CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 14-May-2015
Day Change Summary
Previous Current
13-May-2015 14-May-2015 Change Change % Previous Week
Open 0.7935 0.8050 0.0115 1.4% 0.7759
High 0.8067 0.8109 0.0042 0.5% 0.7975
Low 0.7916 0.8012 0.0096 1.2% 0.7740
Close 0.8048 0.8018 -0.0030 -0.4% 0.7863
Range 0.0151 0.0097 -0.0054 -35.8% 0.0235
ATR 0.0101 0.0101 0.0000 -0.3% 0.0000
Volume 196 379 183 93.4% 879
Daily Pivots for day following 14-May-2015
Classic Woodie Camarilla DeMark
R4 0.8337 0.8275 0.8071
R3 0.8240 0.8178 0.8045
R2 0.8143 0.8143 0.8036
R1 0.8081 0.8081 0.8027 0.8064
PP 0.8046 0.8046 0.8046 0.8038
S1 0.7984 0.7984 0.8009 0.7967
S2 0.7949 0.7949 0.8000
S3 0.7852 0.7887 0.7991
S4 0.7755 0.7790 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 0.8109 0.7814 0.0295 3.7% 0.0106 1.3% 69% True False 188
10 0.8109 0.7740 0.0369 4.6% 0.0104 1.3% 75% True False 209
20 0.8109 0.7624 0.0485 6.0% 0.0097 1.2% 81% True False 192
40 0.8109 0.7470 0.0639 8.0% 0.0091 1.1% 86% True False 135
60 0.8109 0.7470 0.0639 8.0% 0.0076 0.9% 86% True False 94
80 0.8109 0.7470 0.0639 8.0% 0.0062 0.8% 86% True False 72
100 0.8138 0.7470 0.0668 8.3% 0.0051 0.6% 82% False False 57
120 0.8481 0.7470 0.1011 12.6% 0.0044 0.5% 54% False False 48
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 0.0019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8521
2.618 0.8363
1.618 0.8266
1.000 0.8206
0.618 0.8169
HIGH 0.8109
0.618 0.8072
0.500 0.8061
0.382 0.8049
LOW 0.8012
0.618 0.7952
1.000 0.7915
1.618 0.7855
2.618 0.7758
4.250 0.7600
Fisher Pivots for day following 14-May-2015
Pivot 1 day 3 day
R1 0.8061 0.8003
PP 0.8046 0.7988
S1 0.8032 0.7973

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

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