CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 08-Apr-2015
Day Change Summary
Previous Current
07-Apr-2015 08-Apr-2015 Change Change % Previous Week
Open 0.7523 0.7574 0.0051 0.7% 0.7658
High 0.7638 0.7655 0.0017 0.2% 0.7664
Low 0.7523 0.7574 0.0051 0.7% 0.7470
Close 0.7569 0.7632 0.0063 0.8% 0.7596
Range 0.0115 0.0081 -0.0034 -29.6% 0.0194
ATR 0.0082 0.0083 0.0000 0.3% 0.0000
Volume 59 214 155 262.7% 477
Daily Pivots for day following 08-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7863 0.7829 0.7677
R3 0.7782 0.7748 0.7654
R2 0.7701 0.7701 0.7647
R1 0.7667 0.7667 0.7639 0.7684
PP 0.7620 0.7620 0.7620 0.7629
S1 0.7586 0.7586 0.7625 0.7603
S2 0.7539 0.7539 0.7617
S3 0.7458 0.7505 0.7610
S4 0.7377 0.7424 0.7587
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 0.7655 0.7470 0.0185 2.4% 0.0085 1.1% 88% True False 109
10 0.7804 0.7470 0.0334 4.4% 0.0075 1.0% 49% False False 90
20 0.7855 0.7470 0.0385 5.0% 0.0090 1.2% 42% False False 65
40 0.7855 0.7470 0.0385 5.0% 0.0054 0.7% 42% False False 35
60 0.8138 0.7470 0.0668 8.8% 0.0045 0.6% 24% False False 24
80 0.8138 0.7470 0.0668 8.8% 0.0034 0.4% 24% False False 18
100 0.8569 0.7470 0.1099 14.4% 0.0029 0.4% 15% False False 15
Crabel Price Patterns
NR True
NR4 False
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7999
2.618 0.7867
1.618 0.7786
1.000 0.7736
0.618 0.7705
HIGH 0.7655
0.618 0.7624
0.500 0.7615
0.382 0.7605
LOW 0.7574
0.618 0.7524
1.000 0.7493
1.618 0.7443
2.618 0.7362
4.250 0.7230
Fisher Pivots for day following 08-Apr-2015
Pivot 1 day 3 day
R1 0.7626 0.7618
PP 0.7620 0.7603
S1 0.7615 0.7589

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

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