CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 11-May-2015
Day Change Summary
Previous Current
08-May-2015 11-May-2015 Change Change % Previous Week
Open 0.7828 0.7825 -0.0003 0.0% 0.7752
High 0.7828 0.7825 -0.0003 0.0% 0.7874
Low 0.7828 0.7815 -0.0013 -0.2% 0.7752
Close 0.7828 0.7815 -0.0013 -0.2% 0.7828
Range 0.0000 0.0010 0.0010 0.0122
ATR 0.0059 0.0056 -0.0003 -5.6% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 11-May-2015
Classic Woodie Camarilla DeMark
R4 0.7848 0.7842 0.7821
R3 0.7838 0.7832 0.7818
R2 0.7828 0.7828 0.7817
R1 0.7822 0.7822 0.7816 0.7820
PP 0.7818 0.7818 0.7818 0.7818
S1 0.7812 0.7812 0.7814 0.7810
S2 0.7808 0.7808 0.7813
S3 0.7798 0.7802 0.7812
S4 0.7788 0.7792 0.7810
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8184 0.8128 0.7895
R3 0.8062 0.8006 0.7862
R2 0.7940 0.7940 0.7850
R1 0.7884 0.7884 0.7839 0.7912
PP 0.7818 0.7818 0.7818 0.7832
S1 0.7762 0.7762 0.7817 0.7790
S2 0.7696 0.7696 0.7806
S3 0.7574 0.7640 0.7794
S4 0.7452 0.7518 0.7761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7874 0.7778 0.0096 1.2% 0.0017 0.2% 39% False False 1
10 0.7938 0.7735 0.0203 2.6% 0.0034 0.4% 39% False False 4
20 0.7938 0.7486 0.0452 5.8% 0.0030 0.4% 73% False False 3
40 0.7938 0.7465 0.0473 6.1% 0.0031 0.4% 74% False False 6
60 0.7938 0.7448 0.0490 6.3% 0.0023 0.3% 75% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7868
2.618 0.7851
1.618 0.7841
1.000 0.7835
0.618 0.7831
HIGH 0.7825
0.618 0.7821
0.500 0.7820
0.382 0.7819
LOW 0.7815
0.618 0.7809
1.000 0.7805
1.618 0.7799
2.618 0.7789
4.250 0.7773
Fisher Pivots for day following 11-May-2015
Pivot 1 day 3 day
R1 0.7820 0.7821
PP 0.7818 0.7819
S1 0.7817 0.7817

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

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