CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 31-Mar-2015
Day Change Summary
Previous Current
30-Mar-2015 31-Mar-2015 Change Change % Previous Week
Open 0.7658 0.7575 -0.0083 -1.1% 0.7721
High 0.7664 0.7578 -0.0086 -1.1% 0.7855
Low 0.7565 0.7528 -0.0037 -0.5% 0.7680
Close 0.7584 0.7547 -0.0037 -0.5% 0.7689
Range 0.0099 0.0050 -0.0049 -49.5% 0.0175
ATR 0.0083 0.0081 -0.0002 -2.3% 0.0000
Volume 85 83 -2 -2.4% 233
Daily Pivots for day following 31-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7701 0.7674 0.7575
R3 0.7651 0.7624 0.7561
R2 0.7601 0.7601 0.7556
R1 0.7574 0.7574 0.7552 0.7563
PP 0.7551 0.7551 0.7551 0.7545
S1 0.7524 0.7524 0.7542 0.7513
S2 0.7501 0.7501 0.7538
S3 0.7451 0.7474 0.7533
S4 0.7401 0.7424 0.7520
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 0.7822 0.7528 0.0294 3.9% 0.0063 0.8% 6% False True 63
10 0.7855 0.7520 0.0335 4.4% 0.0104 1.4% 8% False False 52
20 0.7855 0.7495 0.0360 4.8% 0.0071 0.9% 14% False False 35
40 0.7855 0.7495 0.0360 4.8% 0.0046 0.6% 14% False False 20
60 0.8138 0.7495 0.0643 8.5% 0.0036 0.5% 8% False False 14
80 0.8224 0.7495 0.0729 9.7% 0.0029 0.4% 7% False False 10
100 0.8569 0.7495 0.1074 14.2% 0.0024 0.3% 5% False False 9
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 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7791
2.618 0.7709
1.618 0.7659
1.000 0.7628
0.618 0.7609
HIGH 0.7578
0.618 0.7559
0.500 0.7553
0.382 0.7547
LOW 0.7528
0.618 0.7497
1.000 0.7478
1.618 0.7447
2.618 0.7397
4.250 0.7316
Fisher Pivots for day following 31-Mar-2015
Pivot 1 day 3 day
R1 0.7553 0.7627
PP 0.7551 0.7600
S1 0.7549 0.7574

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

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