CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 22-May-2015
Day Change Summary
Previous Current
21-May-2015 22-May-2015 Change Change % Previous Week
Open 0.7838 0.7848 0.0010 0.1% 0.7988
High 0.7866 0.7880 0.0014 0.2% 0.7995
Low 0.7819 0.7763 -0.0056 -0.7% 0.7763
Close 0.7845 0.7781 -0.0064 -0.8% 0.7781
Range 0.0047 0.0117 0.0070 148.9% 0.0232
ATR 0.0092 0.0093 0.0002 2.0% 0.0000
Volume 306 1,051 745 243.5% 3,181
Daily Pivots for day following 22-May-2015
Classic Woodie Camarilla DeMark
R4 0.8159 0.8087 0.7845
R3 0.8042 0.7970 0.7813
R2 0.7925 0.7925 0.7802
R1 0.7853 0.7853 0.7792 0.7831
PP 0.7808 0.7808 0.7808 0.7797
S1 0.7736 0.7736 0.7770 0.7714
S2 0.7691 0.7691 0.7760
S3 0.7574 0.7619 0.7749
S4 0.7457 0.7502 0.7717
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 0.8542 0.8394 0.7909
R3 0.8310 0.8162 0.7845
R2 0.8078 0.8078 0.7824
R1 0.7930 0.7930 0.7802 0.7888
PP 0.7846 0.7846 0.7846 0.7826
S1 0.7698 0.7698 0.7760 0.7656
S2 0.7614 0.7614 0.7738
S3 0.7382 0.7466 0.7717
S4 0.7150 0.7234 0.7653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7995 0.7763 0.0232 3.0% 0.0079 1.0% 8% False True 636
10 0.8109 0.7763 0.0346 4.4% 0.0089 1.1% 5% False True 441
20 0.8109 0.7740 0.0369 4.7% 0.0098 1.3% 11% False False 327
40 0.8109 0.7470 0.0639 8.2% 0.0090 1.2% 49% False False 218
60 0.8109 0.7470 0.0639 8.2% 0.0081 1.0% 49% False False 154
80 0.8109 0.7470 0.0639 8.2% 0.0067 0.9% 49% False False 117
100 0.8138 0.7470 0.0668 8.6% 0.0056 0.7% 47% False False 94
120 0.8279 0.7470 0.0809 10.4% 0.0048 0.6% 38% False False 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8377
2.618 0.8186
1.618 0.8069
1.000 0.7997
0.618 0.7952
HIGH 0.7880
0.618 0.7835
0.500 0.7822
0.382 0.7808
LOW 0.7763
0.618 0.7691
1.000 0.7646
1.618 0.7574
2.618 0.7457
4.250 0.7266
Fisher Pivots for day following 22-May-2015
Pivot 1 day 3 day
R1 0.7822 0.7822
PP 0.7808 0.7808
S1 0.7795 0.7795

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

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