CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 06-Mar-2015
Day Change Summary
Previous Current
05-Mar-2015 06-Mar-2015 Change Change % Previous Week
Open 0.7692 0.7668 -0.0024 -0.3% 0.7692
High 0.7692 0.7668 -0.0024 -0.3% 0.7738
Low 0.7692 0.7640 -0.0052 -0.7% 0.7640
Close 0.7692 0.7640 -0.0052 -0.7% 0.7640
Range 0.0000 0.0028 0.0028 0.0098
ATR 0.0050 0.0050 0.0000 0.3% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7733 0.7715 0.7655
R3 0.7705 0.7687 0.7648
R2 0.7677 0.7677 0.7645
R1 0.7659 0.7659 0.7643 0.7654
PP 0.7649 0.7649 0.7649 0.7647
S1 0.7631 0.7631 0.7637 0.7626
S2 0.7621 0.7621 0.7635
S3 0.7593 0.7603 0.7632
S4 0.7565 0.7575 0.7625
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7967 0.7901 0.7694
R3 0.7869 0.7803 0.7667
R2 0.7771 0.7771 0.7658
R1 0.7705 0.7705 0.7649 0.7689
PP 0.7673 0.7673 0.7673 0.7665
S1 0.7607 0.7607 0.7631 0.7591
S2 0.7575 0.7575 0.7622
S3 0.7477 0.7509 0.7613
S4 0.7379 0.7411 0.7586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7738 0.7640 0.0098 1.3% 0.0006 0.1% 0% False True 2
10 0.7803 0.7627 0.0176 2.3% 0.0019 0.2% 7% False False 1
20 0.7803 0.7620 0.0183 2.4% 0.0014 0.2% 11% False False 4
40 0.8138 0.7547 0.0591 7.7% 0.0020 0.3% 16% False False 3
60 0.8180 0.7547 0.0633 8.3% 0.0014 0.2% 15% False False 2
80 0.8569 0.7547 0.1022 13.4% 0.0012 0.2% 9% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7787
2.618 0.7741
1.618 0.7713
1.000 0.7696
0.618 0.7685
HIGH 0.7668
0.618 0.7657
0.500 0.7654
0.382 0.7651
LOW 0.7640
0.618 0.7623
1.000 0.7612
1.618 0.7595
2.618 0.7567
4.250 0.7521
Fisher Pivots for day following 06-Mar-2015
Pivot 1 day 3 day
R1 0.7654 0.7688
PP 0.7649 0.7672
S1 0.7645 0.7656

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

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