CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 11-May-2015
Day Change Summary
Previous Current
08-May-2015 11-May-2015 Change Change % Previous Week
Open 0.7850 0.7872 0.0022 0.3% 0.7759
High 0.7936 0.7877 -0.0059 -0.7% 0.7975
Low 0.7814 0.7827 0.0013 0.2% 0.7740
Close 0.7863 0.7851 -0.0012 -0.2% 0.7863
Range 0.0122 0.0050 -0.0072 -59.0% 0.0235
ATR 0.0100 0.0096 -0.0004 -3.6% 0.0000
Volume 146 173 27 18.5% 879
Daily Pivots for day following 11-May-2015
Classic Woodie Camarilla DeMark
R4 0.8002 0.7976 0.7879
R3 0.7952 0.7926 0.7865
R2 0.7902 0.7902 0.7860
R1 0.7876 0.7876 0.7856 0.7864
PP 0.7852 0.7852 0.7852 0.7846
S1 0.7826 0.7826 0.7846 0.7814
S2 0.7802 0.7802 0.7842
S3 0.7752 0.7776 0.7837
S4 0.7702 0.7726 0.7824
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8564 0.8449 0.7992
R3 0.8329 0.8214 0.7928
R2 0.8094 0.8094 0.7906
R1 0.7979 0.7979 0.7885 0.8037
PP 0.7859 0.7859 0.7859 0.7888
S1 0.7744 0.7744 0.7841 0.7802
S2 0.7624 0.7624 0.7820
S3 0.7389 0.7509 0.7798
S4 0.7154 0.7274 0.7734
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% 0.0110 1.4% 47% False False 189
10 0.8012 0.7740 0.0272 3.5% 0.0107 1.4% 41% False False 216
20 0.8012 0.7505 0.0507 6.5% 0.0094 1.2% 68% False False 173
40 0.8012 0.7470 0.0542 6.9% 0.0093 1.2% 70% False False 121
60 0.8012 0.7470 0.0542 6.9% 0.0071 0.9% 70% False False 84
80 0.8138 0.7470 0.0668 8.5% 0.0059 0.8% 57% False False 64
100 0.8138 0.7470 0.0668 8.5% 0.0048 0.6% 57% False False 51
120 0.8543 0.7470 0.1073 13.7% 0.0041 0.5% 36% False False 43
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8090
2.618 0.8008
1.618 0.7958
1.000 0.7927
0.618 0.7908
HIGH 0.7877
0.618 0.7858
0.500 0.7852
0.382 0.7846
LOW 0.7827
0.618 0.7796
1.000 0.7777
1.618 0.7746
2.618 0.7696
4.250 0.7615
Fisher Pivots for day following 11-May-2015
Pivot 1 day 3 day
R1 0.7852 0.7882
PP 0.7852 0.7871
S1 0.7851 0.7861

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

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