CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 14-Aug-2015
Day Change Summary
Previous Current
13-Aug-2015 14-Aug-2015 Change Change % Previous Week
Open 0.7338 0.7335 -0.0003 0.0% 0.7360
High 0.7361 0.7350 -0.0011 -0.1% 0.7370
Low 0.7278 0.7313 0.0035 0.5% 0.7175
Close 0.7316 0.7332 0.0016 0.2% 0.7332
Range 0.0083 0.0037 -0.0046 -55.4% 0.0195
ATR 0.0083 0.0079 -0.0003 -3.9% 0.0000
Volume 764 394 -370 -48.4% 2,037
Daily Pivots for day following 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7443 0.7424 0.7352
R3 0.7406 0.7387 0.7342
R2 0.7369 0.7369 0.7339
R1 0.7350 0.7350 0.7335 0.7341
PP 0.7332 0.7332 0.7332 0.7327
S1 0.7313 0.7313 0.7329 0.7304
S2 0.7295 0.7295 0.7325
S3 0.7258 0.7276 0.7322
S4 0.7221 0.7239 0.7312
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7877 0.7800 0.7439
R3 0.7682 0.7605 0.7386
R2 0.7487 0.7487 0.7368
R1 0.7410 0.7410 0.7350 0.7351
PP 0.7292 0.7292 0.7292 0.7263
S1 0.7215 0.7215 0.7314 0.7156
S2 0.7097 0.7097 0.7296
S3 0.6902 0.7020 0.7278
S4 0.6707 0.6825 0.7225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7370 0.7175 0.0195 2.7% 0.0096 1.3% 81% False False 407
10 0.7376 0.7175 0.0201 2.7% 0.0084 1.2% 78% False False 333
20 0.7386 0.7175 0.0211 2.9% 0.0077 1.0% 74% False False 263
40 0.7724 0.7175 0.0549 7.5% 0.0073 1.0% 29% False False 176
60 0.7810 0.7175 0.0635 8.7% 0.0064 0.9% 25% False False 121
80 0.8046 0.7175 0.0871 11.9% 0.0055 0.8% 18% False False 91
100 0.8046 0.7175 0.0871 11.9% 0.0048 0.7% 18% False False 74
120 0.8046 0.7175 0.0871 11.9% 0.0045 0.6% 18% False False 63
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7507
2.618 0.7447
1.618 0.7410
1.000 0.7387
0.618 0.7373
HIGH 0.7350
0.618 0.7336
0.500 0.7332
0.382 0.7327
LOW 0.7313
0.618 0.7290
1.000 0.7276
1.618 0.7253
2.618 0.7216
4.250 0.7156
Fisher Pivots for day following 14-Aug-2015
Pivot 1 day 3 day
R1 0.7332 0.7311
PP 0.7332 0.7289
S1 0.7332 0.7268

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

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