CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 30-Jan-2015
Day Change Summary
Previous Current
29-Jan-2015 30-Jan-2015 Change Change % Previous Week
Open 0.7648 0.7678 0.0030 0.4% 0.7803
High 0.7648 0.7678 0.0030 0.4% 0.7839
Low 0.7648 0.7678 0.0030 0.4% 0.7648
Close 0.7648 0.7678 0.0030 0.4% 0.7678
Range
ATR 0.0053 0.0052 -0.0002 -3.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.7678 0.7678 0.7678
R3 0.7678 0.7678 0.7678
R2 0.7678 0.7678 0.7678
R1 0.7678 0.7678 0.7678 0.7678
PP 0.7678 0.7678 0.7678 0.7678
S1 0.7678 0.7678 0.7678 0.7678
S2 0.7678 0.7678 0.7678
S3 0.7678 0.7678 0.7678
S4 0.7678 0.7678 0.7678
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8295 0.8177 0.7783
R3 0.8104 0.7986 0.7731
R2 0.7913 0.7913 0.7713
R1 0.7795 0.7795 0.7696 0.7759
PP 0.7722 0.7722 0.7722 0.7703
S1 0.7604 0.7604 0.7660 0.7568
S2 0.7531 0.7531 0.7643
S3 0.7340 0.7413 0.7625
S4 0.7149 0.7222 0.7573
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7839 0.7648 0.0191 2.5% 0.0002 0.0% 16% False False 1
10 0.8138 0.7648 0.0490 6.4% 0.0021 0.3% 6% False False 1
20 0.8138 0.7648 0.0490 6.4% 0.0014 0.2% 6% False False 1
40 0.8239 0.7648 0.0591 7.7% 0.0010 0.1% 5% False False 1
60 0.8569 0.7648 0.0921 12.0% 0.0008 0.1% 3% False False 1
Crabel Price Patterns
NR False
NR4 False
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
Fibonacci Retracements and Extensions
4.250 0.7678
2.618 0.7678
1.618 0.7678
1.000 0.7678
0.618 0.7678
HIGH 0.7678
0.618 0.7678
0.500 0.7678
0.382 0.7678
LOW 0.7678
0.618 0.7678
1.000 0.7678
1.618 0.7678
2.618 0.7678
4.250 0.7678
Fisher Pivots for day following 30-Jan-2015
Pivot 1 day 3 day
R1 0.7678 0.7744
PP 0.7678 0.7722
S1 0.7678 0.7700

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

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