CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 23-Mar-2015
Day Change Summary
Previous Current
20-Mar-2015 23-Mar-2015 Change Change % Previous Week
Open 0.7582 0.7721 0.0139 1.8% 0.7586
High 0.7722 0.7822 0.0100 1.3% 0.7732
Low 0.7582 0.7705 0.0123 1.6% 0.7520
Close 0.7699 0.7805 0.0106 1.4% 0.7699
Range 0.0140 0.0117 -0.0023 -16.4% 0.0212
ATR 0.0082 0.0085 0.0003 3.6% 0.0000
Volume 62 56 -6 -9.7% 147
Daily Pivots for day following 23-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8128 0.8084 0.7869
R3 0.8011 0.7967 0.7837
R2 0.7894 0.7894 0.7826
R1 0.7850 0.7850 0.7816 0.7872
PP 0.7777 0.7777 0.7777 0.7789
S1 0.7733 0.7733 0.7794 0.7755
S2 0.7660 0.7660 0.7784
S3 0.7543 0.7616 0.7773
S4 0.7426 0.7499 0.7741
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8286 0.8205 0.7816
R3 0.8074 0.7993 0.7757
R2 0.7862 0.7862 0.7738
R1 0.7781 0.7781 0.7718 0.7822
PP 0.7650 0.7650 0.7650 0.7671
S1 0.7569 0.7569 0.7680 0.7610
S2 0.7438 0.7438 0.7660
S3 0.7226 0.7357 0.7641
S4 0.7014 0.7145 0.7582
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7822 0.7520 0.0302 3.9% 0.0140 1.8% 94% True False 40
10 0.7822 0.7495 0.0327 4.2% 0.0100 1.3% 95% True False 35
20 0.7822 0.7495 0.0327 4.2% 0.0059 0.8% 95% True False 18
40 0.7839 0.7495 0.0344 4.4% 0.0038 0.5% 90% False False 12
60 0.8138 0.7495 0.0643 8.2% 0.0030 0.4% 48% False False 8
80 0.8379 0.7495 0.0884 11.3% 0.0024 0.3% 35% False False 6
100 0.8658 0.7495 0.1163 14.9% 0.0020 0.3% 27% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8319
2.618 0.8128
1.618 0.8011
1.000 0.7939
0.618 0.7894
HIGH 0.7822
0.618 0.7777
0.500 0.7764
0.382 0.7750
LOW 0.7705
0.618 0.7633
1.000 0.7588
1.618 0.7516
2.618 0.7399
4.250 0.7208
Fisher Pivots for day following 23-Mar-2015
Pivot 1 day 3 day
R1 0.7791 0.7764
PP 0.7777 0.7722
S1 0.7764 0.7681

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

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