CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 29-Dec-2014
Day Change Summary
Previous Current
26-Dec-2014 29-Dec-2014 Change Change % Previous Week
Open 0.7976 0.7990 0.0014 0.2% 0.7994
High 0.7976 0.7990 0.0014 0.2% 0.7994
Low 0.7976 0.7990 0.0014 0.2% 0.7954
Close 0.7976 0.7990 0.0014 0.2% 0.7976
Range
ATR 0.0036 0.0034 -0.0002 -4.3% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 29-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.7990 0.7990 0.7990
R3 0.7990 0.7990 0.7990
R2 0.7990 0.7990 0.7990
R1 0.7990 0.7990 0.7990 0.7990
PP 0.7990 0.7990 0.7990 0.7990
S1 0.7990 0.7990 0.7990 0.7990
S2 0.7990 0.7990 0.7990
S3 0.7990 0.7990 0.7990
S4 0.7990 0.7990 0.7990
Weekly Pivots for week ending 26-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8095 0.8075 0.7998
R3 0.8055 0.8035 0.7987
R2 0.8015 0.8015 0.7983
R1 0.7995 0.7995 0.7980 0.7985
PP 0.7975 0.7975 0.7975 0.7970
S1 0.7955 0.7955 0.7972 0.7945
S2 0.7935 0.7935 0.7969
S3 0.7895 0.7915 0.7965
S4 0.7855 0.7875 0.7954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7994 0.7954 0.0040 0.5% 0.0000 0.0% 90% False False 1
10 0.8072 0.7954 0.0118 1.5% 0.0004 0.1% 31% False False 1
20 0.8342 0.7954 0.0388 4.9% 0.0007 0.1% 9% False False 1
40 0.8603 0.7954 0.0649 8.1% 0.0005 0.1% 6% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.7990
2.618 0.7990
1.618 0.7990
1.000 0.7990
0.618 0.7990
HIGH 0.7990
0.618 0.7990
0.500 0.7990
0.382 0.7990
LOW 0.7990
0.618 0.7990
1.000 0.7990
1.618 0.7990
2.618 0.7990
4.250 0.7990
Fisher Pivots for day following 29-Dec-2014
Pivot 1 day 3 day
R1 0.7990 0.7987
PP 0.7990 0.7983
S1 0.7990 0.7980

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

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