CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 24-Mar-2015
Day Change Summary
Previous Current
23-Mar-2015 24-Mar-2015 Change Change % Previous Week
Open 0.7721 0.7800 0.0079 1.0% 0.7586
High 0.7822 0.7855 0.0033 0.4% 0.7732
Low 0.7705 0.7776 0.0071 0.9% 0.7520
Close 0.7805 0.7793 -0.0012 -0.2% 0.7699
Range 0.0117 0.0079 -0.0038 -32.5% 0.0212
ATR 0.0085 0.0085 0.0000 -0.5% 0.0000
Volume 56 29 -27 -48.2% 147
Daily Pivots for day following 24-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8045 0.7998 0.7836
R3 0.7966 0.7919 0.7815
R2 0.7887 0.7887 0.7807
R1 0.7840 0.7840 0.7800 0.7824
PP 0.7808 0.7808 0.7808 0.7800
S1 0.7761 0.7761 0.7786 0.7745
S2 0.7729 0.7729 0.7779
S3 0.7650 0.7682 0.7771
S4 0.7571 0.7603 0.7750
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 0.7855 0.7520 0.0335 4.3% 0.0145 1.9% 81% True False 40
10 0.7855 0.7495 0.0360 4.6% 0.0101 1.3% 83% True False 37
20 0.7855 0.7495 0.0360 4.6% 0.0058 0.7% 83% True False 19
40 0.7855 0.7495 0.0360 4.6% 0.0040 0.5% 83% True False 12
60 0.8138 0.7495 0.0643 8.3% 0.0031 0.4% 46% False False 8
80 0.8379 0.7495 0.0884 11.3% 0.0025 0.3% 34% False False 6
100 0.8636 0.7495 0.1141 14.6% 0.0021 0.3% 26% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8191
2.618 0.8062
1.618 0.7983
1.000 0.7934
0.618 0.7904
HIGH 0.7855
0.618 0.7825
0.500 0.7816
0.382 0.7806
LOW 0.7776
0.618 0.7727
1.000 0.7697
1.618 0.7648
2.618 0.7569
4.250 0.7440
Fisher Pivots for day following 24-Mar-2015
Pivot 1 day 3 day
R1 0.7816 0.7768
PP 0.7808 0.7743
S1 0.7801 0.7719

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

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