CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 22-Apr-2015
Day Change Summary
Previous Current
21-Apr-2015 22-Apr-2015 Change Change % Previous Week
Open 0.7663 0.7650 -0.0013 -0.2% 0.7599
High 0.7683 0.7738 0.0055 0.7% 0.7775
Low 0.7624 0.7650 0.0026 0.3% 0.7499
Close 0.7645 0.7710 0.0065 0.9% 0.7716
Range 0.0059 0.0088 0.0029 49.2% 0.0276
ATR 0.0087 0.0087 0.0000 0.5% 0.0000
Volume 62 88 26 41.9% 481
Daily Pivots for day following 22-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7963 0.7925 0.7758
R3 0.7875 0.7837 0.7734
R2 0.7787 0.7787 0.7726
R1 0.7749 0.7749 0.7718 0.7768
PP 0.7699 0.7699 0.7699 0.7709
S1 0.7661 0.7661 0.7702 0.7680
S2 0.7611 0.7611 0.7694
S3 0.7523 0.7573 0.7686
S4 0.7435 0.7485 0.7662
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 0.7624 0.0151 2.0% 0.0089 1.1% 57% False False 95
10 0.7775 0.7499 0.0276 3.6% 0.0086 1.1% 76% False False 87
20 0.7804 0.7470 0.0334 4.3% 0.0081 1.0% 72% False False 89
40 0.7855 0.7470 0.0385 5.0% 0.0071 0.9% 62% False False 55
60 0.7855 0.7470 0.0385 5.0% 0.0054 0.7% 62% False False 38
80 0.8138 0.7470 0.0668 8.7% 0.0044 0.6% 36% False False 29
100 0.8342 0.7470 0.0872 11.3% 0.0037 0.5% 28% False False 23
120 0.8636 0.7470 0.1166 15.1% 0.0031 0.4% 21% False False 20
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8112
2.618 0.7968
1.618 0.7880
1.000 0.7826
0.618 0.7792
HIGH 0.7738
0.618 0.7704
0.500 0.7694
0.382 0.7684
LOW 0.7650
0.618 0.7596
1.000 0.7562
1.618 0.7508
2.618 0.7420
4.250 0.7276
Fisher Pivots for day following 22-Apr-2015
Pivot 1 day 3 day
R1 0.7705 0.7704
PP 0.7699 0.7698
S1 0.7694 0.7692

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

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