CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 02-Apr-2015
Day Change Summary
Previous Current
01-Apr-2015 02-Apr-2015 Change Change % Previous Week
Open 0.7553 0.7522 -0.0031 -0.4% 0.7721
High 0.7589 0.7530 -0.0059 -0.8% 0.7855
Low 0.7520 0.7470 -0.0050 -0.7% 0.7680
Close 0.7535 0.7521 -0.0014 -0.2% 0.7689
Range 0.0069 0.0060 -0.0009 -13.0% 0.0175
ATR 0.0080 0.0079 -0.0001 -1.4% 0.0000
Volume 80 82 2 2.5% 233
Daily Pivots for day following 02-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7687 0.7664 0.7554
R3 0.7627 0.7604 0.7538
R2 0.7567 0.7567 0.7532
R1 0.7544 0.7544 0.7527 0.7526
PP 0.7507 0.7507 0.7507 0.7498
S1 0.7484 0.7484 0.7516 0.7466
S2 0.7447 0.7447 0.7510
S3 0.7387 0.7424 0.7505
S4 0.7327 0.7364 0.7488
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 0.7726 0.7470 0.0256 3.4% 0.0065 0.9% 20% False True 84
10 0.7855 0.7470 0.0385 5.1% 0.0078 1.0% 13% False True 62
20 0.7855 0.7470 0.0385 5.1% 0.0078 1.0% 13% False True 43
40 0.7855 0.7470 0.0385 5.1% 0.0045 0.6% 13% False True 23
60 0.8138 0.7470 0.0668 8.9% 0.0039 0.5% 8% False True 16
80 0.8180 0.7470 0.0710 9.4% 0.0031 0.4% 7% False True 12
100 0.8569 0.7470 0.1099 14.6% 0.0025 0.3% 5% False True 10
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7785
2.618 0.7687
1.618 0.7627
1.000 0.7590
0.618 0.7567
HIGH 0.7530
0.618 0.7507
0.500 0.7500
0.382 0.7493
LOW 0.7470
0.618 0.7433
1.000 0.7410
1.618 0.7373
2.618 0.7313
4.250 0.7215
Fisher Pivots for day following 02-Apr-2015
Pivot 1 day 3 day
R1 0.7514 0.7530
PP 0.7507 0.7527
S1 0.7500 0.7524

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

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