CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 23-Apr-2015
Day Change Summary
Previous Current
22-Apr-2015 23-Apr-2015 Change Change % Previous Week
Open 0.7650 0.7687 0.0037 0.5% 0.7599
High 0.7738 0.7725 -0.0013 -0.2% 0.7775
Low 0.7650 0.7660 0.0010 0.1% 0.7499
Close 0.7710 0.7717 0.0007 0.1% 0.7716
Range 0.0088 0.0065 -0.0023 -26.1% 0.0276
ATR 0.0087 0.0086 -0.0002 -1.8% 0.0000
Volume 88 114 26 29.5% 481
Daily Pivots for day following 23-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7896 0.7871 0.7753
R3 0.7831 0.7806 0.7735
R2 0.7766 0.7766 0.7729
R1 0.7741 0.7741 0.7723 0.7754
PP 0.7701 0.7701 0.7701 0.7707
S1 0.7676 0.7676 0.7711 0.7689
S2 0.7636 0.7636 0.7705
S3 0.7571 0.7611 0.7699
S4 0.7506 0.7546 0.7681
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8491 0.8380 0.7868
R3 0.8215 0.8104 0.7792
R2 0.7939 0.7939 0.7767
R1 0.7828 0.7828 0.7741 0.7884
PP 0.7663 0.7663 0.7663 0.7691
S1 0.7552 0.7552 0.7691 0.7608
S2 0.7387 0.7387 0.7665
S3 0.7111 0.7276 0.7640
S4 0.6835 0.7000 0.7564
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7775 0.7624 0.0151 2.0% 0.0080 1.0% 62% False False 106
10 0.7775 0.7499 0.0276 3.6% 0.0086 1.1% 79% False False 87
20 0.7775 0.7470 0.0305 4.0% 0.0081 1.0% 81% False False 94
40 0.7855 0.7470 0.0385 5.0% 0.0072 0.9% 64% False False 58
60 0.7855 0.7470 0.0385 5.0% 0.0055 0.7% 64% False False 40
80 0.8138 0.7470 0.0668 8.7% 0.0045 0.6% 37% False False 30
100 0.8342 0.7470 0.0872 11.3% 0.0037 0.5% 28% False False 24
120 0.8603 0.7470 0.1133 14.7% 0.0032 0.4% 22% False False 21
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8001
2.618 0.7895
1.618 0.7830
1.000 0.7790
0.618 0.7765
HIGH 0.7725
0.618 0.7700
0.500 0.7693
0.382 0.7685
LOW 0.7660
0.618 0.7620
1.000 0.7595
1.618 0.7555
2.618 0.7490
4.250 0.7384
Fisher Pivots for day following 23-Apr-2015
Pivot 1 day 3 day
R1 0.7709 0.7705
PP 0.7701 0.7693
S1 0.7693 0.7681

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

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