CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 07-Apr-2015
Day Change Summary
Previous Current
06-Apr-2015 07-Apr-2015 Change Change % Previous Week
Open 0.7585 0.7523 -0.0062 -0.8% 0.7658
High 0.7596 0.7638 0.0042 0.6% 0.7664
Low 0.7550 0.7523 -0.0027 -0.4% 0.7470
Close 0.7561 0.7569 0.0008 0.1% 0.7596
Range 0.0046 0.0115 0.0069 150.0% 0.0194
ATR 0.0080 0.0082 0.0003 3.2% 0.0000
Volume 46 59 13 28.3% 477
Daily Pivots for day following 07-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7922 0.7860 0.7632
R3 0.7807 0.7745 0.7601
R2 0.7692 0.7692 0.7590
R1 0.7630 0.7630 0.7580 0.7661
PP 0.7577 0.7577 0.7577 0.7592
S1 0.7515 0.7515 0.7558 0.7546
S2 0.7462 0.7462 0.7548
S3 0.7347 0.7400 0.7537
S4 0.7232 0.7285 0.7506
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8159 0.8071 0.7703
R3 0.7965 0.7877 0.7649
R2 0.7771 0.7771 0.7632
R1 0.7683 0.7683 0.7614 0.7630
PP 0.7577 0.7577 0.7577 0.7550
S1 0.7489 0.7489 0.7578 0.7436
S2 0.7383 0.7383 0.7560
S3 0.7189 0.7295 0.7543
S4 0.6995 0.7101 0.7489
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7638 0.7470 0.0168 2.2% 0.0083 1.1% 59% True False 82
10 0.7822 0.7470 0.0352 4.7% 0.0073 1.0% 28% False False 73
20 0.7855 0.7470 0.0385 5.1% 0.0087 1.2% 26% False False 55
40 0.7855 0.7470 0.0385 5.1% 0.0052 0.7% 26% False False 29
60 0.8138 0.7470 0.0668 8.8% 0.0043 0.6% 15% False False 20
80 0.8138 0.7470 0.0668 8.8% 0.0033 0.4% 15% False False 15
100 0.8569 0.7470 0.1099 14.5% 0.0028 0.4% 9% False False 13
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 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8127
2.618 0.7939
1.618 0.7824
1.000 0.7753
0.618 0.7709
HIGH 0.7638
0.618 0.7594
0.500 0.7581
0.382 0.7567
LOW 0.7523
0.618 0.7452
1.000 0.7408
1.618 0.7337
2.618 0.7222
4.250 0.7034
Fisher Pivots for day following 07-Apr-2015
Pivot 1 day 3 day
R1 0.7581 0.7574
PP 0.7577 0.7572
S1 0.7573 0.7571

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

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