CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 10-Mar-2015
Day Change Summary
Previous Current
09-Mar-2015 10-Mar-2015 Change Change % Previous Week
Open 0.7631 0.7578 -0.0053 -0.7% 0.7692
High 0.7631 0.7580 -0.0051 -0.7% 0.7738
Low 0.7631 0.7515 -0.0116 -1.5% 0.7640
Close 0.7631 0.7534 -0.0097 -1.3% 0.7640
Range 0.0000 0.0065 0.0065 0.0098
ATR 0.0047 0.0052 0.0005 10.5% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 10-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7738 0.7701 0.7570
R3 0.7673 0.7636 0.7552
R2 0.7608 0.7608 0.7546
R1 0.7571 0.7571 0.7540 0.7557
PP 0.7543 0.7543 0.7543 0.7536
S1 0.7506 0.7506 0.7528 0.7492
S2 0.7478 0.7478 0.7522
S3 0.7413 0.7441 0.7516
S4 0.7348 0.7376 0.7498
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 0.7736 0.7515 0.0221 2.9% 0.0019 0.2% 9% False True 2
10 0.7803 0.7515 0.0288 3.8% 0.0014 0.2% 7% False True 1
20 0.7803 0.7515 0.0288 3.8% 0.0017 0.2% 7% False True 4
40 0.8138 0.7515 0.0623 8.3% 0.0021 0.3% 3% False True 3
60 0.8138 0.7515 0.0623 8.3% 0.0015 0.2% 3% False True 2
80 0.8569 0.7515 0.1054 14.0% 0.0013 0.2% 2% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7856
2.618 0.7750
1.618 0.7685
1.000 0.7645
0.618 0.7620
HIGH 0.7580
0.618 0.7555
0.500 0.7548
0.382 0.7540
LOW 0.7515
0.618 0.7475
1.000 0.7450
1.618 0.7410
2.618 0.7345
4.250 0.7239
Fisher Pivots for day following 10-Mar-2015
Pivot 1 day 3 day
R1 0.7548 0.7592
PP 0.7543 0.7572
S1 0.7539 0.7553

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

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