CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 16-Apr-2015
Day Change Summary
Previous Current
15-Apr-2015 16-Apr-2015 Change Change % Previous Week
Open 0.7545 0.7657 0.0112 1.5% 0.7585
High 0.7632 0.7756 0.0124 1.6% 0.7670
Low 0.7522 0.7647 0.0125 1.7% 0.7523
Close 0.7621 0.7750 0.0129 1.7% 0.7618
Range 0.0110 0.0109 -0.0001 -0.9% 0.0147
ATR 0.0085 0.0088 0.0004 4.3% 0.0000
Volume 105 60 -45 -42.9% 460
Daily Pivots for day following 16-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8045 0.8006 0.7810
R3 0.7936 0.7897 0.7780
R2 0.7827 0.7827 0.7770
R1 0.7788 0.7788 0.7760 0.7808
PP 0.7718 0.7718 0.7718 0.7727
S1 0.7679 0.7679 0.7740 0.7699
S2 0.7609 0.7609 0.7730
S3 0.7500 0.7570 0.7720
S4 0.7391 0.7461 0.7690
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 0.7756 0.7499 0.0257 3.3% 0.0093 1.2% 98% True False 69
10 0.7756 0.7499 0.0257 3.3% 0.0089 1.2% 98% True False 92
20 0.7855 0.7470 0.0385 5.0% 0.0084 1.1% 73% False False 77
40 0.7855 0.7470 0.0385 5.0% 0.0065 0.8% 73% False False 45
60 0.7984 0.7470 0.0514 6.6% 0.0050 0.6% 54% False False 31
80 0.8138 0.7470 0.0668 8.6% 0.0040 0.5% 42% False False 24
100 0.8481 0.7470 0.1011 13.0% 0.0033 0.4% 28% False False 19
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8219
2.618 0.8041
1.618 0.7932
1.000 0.7865
0.618 0.7823
HIGH 0.7756
0.618 0.7714
0.500 0.7702
0.382 0.7689
LOW 0.7647
0.618 0.7580
1.000 0.7538
1.618 0.7471
2.618 0.7362
4.250 0.7184
Fisher Pivots for day following 16-Apr-2015
Pivot 1 day 3 day
R1 0.7734 0.7710
PP 0.7718 0.7670
S1 0.7702 0.7631

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

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