CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 16-Mar-2015
Day Change Summary
Previous Current
13-Mar-2015 16-Mar-2015 Change Change % Previous Week
Open 0.7582 0.7586 0.0004 0.1% 0.7631
High 0.7582 0.7586 0.0004 0.1% 0.7631
Low 0.7540 0.7543 0.0003 0.0% 0.7495
Close 0.7540 0.7564 0.0024 0.3% 0.7540
Range 0.0042 0.0043 0.0001 2.4% 0.0136
ATR 0.0057 0.0056 -0.0001 -1.4% 0.0000
Volume 19 3 -16 -84.2% 150
Daily Pivots for day following 16-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7693 0.7672 0.7588
R3 0.7650 0.7629 0.7576
R2 0.7607 0.7607 0.7572
R1 0.7586 0.7586 0.7568 0.7575
PP 0.7564 0.7564 0.7564 0.7559
S1 0.7543 0.7543 0.7560 0.7532
S2 0.7521 0.7521 0.7556
S3 0.7478 0.7500 0.7552
S4 0.7435 0.7457 0.7540
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7963 0.7888 0.7615
R3 0.7827 0.7752 0.7577
R2 0.7691 0.7691 0.7565
R1 0.7616 0.7616 0.7552 0.7586
PP 0.7555 0.7555 0.7555 0.7540
S1 0.7480 0.7480 0.7528 0.7450
S2 0.7419 0.7419 0.7515
S3 0.7283 0.7344 0.7503
S4 0.7147 0.7208 0.7465
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7627 0.7495 0.0132 1.7% 0.0060 0.8% 52% False False 30
10 0.7738 0.7495 0.0243 3.2% 0.0033 0.4% 28% False False 16
20 0.7803 0.7495 0.0308 4.1% 0.0029 0.4% 22% False False 9
40 0.8138 0.7495 0.0643 8.5% 0.0026 0.3% 11% False False 7
60 0.8138 0.7495 0.0643 8.5% 0.0019 0.2% 11% False False 5
80 0.8543 0.7495 0.1048 13.9% 0.0015 0.2% 7% False False 4
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7769
2.618 0.7699
1.618 0.7656
1.000 0.7629
0.618 0.7613
HIGH 0.7586
0.618 0.7570
0.500 0.7565
0.382 0.7559
LOW 0.7543
0.618 0.7516
1.000 0.7500
1.618 0.7473
2.618 0.7430
4.250 0.7360
Fisher Pivots for day following 16-Mar-2015
Pivot 1 day 3 day
R1 0.7565 0.7568
PP 0.7564 0.7566
S1 0.7564 0.7565

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

View Archives - Comment on this page... - Back to Index of Symbols