CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 0.7527 0.7530 0.0003 0.0% 0.7692
High 0.7527 0.7627 0.0100 1.3% 0.7738
Low 0.7495 0.7508 0.0013 0.2% 0.7640
Close 0.7500 0.7605 0.0105 1.4% 0.7640
Range 0.0032 0.0119 0.0087 271.9% 0.0098
ATR 0.0051 0.0057 0.0005 10.6% 0.0000
Volume 14 113 99 707.1% 10
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7937 0.7890 0.7670
R3 0.7818 0.7771 0.7638
R2 0.7699 0.7699 0.7627
R1 0.7652 0.7652 0.7616 0.7676
PP 0.7580 0.7580 0.7580 0.7592
S1 0.7533 0.7533 0.7594 0.7557
S2 0.7461 0.7461 0.7583
S3 0.7342 0.7414 0.7572
S4 0.7223 0.7295 0.7540
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 0.7668 0.7495 0.0173 2.3% 0.0049 0.6% 64% False False 26
10 0.7779 0.7495 0.0284 3.7% 0.0029 0.4% 39% False False 14
20 0.7803 0.7495 0.0308 4.0% 0.0024 0.3% 36% False False 9
40 0.8138 0.7495 0.0643 8.5% 0.0025 0.3% 17% False False 6
60 0.8138 0.7495 0.0643 8.5% 0.0017 0.2% 17% False False 4
80 0.8569 0.7495 0.1074 14.1% 0.0015 0.2% 10% False False 3
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 0.0002
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 0.8133
2.618 0.7939
1.618 0.7820
1.000 0.7746
0.618 0.7701
HIGH 0.7627
0.618 0.7582
0.500 0.7568
0.382 0.7553
LOW 0.7508
0.618 0.7434
1.000 0.7389
1.618 0.7315
2.618 0.7196
4.250 0.7002
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 0.7593 0.7590
PP 0.7580 0.7576
S1 0.7568 0.7561

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

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