CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 26-Mar-2015
Day Change Summary
Previous Current
25-Mar-2015 26-Mar-2015 Change Change % Previous Week
Open 0.7809 0.7755 -0.0054 -0.7% 0.7586
High 0.7822 0.7804 -0.0018 -0.2% 0.7732
Low 0.7764 0.7740 -0.0024 -0.3% 0.7520
Close 0.7767 0.7744 -0.0023 -0.3% 0.7699
Range 0.0058 0.0064 0.0006 10.3% 0.0212
ATR 0.0083 0.0081 -0.0001 -1.6% 0.0000
Volume 36 19 -17 -47.2% 147
Daily Pivots for day following 26-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7955 0.7913 0.7779
R3 0.7891 0.7849 0.7762
R2 0.7827 0.7827 0.7756
R1 0.7785 0.7785 0.7750 0.7774
PP 0.7763 0.7763 0.7763 0.7757
S1 0.7721 0.7721 0.7738 0.7710
S2 0.7699 0.7699 0.7732
S3 0.7635 0.7657 0.7726
S4 0.7571 0.7593 0.7709
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 0.7582 0.0273 3.5% 0.0092 1.2% 59% False False 40
10 0.7855 0.7520 0.0335 4.3% 0.0098 1.3% 67% False False 30
20 0.7855 0.7495 0.0360 4.6% 0.0064 0.8% 69% False False 22
40 0.7855 0.7495 0.0360 4.6% 0.0043 0.6% 69% False False 14
60 0.8138 0.7495 0.0643 8.3% 0.0033 0.4% 39% False False 9
80 0.8342 0.7495 0.0847 10.9% 0.0026 0.3% 29% False False 7
100 0.8603 0.7495 0.1108 14.3% 0.0022 0.3% 22% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8076
2.618 0.7972
1.618 0.7908
1.000 0.7868
0.618 0.7844
HIGH 0.7804
0.618 0.7780
0.500 0.7772
0.382 0.7764
LOW 0.7740
0.618 0.7700
1.000 0.7676
1.618 0.7636
2.618 0.7572
4.250 0.7468
Fisher Pivots for day following 26-Mar-2015
Pivot 1 day 3 day
R1 0.7772 0.7798
PP 0.7763 0.7780
S1 0.7753 0.7762

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

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