CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 04-May-2015
Day Change Summary
Previous Current
01-May-2015 04-May-2015 Change Change % Previous Week
Open 0.7850 0.7759 -0.0091 -1.2% 0.7765
High 0.7850 0.7795 -0.0055 -0.7% 0.8012
Low 0.7750 0.7759 0.0009 0.1% 0.7750
Close 0.7768 0.7790 0.0022 0.3% 0.7768
Range 0.0100 0.0036 -0.0064 -64.0% 0.0262
ATR 0.0095 0.0091 -0.0004 -4.4% 0.0000
Volume 416 104 -312 -75.0% 1,264
Daily Pivots for day following 04-May-2015
Classic Woodie Camarilla DeMark
R4 0.7889 0.7876 0.7810
R3 0.7853 0.7840 0.7800
R2 0.7817 0.7817 0.7797
R1 0.7804 0.7804 0.7793 0.7811
PP 0.7781 0.7781 0.7781 0.7785
S1 0.7768 0.7768 0.7787 0.7775
S2 0.7745 0.7745 0.7783
S3 0.7709 0.7732 0.7780
S4 0.7673 0.7696 0.7770
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% 0.0104 1.3% 15% False False 242
10 0.8012 0.7624 0.0388 5.0% 0.0085 1.1% 43% False False 201
20 0.8012 0.7499 0.0513 6.6% 0.0088 1.1% 57% False False 150
40 0.8012 0.7470 0.0542 7.0% 0.0086 1.1% 59% False False 101
60 0.8012 0.7470 0.0542 7.0% 0.0062 0.8% 59% False False 69
80 0.8138 0.7470 0.0668 8.6% 0.0053 0.7% 48% False False 52
100 0.8180 0.7470 0.0710 9.1% 0.0043 0.6% 45% False False 42
120 0.8569 0.7470 0.1099 14.1% 0.0037 0.5% 29% False False 35
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 0.7948
2.618 0.7889
1.618 0.7853
1.000 0.7831
0.618 0.7817
HIGH 0.7795
0.618 0.7781
0.500 0.7777
0.382 0.7773
LOW 0.7759
0.618 0.7737
1.000 0.7723
1.618 0.7701
2.618 0.7665
4.250 0.7606
Fisher Pivots for day following 04-May-2015
Pivot 1 day 3 day
R1 0.7786 0.7846
PP 0.7781 0.7827
S1 0.7777 0.7809

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

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