CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 06-May-2015
Day Change Summary
Previous Current
05-May-2015 06-May-2015 Change Change % Previous Week
Open 0.7797 0.7864 0.0067 0.9% 0.7765
High 0.7900 0.7975 0.0075 0.9% 0.8012
Low 0.7740 0.7864 0.0124 1.6% 0.7750
Close 0.7887 0.7911 0.0024 0.3% 0.7768
Range 0.0160 0.0111 -0.0049 -30.6% 0.0262
ATR 0.0096 0.0097 0.0001 1.1% 0.0000
Volume 95 337 242 254.7% 1,264
Daily Pivots for day following 06-May-2015
Classic Woodie Camarilla DeMark
R4 0.8250 0.8191 0.7972
R3 0.8139 0.8080 0.7942
R2 0.8028 0.8028 0.7931
R1 0.7969 0.7969 0.7921 0.7999
PP 0.7917 0.7917 0.7917 0.7931
S1 0.7858 0.7858 0.7901 0.7888
S2 0.7806 0.7806 0.7891
S3 0.7695 0.7747 0.7880
S4 0.7584 0.7636 0.7850
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 0.7975 0.7740 0.0235 3.0% 0.0108 1.4% 73% True False 262
10 0.8012 0.7660 0.0352 4.4% 0.0097 1.2% 71% False False 230
20 0.8012 0.7499 0.0513 6.5% 0.0092 1.2% 80% False False 158
40 0.8012 0.7470 0.0542 6.9% 0.0091 1.1% 81% False False 112
60 0.8012 0.7470 0.0542 6.9% 0.0067 0.8% 81% False False 76
80 0.8138 0.7470 0.0668 8.4% 0.0056 0.7% 66% False False 57
100 0.8138 0.7470 0.0668 8.4% 0.0046 0.6% 66% False False 46
120 0.8569 0.7470 0.1099 13.9% 0.0039 0.5% 40% False False 39
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8447
2.618 0.8266
1.618 0.8155
1.000 0.8086
0.618 0.8044
HIGH 0.7975
0.618 0.7933
0.500 0.7920
0.382 0.7906
LOW 0.7864
0.618 0.7795
1.000 0.7753
1.618 0.7684
2.618 0.7573
4.250 0.7392
Fisher Pivots for day following 06-May-2015
Pivot 1 day 3 day
R1 0.7920 0.7893
PP 0.7917 0.7875
S1 0.7914 0.7858

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

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