CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 17-Mar-2015
Day Change Summary
Previous Current
16-Mar-2015 17-Mar-2015 Change Change % Previous Week
Open 0.7586 0.7540 -0.0046 -0.6% 0.7631
High 0.7586 0.7590 0.0004 0.1% 0.7631
Low 0.7543 0.7538 -0.0005 -0.1% 0.7495
Close 0.7564 0.7549 -0.0015 -0.2% 0.7540
Range 0.0043 0.0052 0.0009 20.9% 0.0136
ATR 0.0056 0.0056 0.0000 -0.5% 0.0000
Volume 3 25 22 733.3% 150
Daily Pivots for day following 17-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7715 0.7684 0.7578
R3 0.7663 0.7632 0.7563
R2 0.7611 0.7611 0.7559
R1 0.7580 0.7580 0.7554 0.7596
PP 0.7559 0.7559 0.7559 0.7567
S1 0.7528 0.7528 0.7544 0.7544
S2 0.7507 0.7507 0.7539
S3 0.7455 0.7476 0.7535
S4 0.7403 0.7424 0.7520
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 0.7627 0.7495 0.0132 1.7% 0.0058 0.8% 41% False False 34
10 0.7736 0.7495 0.0241 3.2% 0.0038 0.5% 22% False False 18
20 0.7803 0.7495 0.0308 4.1% 0.0031 0.4% 18% False False 9
40 0.8138 0.7495 0.0643 8.5% 0.0027 0.4% 8% False False 7
60 0.8138 0.7495 0.0643 8.5% 0.0020 0.3% 8% False False 5
80 0.8481 0.7495 0.0986 13.1% 0.0016 0.2% 5% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7811
2.618 0.7726
1.618 0.7674
1.000 0.7642
0.618 0.7622
HIGH 0.7590
0.618 0.7570
0.500 0.7564
0.382 0.7558
LOW 0.7538
0.618 0.7506
1.000 0.7486
1.618 0.7454
2.618 0.7402
4.250 0.7317
Fisher Pivots for day following 17-Mar-2015
Pivot 1 day 3 day
R1 0.7564 0.7564
PP 0.7559 0.7559
S1 0.7554 0.7554

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

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