CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 12-Jan-2015
Day Change Summary
Previous Current
09-Jan-2015 12-Jan-2015 Change Change % Previous Week
Open 0.8064 0.8028 -0.0036 -0.4% 0.7957
High 0.8064 0.8028 -0.0036 -0.4% 0.8064
Low 0.8064 0.8028 -0.0036 -0.4% 0.7947
Close 0.8064 0.8028 -0.0036 -0.4% 0.8064
Range
ATR 0.0036 0.0036 0.0000 0.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 12-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8028 0.8028 0.8028
R3 0.8028 0.8028 0.8028
R2 0.8028 0.8028 0.8028
R1 0.8028 0.8028 0.8028 0.8028
PP 0.8028 0.8028 0.8028 0.8028
S1 0.8028 0.8028 0.8028 0.8028
S2 0.8028 0.8028 0.8028
S3 0.8028 0.8028 0.8028
S4 0.8028 0.8028 0.8028
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8376 0.8337 0.8128
R3 0.8259 0.8220 0.8096
R2 0.8142 0.8142 0.8085
R1 0.8103 0.8103 0.8075 0.8123
PP 0.8025 0.8025 0.8025 0.8035
S1 0.7986 0.7986 0.8053 0.8006
S2 0.7908 0.7908 0.8043
S3 0.7791 0.7869 0.8032
S4 0.7674 0.7752 0.8000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8064 0.7947 0.0117 1.5% 0.0001 0.0% 69% False False 1
10 0.8064 0.7947 0.0117 1.5% 0.0000 0.0% 69% False False 1
20 0.8098 0.7947 0.0151 1.9% 0.0002 0.0% 54% False False 1
40 0.8569 0.7947 0.0622 7.7% 0.0005 0.1% 13% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.8028
2.618 0.8028
1.618 0.8028
1.000 0.8028
0.618 0.8028
HIGH 0.8028
0.618 0.8028
0.500 0.8028
0.382 0.8028
LOW 0.8028
0.618 0.8028
1.000 0.8028
1.618 0.8028
2.618 0.8028
4.250 0.8028
Fisher Pivots for day following 12-Jan-2015
Pivot 1 day 3 day
R1 0.8028 0.8025
PP 0.8028 0.8022
S1 0.8028 0.8020

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

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