CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 22-Jan-2015
Day Change Summary
Previous Current
21-Jan-2015 22-Jan-2015 Change Change % Previous Week
Open 0.8008 0.7979 -0.0029 -0.4% 0.8028
High 0.8008 0.7984 -0.0024 -0.3% 0.8098
Low 0.7963 0.7938 -0.0025 -0.3% 0.7983
Close 0.7963 0.7938 -0.0025 -0.3% 0.8098
Range 0.0045 0.0046 0.0001 2.2% 0.0115
ATR 0.0042 0.0042 0.0000 0.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 22-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8091 0.8061 0.7963
R3 0.8045 0.8015 0.7951
R2 0.7999 0.7999 0.7946
R1 0.7969 0.7969 0.7942 0.7961
PP 0.7953 0.7953 0.7953 0.7950
S1 0.7923 0.7923 0.7934 0.7915
S2 0.7907 0.7907 0.7930
S3 0.7861 0.7877 0.7925
S4 0.7815 0.7831 0.7913
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 0.7938 0.0200 2.5% 0.0044 0.5% 0% False True 1
10 0.8138 0.7938 0.0200 2.5% 0.0025 0.3% 0% False True 1
20 0.8138 0.7938 0.0200 2.5% 0.0013 0.2% 0% False True 1
40 0.8432 0.7938 0.0494 6.2% 0.0010 0.1% 0% False True 1
60 0.8658 0.7938 0.0720 9.1% 0.0008 0.1% 0% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8180
2.618 0.8104
1.618 0.8058
1.000 0.8030
0.618 0.8012
HIGH 0.7984
0.618 0.7966
0.500 0.7961
0.382 0.7956
LOW 0.7938
0.618 0.7910
1.000 0.7892
1.618 0.7864
2.618 0.7818
4.250 0.7743
Fisher Pivots for day following 22-Jan-2015
Pivot 1 day 3 day
R1 0.7961 0.8038
PP 0.7953 0.8005
S1 0.7946 0.7971

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

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