CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 27-Mar-2015
Day Change Summary
Previous Current
26-Mar-2015 27-Mar-2015 Change Change % Previous Week
Open 0.7755 0.7722 -0.0033 -0.4% 0.7721
High 0.7804 0.7726 -0.0078 -1.0% 0.7855
Low 0.7740 0.7680 -0.0060 -0.8% 0.7680
Close 0.7744 0.7689 -0.0055 -0.7% 0.7689
Range 0.0064 0.0046 -0.0018 -28.1% 0.0175
ATR 0.0081 0.0080 -0.0001 -1.5% 0.0000
Volume 19 93 74 389.5% 233
Daily Pivots for day following 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7836 0.7809 0.7714
R3 0.7790 0.7763 0.7702
R2 0.7744 0.7744 0.7697
R1 0.7717 0.7717 0.7693 0.7708
PP 0.7698 0.7698 0.7698 0.7694
S1 0.7671 0.7671 0.7685 0.7662
S2 0.7652 0.7652 0.7681
S3 0.7606 0.7625 0.7676
S4 0.7560 0.7579 0.7664
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8266 0.8153 0.7785
R3 0.8091 0.7978 0.7737
R2 0.7916 0.7916 0.7721
R1 0.7803 0.7803 0.7705 0.7772
PP 0.7741 0.7741 0.7741 0.7726
S1 0.7628 0.7628 0.7673 0.7597
S2 0.7566 0.7566 0.7657
S3 0.7391 0.7453 0.7641
S4 0.7216 0.7278 0.7593
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7855 0.7680 0.0175 2.3% 0.0073 0.9% 5% False True 46
10 0.7855 0.7520 0.0335 4.4% 0.0099 1.3% 50% False False 38
20 0.7855 0.7495 0.0360 4.7% 0.0064 0.8% 54% False False 27
40 0.7855 0.7495 0.0360 4.7% 0.0044 0.6% 54% False False 16
60 0.8138 0.7495 0.0643 8.4% 0.0034 0.4% 30% False False 11
80 0.8279 0.7495 0.0784 10.2% 0.0027 0.4% 25% False False 8
100 0.8569 0.7495 0.1074 14.0% 0.0022 0.3% 18% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7922
2.618 0.7846
1.618 0.7800
1.000 0.7772
0.618 0.7754
HIGH 0.7726
0.618 0.7708
0.500 0.7703
0.382 0.7698
LOW 0.7680
0.618 0.7652
1.000 0.7634
1.618 0.7606
2.618 0.7560
4.250 0.7485
Fisher Pivots for day following 27-Mar-2015
Pivot 1 day 3 day
R1 0.7703 0.7751
PP 0.7698 0.7730
S1 0.7694 0.7710

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

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