CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 19-Mar-2015
Day Change Summary
Previous Current
18-Mar-2015 19-Mar-2015 Change Change % Previous Week
Open 0.7535 0.7700 0.0165 2.2% 0.7631
High 0.7732 0.7716 -0.0016 -0.2% 0.7631
Low 0.7520 0.7539 0.0019 0.3% 0.7495
Close 0.7645 0.7549 -0.0096 -1.3% 0.7540
Range 0.0212 0.0177 -0.0035 -16.5% 0.0136
ATR 0.0067 0.0075 0.0008 11.7% 0.0000
Volume 26 31 5 19.2% 150
Daily Pivots for day following 19-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8132 0.8018 0.7646
R3 0.7955 0.7841 0.7598
R2 0.7778 0.7778 0.7581
R1 0.7664 0.7664 0.7565 0.7633
PP 0.7601 0.7601 0.7601 0.7586
S1 0.7487 0.7487 0.7533 0.7456
S2 0.7424 0.7424 0.7517
S3 0.7247 0.7310 0.7500
S4 0.7070 0.7133 0.7452
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 0.7732 0.7520 0.0212 2.8% 0.0105 1.4% 14% False False 20
10 0.7732 0.7495 0.0237 3.1% 0.0077 1.0% 23% False False 23
20 0.7803 0.7495 0.0308 4.1% 0.0047 0.6% 18% False False 12
40 0.7984 0.7495 0.0489 6.5% 0.0033 0.4% 11% False False 9
60 0.8138 0.7495 0.0643 8.5% 0.0025 0.3% 8% False False 6
80 0.8481 0.7495 0.0986 13.1% 0.0021 0.3% 5% False False 5
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8468
2.618 0.8179
1.618 0.8002
1.000 0.7893
0.618 0.7825
HIGH 0.7716
0.618 0.7648
0.500 0.7628
0.382 0.7607
LOW 0.7539
0.618 0.7430
1.000 0.7362
1.618 0.7253
2.618 0.7076
4.250 0.6787
Fisher Pivots for day following 19-Mar-2015
Pivot 1 day 3 day
R1 0.7628 0.7626
PP 0.7601 0.7600
S1 0.7575 0.7575

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

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