CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 13-May-2015
Day Change Summary
Previous Current
12-May-2015 13-May-2015 Change Change % Previous Week
Open 0.7838 0.7935 0.0097 1.2% 0.7759
High 0.7945 0.8067 0.0122 1.5% 0.7975
Low 0.7837 0.7916 0.0079 1.0% 0.7740
Close 0.7938 0.8048 0.0110 1.4% 0.7863
Range 0.0108 0.0151 0.0043 39.8% 0.0235
ATR 0.0097 0.0101 0.0004 4.0% 0.0000
Volume 49 196 147 300.0% 879
Daily Pivots for day following 13-May-2015
Classic Woodie Camarilla DeMark
R4 0.8463 0.8407 0.8131
R3 0.8312 0.8256 0.8090
R2 0.8161 0.8161 0.8076
R1 0.8105 0.8105 0.8062 0.8133
PP 0.8010 0.8010 0.8010 0.8025
S1 0.7954 0.7954 0.8034 0.7982
S2 0.7859 0.7859 0.8020
S3 0.7708 0.7803 0.8006
S4 0.7557 0.7652 0.7965
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 0.8067 0.7814 0.0253 3.1% 0.0108 1.3% 92% True False 152
10 0.8067 0.7740 0.0327 4.1% 0.0108 1.3% 94% True False 207
20 0.8067 0.7624 0.0443 5.5% 0.0098 1.2% 96% True False 176
40 0.8067 0.7470 0.0597 7.4% 0.0093 1.1% 97% True False 126
60 0.8067 0.7470 0.0597 7.4% 0.0076 0.9% 97% True False 88
80 0.8067 0.7470 0.0597 7.4% 0.0061 0.8% 97% True False 67
100 0.8138 0.7470 0.0668 8.3% 0.0051 0.6% 87% False False 54
120 0.8481 0.7470 0.1011 12.6% 0.0043 0.5% 57% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8709
2.618 0.8462
1.618 0.8311
1.000 0.8218
0.618 0.8160
HIGH 0.8067
0.618 0.8009
0.500 0.7992
0.382 0.7974
LOW 0.7916
0.618 0.7823
1.000 0.7765
1.618 0.7672
2.618 0.7521
4.250 0.7274
Fisher Pivots for day following 13-May-2015
Pivot 1 day 3 day
R1 0.8029 0.8014
PP 0.8010 0.7981
S1 0.7992 0.7947

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

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