CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 01-May-2015
Day Change Summary
Previous Current
30-Apr-2015 01-May-2015 Change Change % Previous Week
Open 0.7938 0.7850 -0.0088 -1.1% 0.7765
High 0.7942 0.7850 -0.0092 -1.2% 0.8012
Low 0.7809 0.7750 -0.0059 -0.8% 0.7750
Close 0.7858 0.7768 -0.0090 -1.1% 0.7768
Range 0.0133 0.0100 -0.0033 -24.8% 0.0262
ATR 0.0094 0.0095 0.0001 1.0% 0.0000
Volume 362 416 54 14.9% 1,264
Daily Pivots for day following 01-May-2015
Classic Woodie Camarilla DeMark
R4 0.8089 0.8029 0.7823
R3 0.7989 0.7929 0.7796
R2 0.7889 0.7889 0.7786
R1 0.7829 0.7829 0.7777 0.7809
PP 0.7789 0.7789 0.7789 0.7780
S1 0.7729 0.7729 0.7759 0.7709
S2 0.7689 0.7689 0.7750
S3 0.7589 0.7629 0.7741
S4 0.7489 0.7529 0.7713
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 0.8629 0.8461 0.7912
R3 0.8367 0.8199 0.7840
R2 0.8105 0.8105 0.7816
R1 0.7937 0.7937 0.7792 0.8021
PP 0.7843 0.7843 0.7843 0.7886
S1 0.7675 0.7675 0.7744 0.7759
S2 0.7581 0.7581 0.7720
S3 0.7319 0.7413 0.7696
S4 0.7057 0.7151 0.7624
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8012 0.7750 0.0262 3.4% 0.0107 1.4% 7% False True 252
10 0.8012 0.7624 0.0388 5.0% 0.0093 1.2% 37% False False 201
20 0.8012 0.7499 0.0513 6.6% 0.0089 1.1% 52% False False 148
40 0.8012 0.7470 0.0542 7.0% 0.0085 1.1% 55% False False 99
60 0.8012 0.7470 0.0542 7.0% 0.0061 0.8% 55% False False 67
80 0.8138 0.7470 0.0668 8.6% 0.0053 0.7% 45% False False 51
100 0.8180 0.7470 0.0710 9.1% 0.0043 0.6% 42% False False 41
120 0.8569 0.7470 0.1099 14.1% 0.0037 0.5% 27% False False 34
Crabel Price Patterns
NR True
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8275
2.618 0.8112
1.618 0.8012
1.000 0.7950
0.618 0.7912
HIGH 0.7850
0.618 0.7812
0.500 0.7800
0.382 0.7788
LOW 0.7750
0.618 0.7688
1.000 0.7650
1.618 0.7588
2.618 0.7488
4.250 0.7325
Fisher Pivots for day following 01-May-2015
Pivot 1 day 3 day
R1 0.7800 0.7881
PP 0.7789 0.7843
S1 0.7779 0.7806

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

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