CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 10-Apr-2015
Day Change Summary
Previous Current
09-Apr-2015 10-Apr-2015 Change Change % Previous Week
Open 0.7616 0.7647 0.0031 0.4% 0.7585
High 0.7670 0.7647 -0.0023 -0.3% 0.7670
Low 0.7604 0.7580 -0.0024 -0.3% 0.7523
Close 0.7623 0.7618 -0.0005 -0.1% 0.7618
Range 0.0066 0.0067 0.0001 1.5% 0.0147
ATR 0.0081 0.0080 -0.0001 -1.3% 0.0000
Volume 114 27 -87 -76.3% 460
Daily Pivots for day following 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7816 0.7784 0.7655
R3 0.7749 0.7717 0.7636
R2 0.7682 0.7682 0.7630
R1 0.7650 0.7650 0.7624 0.7633
PP 0.7615 0.7615 0.7615 0.7606
S1 0.7583 0.7583 0.7612 0.7566
S2 0.7548 0.7548 0.7606
S3 0.7481 0.7516 0.7600
S4 0.7414 0.7449 0.7581
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8045 0.7978 0.7699
R3 0.7898 0.7831 0.7658
R2 0.7751 0.7751 0.7645
R1 0.7684 0.7684 0.7631 0.7718
PP 0.7604 0.7604 0.7604 0.7620
S1 0.7537 0.7537 0.7605 0.7571
S2 0.7457 0.7457 0.7591
S3 0.7310 0.7390 0.7578
S4 0.7163 0.7243 0.7537
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7670 0.7523 0.0147 1.9% 0.0075 1.0% 65% False False 92
10 0.7670 0.7470 0.0200 2.6% 0.0078 1.0% 74% False False 93
20 0.7855 0.7470 0.0385 5.1% 0.0088 1.2% 38% False False 65
40 0.7855 0.7470 0.0385 5.1% 0.0057 0.8% 38% False False 37
60 0.8138 0.7470 0.0668 8.8% 0.0046 0.6% 22% False False 26
80 0.8138 0.7470 0.0668 8.8% 0.0036 0.5% 22% False False 20
100 0.8543 0.7470 0.1073 14.1% 0.0029 0.4% 14% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7932
2.618 0.7822
1.618 0.7755
1.000 0.7714
0.618 0.7688
HIGH 0.7647
0.618 0.7621
0.500 0.7614
0.382 0.7606
LOW 0.7580
0.618 0.7539
1.000 0.7513
1.618 0.7472
2.618 0.7405
4.250 0.7295
Fisher Pivots for day following 10-Apr-2015
Pivot 1 day 3 day
R1 0.7617 0.7622
PP 0.7615 0.7621
S1 0.7614 0.7619

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

View Archives - Comment on this page... - Back to Index of Symbols