CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 17-Apr-2015
Day Change Summary
Previous Current
16-Apr-2015 17-Apr-2015 Change Change % Previous Week
Open 0.7657 0.7726 0.0069 0.9% 0.7599
High 0.7756 0.7775 0.0019 0.2% 0.7775
Low 0.7647 0.7700 0.0053 0.7% 0.7499
Close 0.7750 0.7716 -0.0034 -0.4% 0.7716
Range 0.0109 0.0075 -0.0034 -31.2% 0.0276
ATR 0.0088 0.0087 -0.0001 -1.1% 0.0000
Volume 60 163 103 171.7% 481
Daily Pivots for day following 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7955 0.7911 0.7757
R3 0.7880 0.7836 0.7737
R2 0.7805 0.7805 0.7730
R1 0.7761 0.7761 0.7723 0.7746
PP 0.7730 0.7730 0.7730 0.7723
S1 0.7686 0.7686 0.7709 0.7671
S2 0.7655 0.7655 0.7702
S3 0.7580 0.7611 0.7695
S4 0.7505 0.7536 0.7675
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8491 0.8380 0.7868
R3 0.8215 0.8104 0.7792
R2 0.7939 0.7939 0.7767
R1 0.7828 0.7828 0.7741 0.7884
PP 0.7663 0.7663 0.7663 0.7691
S1 0.7552 0.7552 0.7691 0.7608
S2 0.7387 0.7387 0.7665
S3 0.7111 0.7276 0.7640
S4 0.6835 0.7000 0.7564
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7775 0.7499 0.0276 3.6% 0.0094 1.2% 79% True False 96
10 0.7775 0.7499 0.0276 3.6% 0.0085 1.1% 79% True False 94
20 0.7855 0.7470 0.0385 5.0% 0.0081 1.0% 64% False False 82
40 0.7855 0.7470 0.0385 5.0% 0.0067 0.9% 64% False False 49
60 0.7855 0.7470 0.0385 5.0% 0.0050 0.7% 64% False False 34
80 0.8138 0.7470 0.0668 8.7% 0.0041 0.5% 37% False False 26
100 0.8432 0.7470 0.0962 12.5% 0.0034 0.4% 26% False False 21
120 0.8658 0.7470 0.1188 15.4% 0.0029 0.4% 21% False False 18
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8094
2.618 0.7971
1.618 0.7896
1.000 0.7850
0.618 0.7821
HIGH 0.7775
0.618 0.7746
0.500 0.7738
0.382 0.7729
LOW 0.7700
0.618 0.7654
1.000 0.7625
1.618 0.7579
2.618 0.7504
4.250 0.7381
Fisher Pivots for day following 17-Apr-2015
Pivot 1 day 3 day
R1 0.7738 0.7694
PP 0.7730 0.7671
S1 0.7723 0.7649

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

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