CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 05-May-2015
Day Change Summary
Previous Current
04-May-2015 05-May-2015 Change Change % Previous Week
Open 0.7759 0.7797 0.0038 0.5% 0.7765
High 0.7795 0.7900 0.0105 1.3% 0.8012
Low 0.7759 0.7740 -0.0019 -0.2% 0.7750
Close 0.7790 0.7887 0.0097 1.2% 0.7768
Range 0.0036 0.0160 0.0124 344.4% 0.0262
ATR 0.0091 0.0096 0.0005 5.4% 0.0000
Volume 104 95 -9 -8.7% 1,264
Daily Pivots for day following 05-May-2015
Classic Woodie Camarilla DeMark
R4 0.8322 0.8265 0.7975
R3 0.8162 0.8105 0.7931
R2 0.8002 0.8002 0.7916
R1 0.7945 0.7945 0.7902 0.7974
PP 0.7842 0.7842 0.7842 0.7857
S1 0.7785 0.7785 0.7872 0.7814
S2 0.7682 0.7682 0.7858
S3 0.7522 0.7625 0.7843
S4 0.7362 0.7465 0.7799
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 0.8629 0.8461 0.7912
R3 0.8367 0.8199 0.7840
R2 0.8105 0.8105 0.7816
R1 0.7937 0.7937 0.7792 0.8021
PP 0.7843 0.7843 0.7843 0.7886
S1 0.7675 0.7675 0.7744 0.7759
S2 0.7581 0.7581 0.7720
S3 0.7319 0.7413 0.7696
S4 0.7057 0.7151 0.7624
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8012 0.7740 0.0272 3.4% 0.0105 1.3% 54% False True 252
10 0.8012 0.7650 0.0362 4.6% 0.0095 1.2% 65% False False 205
20 0.8012 0.7499 0.0513 6.5% 0.0090 1.1% 76% False False 152
40 0.8012 0.7470 0.0542 6.9% 0.0089 1.1% 77% False False 104
60 0.8012 0.7470 0.0542 6.9% 0.0065 0.8% 77% False False 70
80 0.8138 0.7470 0.0668 8.5% 0.0055 0.7% 62% False False 53
100 0.8138 0.7470 0.0668 8.5% 0.0044 0.6% 62% False False 43
120 0.8569 0.7470 0.1099 13.9% 0.0038 0.5% 38% False False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 0.8580
2.618 0.8319
1.618 0.8159
1.000 0.8060
0.618 0.7999
HIGH 0.7900
0.618 0.7839
0.500 0.7820
0.382 0.7801
LOW 0.7740
0.618 0.7641
1.000 0.7580
1.618 0.7481
2.618 0.7321
4.250 0.7060
Fisher Pivots for day following 05-May-2015
Pivot 1 day 3 day
R1 0.7865 0.7865
PP 0.7842 0.7842
S1 0.7820 0.7820

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

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