CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 03-Apr-2015
Day Change Summary
Previous Current
02-Apr-2015 03-Apr-2015 Change Change % Previous Week
Open 0.7522 0.7510 -0.0012 -0.2% 0.7658
High 0.7530 0.7633 0.0103 1.4% 0.7664
Low 0.7470 0.7510 0.0040 0.5% 0.7470
Close 0.7521 0.7596 0.0075 1.0% 0.7596
Range 0.0060 0.0123 0.0063 105.0% 0.0194
ATR 0.0079 0.0082 0.0003 3.9% 0.0000
Volume 82 147 65 79.3% 477
Daily Pivots for day following 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7949 0.7895 0.7664
R3 0.7826 0.7772 0.7630
R2 0.7703 0.7703 0.7619
R1 0.7649 0.7649 0.7607 0.7676
PP 0.7580 0.7580 0.7580 0.7593
S1 0.7526 0.7526 0.7585 0.7553
S2 0.7457 0.7457 0.7573
S3 0.7334 0.7403 0.7562
S4 0.7211 0.7280 0.7528
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8159 0.8071 0.7703
R3 0.7965 0.7877 0.7649
R2 0.7771 0.7771 0.7632
R1 0.7683 0.7683 0.7614 0.7630
PP 0.7577 0.7577 0.7577 0.7550
S1 0.7489 0.7489 0.7578 0.7436
S2 0.7383 0.7383 0.7560
S3 0.7189 0.7295 0.7543
S4 0.6995 0.7101 0.7489
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7664 0.7470 0.0194 2.6% 0.0080 1.1% 65% False False 95
10 0.7855 0.7470 0.0385 5.1% 0.0077 1.0% 33% False False 71
20 0.7855 0.7470 0.0385 5.1% 0.0082 1.1% 33% False False 50
40 0.7855 0.7470 0.0385 5.1% 0.0048 0.6% 33% False False 27
60 0.8138 0.7470 0.0668 8.8% 0.0041 0.5% 19% False False 19
80 0.8180 0.7470 0.0710 9.3% 0.0031 0.4% 18% False False 14
100 0.8569 0.7470 0.1099 14.5% 0.0026 0.3% 11% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8156
2.618 0.7955
1.618 0.7832
1.000 0.7756
0.618 0.7709
HIGH 0.7633
0.618 0.7586
0.500 0.7572
0.382 0.7557
LOW 0.7510
0.618 0.7434
1.000 0.7387
1.618 0.7311
2.618 0.7188
4.250 0.6987
Fisher Pivots for day following 03-Apr-2015
Pivot 1 day 3 day
R1 0.7588 0.7581
PP 0.7580 0.7566
S1 0.7572 0.7552

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

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