CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 25-Mar-2015
Day Change Summary
Previous Current
24-Mar-2015 25-Mar-2015 Change Change % Previous Week
Open 0.7800 0.7809 0.0009 0.1% 0.7586
High 0.7855 0.7822 -0.0033 -0.4% 0.7732
Low 0.7776 0.7764 -0.0012 -0.2% 0.7520
Close 0.7793 0.7767 -0.0026 -0.3% 0.7699
Range 0.0079 0.0058 -0.0021 -26.6% 0.0212
ATR 0.0085 0.0083 -0.0002 -2.2% 0.0000
Volume 29 36 7 24.1% 147
Daily Pivots for day following 25-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7958 0.7921 0.7799
R3 0.7900 0.7863 0.7783
R2 0.7842 0.7842 0.7778
R1 0.7805 0.7805 0.7772 0.7795
PP 0.7784 0.7784 0.7784 0.7779
S1 0.7747 0.7747 0.7762 0.7737
S2 0.7726 0.7726 0.7756
S3 0.7668 0.7689 0.7751
S4 0.7610 0.7631 0.7735
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8286 0.8205 0.7816
R3 0.8074 0.7993 0.7757
R2 0.7862 0.7862 0.7738
R1 0.7781 0.7781 0.7718 0.7822
PP 0.7650 0.7650 0.7650 0.7671
S1 0.7569 0.7569 0.7680 0.7610
S2 0.7438 0.7438 0.7660
S3 0.7226 0.7357 0.7641
S4 0.7014 0.7145 0.7582
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7855 0.7539 0.0316 4.1% 0.0114 1.5% 72% False False 42
10 0.7855 0.7508 0.0347 4.5% 0.0104 1.3% 75% False False 40
20 0.7855 0.7495 0.0360 4.6% 0.0061 0.8% 76% False False 21
40 0.7855 0.7495 0.0360 4.6% 0.0041 0.5% 76% False False 13
60 0.8138 0.7495 0.0643 8.3% 0.0032 0.4% 42% False False 9
80 0.8342 0.7495 0.0847 10.9% 0.0026 0.3% 32% False False 7
100 0.8636 0.7495 0.1141 14.7% 0.0021 0.3% 24% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8069
2.618 0.7974
1.618 0.7916
1.000 0.7880
0.618 0.7858
HIGH 0.7822
0.618 0.7800
0.500 0.7793
0.382 0.7786
LOW 0.7764
0.618 0.7728
1.000 0.7706
1.618 0.7670
2.618 0.7612
4.250 0.7518
Fisher Pivots for day following 25-Mar-2015
Pivot 1 day 3 day
R1 0.7793 0.7780
PP 0.7784 0.7776
S1 0.7776 0.7771

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

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