CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 07-Jan-2015
Day Change Summary
Previous Current
06-Jan-2015 07-Jan-2015 Change Change % Previous Week
Open 0.7973 0.7947 -0.0026 -0.3% 0.7990
High 0.7973 0.7950 -0.0023 -0.3% 0.8038
Low 0.7973 0.7947 -0.0026 -0.3% 0.7978
Close 0.7973 0.7947 -0.0026 -0.3% 0.7978
Range 0.0000 0.0003 0.0003 0.0060
ATR 0.0032 0.0032 0.0000 -1.4% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 07-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.7957 0.7955 0.7949
R3 0.7954 0.7952 0.7948
R2 0.7951 0.7951 0.7948
R1 0.7949 0.7949 0.7947 0.7949
PP 0.7948 0.7948 0.7948 0.7948
S1 0.7946 0.7946 0.7947 0.7946
S2 0.7945 0.7945 0.7946
S3 0.7942 0.7943 0.7946
S4 0.7939 0.7940 0.7945
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8178 0.8138 0.8011
R3 0.8118 0.8078 0.7995
R2 0.8058 0.8058 0.7989
R1 0.8018 0.8018 0.7984 0.8008
PP 0.7998 0.7998 0.7998 0.7993
S1 0.7958 0.7958 0.7973 0.7948
S2 0.7938 0.7938 0.7967
S3 0.7878 0.7898 0.7962
S4 0.7818 0.7838 0.7945
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8027 0.7947 0.0080 1.0% 0.0001 0.0% 0% False True 1
10 0.8038 0.7947 0.0091 1.1% 0.0000 0.0% 0% False True 1
20 0.8180 0.7947 0.0233 2.9% 0.0004 0.1% 0% False True 1
40 0.8569 0.7947 0.0622 7.8% 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 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7963
2.618 0.7958
1.618 0.7955
1.000 0.7953
0.618 0.7952
HIGH 0.7950
0.618 0.7949
0.500 0.7949
0.382 0.7948
LOW 0.7947
0.618 0.7945
1.000 0.7944
1.618 0.7942
2.618 0.7939
4.250 0.7934
Fisher Pivots for day following 07-Jan-2015
Pivot 1 day 3 day
R1 0.7949 0.7960
PP 0.7948 0.7956
S1 0.7948 0.7951

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

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