CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 13-Mar-2015
Day Change Summary
Previous Current
12-Mar-2015 13-Mar-2015 Change Change % Previous Week
Open 0.7530 0.7582 0.0052 0.7% 0.7631
High 0.7627 0.7582 -0.0045 -0.6% 0.7631
Low 0.7508 0.7540 0.0032 0.4% 0.7495
Close 0.7605 0.7540 -0.0065 -0.9% 0.7540
Range 0.0119 0.0042 -0.0077 -64.7% 0.0136
ATR 0.0057 0.0057 0.0001 1.1% 0.0000
Volume 113 19 -94 -83.2% 150
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7680 0.7652 0.7563
R3 0.7638 0.7610 0.7552
R2 0.7596 0.7596 0.7548
R1 0.7568 0.7568 0.7544 0.7561
PP 0.7554 0.7554 0.7554 0.7551
S1 0.7526 0.7526 0.7536 0.7519
S2 0.7512 0.7512 0.7532
S3 0.7470 0.7484 0.7528
S4 0.7428 0.7442 0.7517
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 0.7631 0.7495 0.0136 1.8% 0.0052 0.7% 33% False False 30
10 0.7738 0.7495 0.0243 3.2% 0.0029 0.4% 19% False False 16
20 0.7803 0.7495 0.0308 4.1% 0.0026 0.4% 15% False False 9
40 0.8138 0.7495 0.0643 8.5% 0.0025 0.3% 7% False False 7
60 0.8138 0.7495 0.0643 8.5% 0.0018 0.2% 7% False False 5
80 0.8543 0.7495 0.1048 13.9% 0.0015 0.2% 4% False False 4
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7761
2.618 0.7692
1.618 0.7650
1.000 0.7624
0.618 0.7608
HIGH 0.7582
0.618 0.7566
0.500 0.7561
0.382 0.7556
LOW 0.7540
0.618 0.7514
1.000 0.7498
1.618 0.7472
2.618 0.7430
4.250 0.7362
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 0.7561 0.7561
PP 0.7554 0.7554
S1 0.7547 0.7547

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

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