CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 26-Jan-2015
Day Change Summary
Previous Current
23-Jan-2015 26-Jan-2015 Change Change % Previous Week
Open 0.7793 0.7803 0.0010 0.1% 0.8138
High 0.7811 0.7803 -0.0008 -0.1% 0.8138
Low 0.7793 0.7803 0.0010 0.1% 0.7793
Close 0.7811 0.7803 -0.0008 -0.1% 0.7811
Range 0.0018 0.0000 -0.0018 -100.0% 0.0345
ATR 0.0050 0.0047 -0.0003 -6.0% 0.0000
Volume 2 1 -1 -50.0% 5
Daily Pivots for day following 26-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.7803 0.7803 0.7803
R3 0.7803 0.7803 0.7803
R2 0.7803 0.7803 0.7803
R1 0.7803 0.7803 0.7803 0.7803
PP 0.7803 0.7803 0.7803 0.7803
S1 0.7803 0.7803 0.7803 0.7803
S2 0.7803 0.7803 0.7803
S3 0.7803 0.7803 0.7803
S4 0.7803 0.7803 0.7803
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8949 0.8725 0.8001
R3 0.8604 0.8380 0.7906
R2 0.8259 0.8259 0.7874
R1 0.8035 0.8035 0.7843 0.7975
PP 0.7914 0.7914 0.7914 0.7884
S1 0.7690 0.7690 0.7779 0.7630
S2 0.7569 0.7569 0.7748
S3 0.7224 0.7345 0.7716
S4 0.6879 0.7000 0.7621
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8138 0.7793 0.0345 4.4% 0.0041 0.5% 3% False False 1
10 0.8138 0.7793 0.0345 4.4% 0.0027 0.3% 3% False False 1
20 0.8138 0.7793 0.0345 4.4% 0.0013 0.2% 3% False False 1
40 0.8379 0.7793 0.0586 7.5% 0.0010 0.1% 2% False False 1
60 0.8636 0.7793 0.0843 10.8% 0.0008 0.1% 1% False False 1
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7803
2.618 0.7803
1.618 0.7803
1.000 0.7803
0.618 0.7803
HIGH 0.7803
0.618 0.7803
0.500 0.7803
0.382 0.7803
LOW 0.7803
0.618 0.7803
1.000 0.7803
1.618 0.7803
2.618 0.7803
4.250 0.7803
Fisher Pivots for day following 26-Jan-2015
Pivot 1 day 3 day
R1 0.7803 0.7889
PP 0.7803 0.7860
S1 0.7803 0.7832

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

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