CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 23-Jan-2015
Day Change Summary
Previous Current
22-Jan-2015 23-Jan-2015 Change Change % Previous Week
Open 0.7979 0.7793 -0.0186 -2.3% 0.8138
High 0.7984 0.7811 -0.0173 -2.2% 0.8138
Low 0.7938 0.7793 -0.0145 -1.8% 0.7793
Close 0.7938 0.7811 -0.0127 -1.6% 0.7811
Range 0.0046 0.0018 -0.0028 -60.9% 0.0345
ATR 0.0042 0.0050 0.0007 17.3% 0.0000
Volume 1 2 1 100.0% 5
Daily Pivots for day following 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.7859 0.7853 0.7821
R3 0.7841 0.7835 0.7816
R2 0.7823 0.7823 0.7814
R1 0.7817 0.7817 0.7813 0.7820
PP 0.7805 0.7805 0.7805 0.7807
S1 0.7799 0.7799 0.7809 0.7802
S2 0.7787 0.7787 0.7808
S3 0.7769 0.7781 0.7806
S4 0.7751 0.7763 0.7801
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8949 0.8725 0.8001
R3 0.8604 0.8380 0.7906
R2 0.8259 0.8259 0.7874
R1 0.8035 0.8035 0.7843 0.7975
PP 0.7914 0.7914 0.7914 0.7884
S1 0.7690 0.7690 0.7779 0.7630
S2 0.7569 0.7569 0.7748
S3 0.7224 0.7345 0.7716
S4 0.6879 0.7000 0.7621
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8138 0.7793 0.0345 4.4% 0.0041 0.5% 5% False True 1
10 0.8138 0.7793 0.0345 4.4% 0.0027 0.3% 5% False True 1
20 0.8138 0.7793 0.0345 4.4% 0.0013 0.2% 5% False True 1
40 0.8379 0.7793 0.0586 7.5% 0.0010 0.1% 3% False True 1
60 0.8658 0.7793 0.0865 11.1% 0.0008 0.1% 2% False True 1
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7888
2.618 0.7858
1.618 0.7840
1.000 0.7829
0.618 0.7822
HIGH 0.7811
0.618 0.7804
0.500 0.7802
0.382 0.7800
LOW 0.7793
0.618 0.7782
1.000 0.7775
1.618 0.7764
2.618 0.7746
4.250 0.7717
Fisher Pivots for day following 23-Jan-2015
Pivot 1 day 3 day
R1 0.7808 0.7901
PP 0.7805 0.7871
S1 0.7802 0.7841

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

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