CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 01-Apr-2015
Day Change Summary
Previous Current
31-Mar-2015 01-Apr-2015 Change Change % Previous Week
Open 0.7536 0.7535 -0.0001 0.0% 0.7792
High 0.7536 0.7540 0.0004 0.1% 0.7860
Low 0.7518 0.7506 -0.0012 -0.2% 0.7659
Close 0.7518 0.7506 -0.0012 -0.2% 0.7659
Range 0.0018 0.0034 0.0016 88.9% 0.0201
ATR 0.0066 0.0064 -0.0002 -3.5% 0.0000
Volume 7 2 -5 -71.4% 31
Daily Pivots for day following 01-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7619 0.7597 0.7525
R3 0.7585 0.7563 0.7515
R2 0.7551 0.7551 0.7512
R1 0.7529 0.7529 0.7509 0.7523
PP 0.7517 0.7517 0.7517 0.7515
S1 0.7495 0.7495 0.7503 0.7489
S2 0.7483 0.7483 0.7500
S3 0.7449 0.7461 0.7497
S4 0.7415 0.7427 0.7487
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 0.7736 0.7506 0.0230 3.1% 0.0022 0.3% 0% False True 6
10 0.7860 0.7506 0.0354 4.7% 0.0037 0.5% 0% False True 7
20 0.7860 0.7448 0.0412 5.5% 0.0032 0.4% 14% False False 6
40 0.7860 0.7448 0.0412 5.5% 0.0019 0.2% 14% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7685
2.618 0.7629
1.618 0.7595
1.000 0.7574
0.618 0.7561
HIGH 0.7540
0.618 0.7527
0.500 0.7523
0.382 0.7519
LOW 0.7506
0.618 0.7485
1.000 0.7472
1.618 0.7451
2.618 0.7417
4.250 0.7362
Fisher Pivots for day following 01-Apr-2015
Pivot 1 day 3 day
R1 0.7523 0.7546
PP 0.7517 0.7532
S1 0.7512 0.7519

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

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