CME Australian Dollar Future September 2015


Show Legacy Chart
Trading Metrics calculated at close of trading on 27-May-2015
Day Change Summary
Previous Current
26-May-2015 27-May-2015 Change Change % Previous Week
Open 0.7767 0.7694 -0.0073 -0.9% 0.7988
High 0.7792 0.7723 -0.0069 -0.9% 0.7995
Low 0.7682 0.7647 -0.0035 -0.5% 0.7763
Close 0.7684 0.7674 -0.0010 -0.1% 0.7781
Range 0.0110 0.0076 -0.0034 -30.9% 0.0232
ATR 0.0095 0.0093 -0.0001 -1.4% 0.0000
Volume 566 401 -165 -29.2% 3,181
Daily Pivots for day following 27-May-2015
Classic Woodie Camarilla DeMark
R4 0.7909 0.7868 0.7716
R3 0.7833 0.7792 0.7695
R2 0.7757 0.7757 0.7688
R1 0.7716 0.7716 0.7681 0.7699
PP 0.7681 0.7681 0.7681 0.7673
S1 0.7640 0.7640 0.7667 0.7623
S2 0.7605 0.7605 0.7660
S3 0.7529 0.7564 0.7653
S4 0.7453 0.7488 0.7632
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 0.8542 0.8394 0.7909
R3 0.8310 0.8162 0.7845
R2 0.8078 0.8078 0.7824
R1 0.7930 0.7930 0.7802 0.7888
PP 0.7846 0.7846 0.7846 0.7826
S1 0.7698 0.7698 0.7760 0.7656
S2 0.7614 0.7614 0.7738
S3 0.7382 0.7466 0.7717
S4 0.7150 0.7234 0.7653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7880 0.7647 0.0233 3.0% 0.0082 1.1% 12% False True 549
10 0.8109 0.7647 0.0462 6.0% 0.0092 1.2% 6% False True 515
20 0.8109 0.7647 0.0462 6.0% 0.0097 1.3% 6% False True 365
40 0.8109 0.7470 0.0639 8.3% 0.0091 1.2% 32% False False 238
60 0.8109 0.7470 0.0639 8.3% 0.0084 1.1% 32% False False 170
80 0.8109 0.7470 0.0639 8.3% 0.0068 0.9% 32% False False 129
100 0.8138 0.7470 0.0668 8.7% 0.0058 0.8% 31% False False 103
120 0.8224 0.7470 0.0754 9.8% 0.0050 0.6% 27% False False 86
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8046
2.618 0.7922
1.618 0.7846
1.000 0.7799
0.618 0.7770
HIGH 0.7723
0.618 0.7694
0.500 0.7685
0.382 0.7676
LOW 0.7647
0.618 0.7600
1.000 0.7571
1.618 0.7524
2.618 0.7448
4.250 0.7324
Fisher Pivots for day following 27-May-2015
Pivot 1 day 3 day
R1 0.7685 0.7764
PP 0.7681 0.7734
S1 0.7678 0.7704

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

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