CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 15-Jan-2015
Day Change Summary
Previous Current
14-Jan-2015 15-Jan-2015 Change Change % Previous Week
Open 0.8013 0.8060 0.0047 0.6% 0.7957
High 0.8013 0.8091 0.0078 1.0% 0.8064
Low 0.7983 0.8060 0.0077 1.0% 0.7947
Close 0.8013 0.8091 0.0078 1.0% 0.8064
Range 0.0030 0.0031 0.0001 3.3% 0.0117
ATR 0.0034 0.0037 0.0003 9.3% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 15-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8174 0.8163 0.8108
R3 0.8143 0.8132 0.8100
R2 0.8112 0.8112 0.8097
R1 0.8101 0.8101 0.8094 0.8107
PP 0.8081 0.8081 0.8081 0.8083
S1 0.8070 0.8070 0.8088 0.8076
S2 0.8050 0.8050 0.8085
S3 0.8019 0.8039 0.8082
S4 0.7988 0.8008 0.8074
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 0.8091 0.7983 0.0108 1.3% 0.0012 0.2% 100% True False 1
10 0.8091 0.7947 0.0144 1.8% 0.0006 0.1% 100% True False 1
20 0.8091 0.7947 0.0144 1.8% 0.0005 0.1% 100% True False 1
40 0.8543 0.7947 0.0596 7.4% 0.0005 0.1% 24% False False 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 17 trading days
Fibonacci Retracements and Extensions
4.250 0.8223
2.618 0.8172
1.618 0.8141
1.000 0.8122
0.618 0.8110
HIGH 0.8091
0.618 0.8079
0.500 0.8076
0.382 0.8072
LOW 0.8060
0.618 0.8041
1.000 0.8029
1.618 0.8010
2.618 0.7979
4.250 0.7928
Fisher Pivots for day following 15-Jan-2015
Pivot 1 day 3 day
R1 0.8086 0.8073
PP 0.8081 0.8055
S1 0.8076 0.8037

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

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