CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 22-Dec-2014
Day Change Summary
Previous Current
19-Dec-2014 22-Dec-2014 Change Change % Previous Week
Open 0.7962 0.7994 0.0032 0.4% 0.8072
High 0.8000 0.7994 -0.0006 -0.1% 0.8072
Low 0.7962 0.7994 0.0032 0.4% 0.7962
Close 0.8000 0.7994 -0.0006 -0.1% 0.8000
Range 0.0038 0.0000 -0.0038 -100.0% 0.0110
ATR 0.0042 0.0039 -0.0003 -6.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 22-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.7994 0.7994 0.7994
R3 0.7994 0.7994 0.7994
R2 0.7994 0.7994 0.7994
R1 0.7994 0.7994 0.7994 0.7994
PP 0.7994 0.7994 0.7994 0.7994
S1 0.7994 0.7994 0.7994 0.7994
S2 0.7994 0.7994 0.7994
S3 0.7994 0.7994 0.7994
S4 0.7994 0.7994 0.7994
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 0.8063 0.7962 0.0101 1.3% 0.0009 0.1% 32% False False 1
10 0.8180 0.7962 0.0218 2.7% 0.0008 0.1% 15% False False 1
20 0.8432 0.7962 0.0470 5.9% 0.0007 0.1% 7% False False 1
40 0.8658 0.7962 0.0696 8.7% 0.0005 0.1% 5% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.7994
2.618 0.7994
1.618 0.7994
1.000 0.7994
0.618 0.7994
HIGH 0.7994
0.618 0.7994
0.500 0.7994
0.382 0.7994
LOW 0.7994
0.618 0.7994
1.000 0.7994
1.618 0.7994
2.618 0.7994
4.250 0.7994
Fisher Pivots for day following 22-Dec-2014
Pivot 1 day 3 day
R1 0.7994 0.7991
PP 0.7994 0.7989
S1 0.7994 0.7986

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

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