CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 20-Jan-2015
Day Change Summary
Previous Current
16-Jan-2015 20-Jan-2015 Change Change % Previous Week
Open 0.8098 0.8138 0.0040 0.5% 0.8028
High 0.8098 0.8138 0.0040 0.5% 0.8098
Low 0.8098 0.8042 -0.0056 -0.7% 0.7983
Close 0.8098 0.8042 -0.0056 -0.7% 0.8098
Range 0.0000 0.0096 0.0096 0.0115
ATR 0.0035 0.0039 0.0004 12.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 20-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8362 0.8298 0.8095
R3 0.8266 0.8202 0.8068
R2 0.8170 0.8170 0.8060
R1 0.8106 0.8106 0.8051 0.8090
PP 0.8074 0.8074 0.8074 0.8066
S1 0.8010 0.8010 0.8033 0.7994
S2 0.7978 0.7978 0.8024
S3 0.7882 0.7914 0.8016
S4 0.7786 0.7818 0.7989
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8405 0.8366 0.8161
R3 0.8290 0.8251 0.8130
R2 0.8175 0.8175 0.8119
R1 0.8136 0.8136 0.8109 0.8156
PP 0.8060 0.8060 0.8060 0.8069
S1 0.8021 0.8021 0.8087 0.8041
S2 0.7945 0.7945 0.8077
S3 0.7830 0.7906 0.8066
S4 0.7715 0.7791 0.8035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8138 0.7983 0.0155 1.9% 0.0031 0.4% 38% True False 1
10 0.8138 0.7947 0.0191 2.4% 0.0016 0.2% 50% True False 1
20 0.8138 0.7947 0.0191 2.4% 0.0010 0.1% 50% True False 1
40 0.8481 0.7947 0.0534 6.6% 0.0007 0.1% 18% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 0.8546
2.618 0.8389
1.618 0.8293
1.000 0.8234
0.618 0.8197
HIGH 0.8138
0.618 0.8101
0.500 0.8090
0.382 0.8079
LOW 0.8042
0.618 0.7983
1.000 0.7946
1.618 0.7887
2.618 0.7791
4.250 0.7634
Fisher Pivots for day following 20-Jan-2015
Pivot 1 day 3 day
R1 0.8090 0.8090
PP 0.8074 0.8074
S1 0.8058 0.8058

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

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