CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 29-May-2015
Day Change Summary
Previous Current
28-May-2015 29-May-2015 Change Change % Previous Week
Open 0.7682 0.7614 -0.0068 -0.9% 0.7767
High 0.7710 0.7628 -0.0082 -1.1% 0.7792
Low 0.7575 0.7590 0.0015 0.2% 0.7575
Close 0.7610 0.7612 0.0002 0.0% 0.7612
Range 0.0135 0.0038 -0.0097 -71.9% 0.0217
ATR 0.0096 0.0092 -0.0004 -4.3% 0.0000
Volume 1,082 2,080 998 92.2% 4,129
Daily Pivots for day following 29-May-2015
Classic Woodie Camarilla DeMark
R4 0.7724 0.7706 0.7633
R3 0.7686 0.7668 0.7622
R2 0.7648 0.7648 0.7619
R1 0.7630 0.7630 0.7615 0.7620
PP 0.7610 0.7610 0.7610 0.7605
S1 0.7592 0.7592 0.7609 0.7582
S2 0.7572 0.7572 0.7605
S3 0.7534 0.7554 0.7602
S4 0.7496 0.7516 0.7591
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 0.8311 0.8178 0.7731
R3 0.8094 0.7961 0.7672
R2 0.7877 0.7877 0.7652
R1 0.7744 0.7744 0.7632 0.7702
PP 0.7660 0.7660 0.7660 0.7639
S1 0.7527 0.7527 0.7592 0.7485
S2 0.7443 0.7443 0.7572
S3 0.7226 0.7310 0.7552
S4 0.7009 0.7093 0.7493
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7880 0.7575 0.0305 4.0% 0.0095 1.3% 12% False False 1,036
10 0.8034 0.7575 0.0459 6.0% 0.0084 1.1% 8% False False 774
20 0.8109 0.7575 0.0534 7.0% 0.0094 1.2% 7% False False 491
40 0.8109 0.7499 0.0610 8.0% 0.0092 1.2% 19% False False 313
60 0.8109 0.7470 0.0639 8.4% 0.0087 1.1% 22% False False 223
80 0.8109 0.7470 0.0639 8.4% 0.0068 0.9% 22% False False 168
100 0.8138 0.7470 0.0668 8.8% 0.0060 0.8% 21% False False 135
120 0.8180 0.7470 0.0710 9.3% 0.0051 0.7% 20% False False 112
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.7790
2.618 0.7727
1.618 0.7689
1.000 0.7666
0.618 0.7651
HIGH 0.7628
0.618 0.7613
0.500 0.7609
0.382 0.7605
LOW 0.7590
0.618 0.7567
1.000 0.7552
1.618 0.7529
2.618 0.7491
4.250 0.7429
Fisher Pivots for day following 29-May-2015
Pivot 1 day 3 day
R1 0.7611 0.7649
PP 0.7610 0.7637
S1 0.7609 0.7624

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

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