061 0.8061 0.8010 0.8036
PP 0.8011 0.8011 0.8011 0.7999
S1 0.7951 0.7951 0.7990 0.7926
S2 0.7901 0.7901 0.7980
S3 0.7791 0.7841 0.7970
S4 0.7681 0.7731 0.7940
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8072 0.7962 0.0110 1.4% 0.0009 0.1% 35% False True 1
10 0.8180 0.7962 0.0218 2.7% 0.0013 0.2% 17% False True 1
20 0.8481 0.7962 0.0519 6.5% 0.0007 0.1% 7% 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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8162
2.618 0.8099
1.618 0.8061
1.000 0.8038
0.618 0.8023
HIGH 0.8000
0.618 0.7985
0.500 0.7981
0.382 0.7977
LOW 0.7962
0.618 0.7939
1.000 0.7924
1.618 0.7901
2.618 0.7863
4.250 0.7801
Fisher Pivots for day following 19-Dec-2014
Pivot 1 day 3 day
R1 0.7994 0.7995
PP 0.7987 0.7991
S1 0.7981 0.7986

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

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