CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 27-Jan-2015
Day Change Summary
Previous Current
26-Jan-2015 27-Jan-2015 Change Change % Previous Week
Open 0.7803 0.7820 0.0017 0.2% 0.8138
High 0.7803 0.7823 0.0020 0.3% 0.8138
Low 0.7803 0.7820 0.0017 0.2% 0.7793
Close 0.7803 0.7823 0.0020 0.3% 0.7811
Range 0.0000 0.0003 0.0003 0.0345
ATR 0.0047 0.0045 -0.0002 -4.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 27-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.7831 0.7830 0.7825
R3 0.7828 0.7827 0.7824
R2 0.7825 0.7825 0.7824
R1 0.7824 0.7824 0.7823 0.7825
PP 0.7822 0.7822 0.7822 0.7822
S1 0.7821 0.7821 0.7823 0.7822
S2 0.7819 0.7819 0.7822
S3 0.7816 0.7818 0.7822
S4 0.7813 0.7815 0.7821
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 0.8008 0.7793 0.0215 2.7% 0.0022 0.3% 14% False False 1
10 0.8138 0.7793 0.0345 4.4% 0.0027 0.3% 9% False False 1
20 0.8138 0.7793 0.0345 4.4% 0.0014 0.2% 9% False False 1
40 0.8342 0.7793 0.0549 7.0% 0.0010 0.1% 5% False False 1
60 0.8636 0.7793 0.0843 10.8% 0.0008 0.1% 4% False False 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 0.7836
2.618 0.7831
1.618 0.7828
1.000 0.7826
0.618 0.7825
HIGH 0.7823
0.618 0.7822
0.500 0.7822
0.382 0.7821
LOW 0.7820
0.618 0.7818
1.000 0.7817
1.618 0.7815
2.618 0.7812
4.250 0.7807
Fisher Pivots for day following 27-Jan-2015
Pivot 1 day 3 day
R1 0.7823 0.7818
PP 0.7822 0.7813
S1 0.7822 0.7808

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

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