CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 20-May-2015
Day Change Summary
Previous Current
19-May-2015 20-May-2015 Change Change % Previous Week
Open 0.7830 0.7800 -0.0030 -0.4% 0.7825
High 0.7830 0.7816 -0.0014 -0.2% 0.8046
Low 0.7830 0.7790 -0.0040 -0.5% 0.7815
Close 0.7830 0.7816 -0.0014 -0.2% 0.7959
Range 0.0000 0.0026 0.0026 0.0231
ATR 0.0060 0.0059 -0.0001 -2.4% 0.0000
Volume 1 1 0 0.0% 13
Daily Pivots for day following 20-May-2015
Classic Woodie Camarilla DeMark
R4 0.7885 0.7877 0.7830
R3 0.7859 0.7851 0.7823
R2 0.7833 0.7833 0.7821
R1 0.7825 0.7825 0.7818 0.7829
PP 0.7807 0.7807 0.7807 0.7810
S1 0.7799 0.7799 0.7814 0.7803
S2 0.7781 0.7781 0.7811
S3 0.7755 0.7773 0.7809
S4 0.7729 0.7747 0.7802
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.8633 0.8527 0.8086
R3 0.8402 0.8296 0.8023
R2 0.8171 0.8171 0.8001
R1 0.8065 0.8065 0.7980 0.8118
PP 0.7940 0.7940 0.7940 0.7967
S1 0.7834 0.7834 0.7938 0.7887
S2 0.7709 0.7709 0.7917
S3 0.7478 0.7603 0.7895
S4 0.7247 0.7372 0.7832
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8046 0.7790 0.0256 3.3% 0.0018 0.2% 10% False True 1
10 0.8046 0.7790 0.0256 3.3% 0.0019 0.2% 10% False True 2
20 0.8046 0.7625 0.0421 5.4% 0.0030 0.4% 45% False False 3
40 0.8046 0.7465 0.0581 7.4% 0.0025 0.3% 60% False False 4
60 0.8046 0.7448 0.0598 7.7% 0.0025 0.3% 62% 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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7927
2.618 0.7884
1.618 0.7858
1.000 0.7842
0.618 0.7832
HIGH 0.7816
0.618 0.7806
0.500 0.7803
0.382 0.7800
LOW 0.7790
0.618 0.7774
1.000 0.7764
1.618 0.7748
2.618 0.7722
4.250 0.7680
Fisher Pivots for day following 20-May-2015
Pivot 1 day 3 day
R1 0.7812 0.7842
PP 0.7807 0.7833
S1 0.7803 0.7825

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

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