CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 27-Apr-2015
Day Change Summary
Previous Current
24-Apr-2015 27-Apr-2015 Change Change % Previous Week
Open 0.7729 0.7774 0.0045 0.6% 0.7623
High 0.7729 0.7778 0.0049 0.6% 0.7729
Low 0.7729 0.7757 0.0028 0.4% 0.7611
Close 0.7729 0.7757 0.0028 0.4% 0.7729
Range 0.0000 0.0021 0.0021 0.0118
ATR 0.0056 0.0056 -0.0001 -0.9% 0.0000
Volume 2 2 0 0.0% 6
Daily Pivots for day following 27-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7827 0.7813 0.7769
R3 0.7806 0.7792 0.7763
R2 0.7785 0.7785 0.7761
R1 0.7771 0.7771 0.7759 0.7768
PP 0.7764 0.7764 0.7764 0.7762
S1 0.7750 0.7750 0.7755 0.7747
S2 0.7743 0.7743 0.7753
S3 0.7722 0.7729 0.7751
S4 0.7701 0.7708 0.7745
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8044 0.8004 0.7794
R3 0.7926 0.7886 0.7761
R2 0.7808 0.7808 0.7751
R1 0.7768 0.7768 0.7740 0.7788
PP 0.7690 0.7690 0.7690 0.7700
S1 0.7650 0.7650 0.7718 0.7670
S2 0.7572 0.7572 0.7707
S3 0.7454 0.7532 0.7697
S4 0.7336 0.7414 0.7664
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7778 0.7611 0.0167 2.2% 0.0016 0.2% 87% True False 1
10 0.7778 0.7486 0.0292 3.8% 0.0027 0.3% 93% True False 2
20 0.7778 0.7465 0.0313 4.0% 0.0021 0.3% 93% True False 5
40 0.7860 0.7448 0.0412 5.3% 0.0025 0.3% 75% False False 6
60 0.7860 0.7448 0.0412 5.3% 0.0020 0.3% 75% 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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7867
2.618 0.7833
1.618 0.7812
1.000 0.7799
0.618 0.7791
HIGH 0.7778
0.618 0.7770
0.500 0.7768
0.382 0.7765
LOW 0.7757
0.618 0.7744
1.000 0.7736
1.618 0.7723
2.618 0.7702
4.250 0.7668
Fisher Pivots for day following 27-Apr-2015
Pivot 1 day 3 day
R1 0.7768 0.7739
PP 0.7764 0.7720
S1 0.7761 0.7702

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

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