CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 30-Mar-2015
Day Change Summary
Previous Current
27-Mar-2015 30-Mar-2015 Change Change % Previous Week
Open 0.7659 0.7585 -0.0074 -1.0% 0.7792
High 0.7659 0.7585 -0.0074 -1.0% 0.7860
Low 0.7659 0.7550 -0.0109 -1.4% 0.7659
Close 0.7659 0.7555 -0.0104 -1.4% 0.7659
Range 0.0000 0.0035 0.0035 0.0201
ATR 0.0065 0.0069 0.0003 4.7% 0.0000
Volume 10 10 0 0.0% 31
Daily Pivots for day following 30-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7668 0.7647 0.7574
R3 0.7633 0.7612 0.7565
R2 0.7598 0.7598 0.7561
R1 0.7577 0.7577 0.7558 0.7570
PP 0.7563 0.7563 0.7563 0.7560
S1 0.7542 0.7542 0.7552 0.7535
S2 0.7528 0.7528 0.7549
S3 0.7493 0.7507 0.7545
S4 0.7458 0.7472 0.7536
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8329 0.8195 0.7770
R3 0.8128 0.7994 0.7714
R2 0.7927 0.7927 0.7696
R1 0.7793 0.7793 0.7677 0.7760
PP 0.7726 0.7726 0.7726 0.7709
S1 0.7592 0.7592 0.7641 0.7559
S2 0.7525 0.7525 0.7622
S3 0.7324 0.7391 0.7604
S4 0.7123 0.7190 0.7548
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7860 0.7550 0.0310 4.1% 0.0045 0.6% 2% False True 7
10 0.7860 0.7500 0.0360 4.8% 0.0047 0.6% 15% False False 8
20 0.7860 0.7448 0.0412 5.5% 0.0029 0.4% 26% False False 6
40 0.7860 0.7448 0.0412 5.5% 0.0020 0.3% 26% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7734
2.618 0.7677
1.618 0.7642
1.000 0.7620
0.618 0.7607
HIGH 0.7585
0.618 0.7572
0.500 0.7568
0.382 0.7563
LOW 0.7550
0.618 0.7528
1.000 0.7515
1.618 0.7493
2.618 0.7458
4.250 0.7401
Fisher Pivots for day following 30-Mar-2015
Pivot 1 day 3 day
R1 0.7568 0.7643
PP 0.7563 0.7614
S1 0.7559 0.7584

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

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