CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 07-May-2015

Day Change Summary
	Previous	Current
	06-May-2015	07-May-2015	Change	Change %	Previous Week
Open	0.7864	0.7919	0.0055	0.7%	0.7765
High	0.7975	0.7949	-0.0026	-0.3%	0.8012
Low	0.7864	0.7840	-0.0024	-0.3%	0.7750
Close	0.7911	0.7849	-0.0062	-0.8%	0.7768
Range	0.0111	0.0109	-0.0002	-1.8%	0.0262
ATR	0.0097	0.0098	0.0001	0.9%	0.0000
Volume	337	197	-140	-41.5%	1,264

Daily Pivots for day following 07-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8206	0.8137	0.7909
R3	0.8097	0.8028	0.7879
R2	0.7988	0.7988	0.7869
R1	0.7919	0.7919	0.7859	0.7899
PP	0.7879	0.7879	0.7879	0.7870
S1	0.7810	0.7810	0.7839	0.7790
S2	0.7770	0.7770	0.7829
S3	0.7661	0.7701	0.7819
S4	0.7552	0.7592	0.7789

Weekly Pivots for week ending 01-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8629	0.8461	0.7912
R3	0.8367	0.8199	0.7840
R2	0.8105	0.8105	0.7816
R1	0.7937	0.7937	0.7792	0.8021
PP	0.7843	0.7843	0.7843	0.7886
S1	0.7675	0.7675	0.7744	0.7759
S2	0.7581	0.7581	0.7720
S3	0.7319	0.7413	0.7696
S4	0.7057	0.7151	0.7624

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7975	0.7740	0.0235	3.0%	0.0103	1.3%	46%	False	False	229
10	0.8012	0.7709	0.0303	3.9%	0.0102	1.3%	46%	False	False	238
20	0.8012	0.7499	0.0513	6.5%	0.0094	1.2%	68%	False	False	163
40	0.8012	0.7470	0.0542	6.9%	0.0090	1.2%	70%	False	False	114
60	0.8012	0.7470	0.0542	6.9%	0.0068	0.9%	70%	False	False	79
80	0.8138	0.7470	0.0668	8.5%	0.0058	0.7%	57%	False	False	60
100	0.8138	0.7470	0.0668	8.5%	0.0047	0.6%	57%	False	False	48
120	0.8569	0.7470	0.1099	14.0%	0.0040	0.5%	34%	False	False	40

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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8412
2.618	0.8234
1.618	0.8125
1.000	0.8058
0.618	0.8016
HIGH	0.7949
0.618	0.7907
0.500	0.7895
0.382	0.7882
LOW	0.7840
0.618	0.7773
1.000	0.7731
1.618	0.7664
2.618	0.7555
4.250	0.7377

Fisher Pivots for day following 07-May-2015
Pivot	1 day	3 day
R1	0.7895	0.7858
PP	0.7879	0.7855
S1	0.7864	0.7852

Download as Excel Spreadsheet

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

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