CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 08-May-2015
Day Change Summary
Previous Current
07-May-2015 08-May-2015 Change Change % Previous Week
Open 0.7919 0.7850 -0.0069 -0.9% 0.7759
High 0.7949 0.7936 -0.0013 -0.2% 0.7975
Low 0.7840 0.7814 -0.0026 -0.3% 0.7740
Close 0.7849 0.7863 0.0014 0.2% 0.7863
Range 0.0109 0.0122 0.0013 11.9% 0.0235
ATR 0.0098 0.0100 0.0002 1.8% 0.0000
Volume 197 146 -51 -25.9% 879
Daily Pivots for day following 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8237 0.8172 0.7930
R3 0.8115 0.8050 0.7897
R2 0.7993 0.7993 0.7885
R1 0.7928 0.7928 0.7874 0.7961
PP 0.7871 0.7871 0.7871 0.7887
S1 0.7806 0.7806 0.7852 0.7839
S2 0.7749 0.7749 0.7841
S3 0.7627 0.7684 0.7829
S4 0.7505 0.7562 0.7796
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8564 0.8449 0.7992
R3 0.8329 0.8214 0.7928
R2 0.8094 0.8094 0.7906
R1 0.7979 0.7979 0.7885 0.8037
PP 0.7859 0.7859 0.7859 0.7888
S1 0.7744 0.7744 0.7841 0.7802
S2 0.7624 0.7624 0.7820
S3 0.7389 0.7509 0.7798
S4 0.7154 0.7274 0.7734
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7975 0.7740 0.0235 3.0% 0.0108 1.4% 52% False False 175
10 0.8012 0.7740 0.0272 3.5% 0.0107 1.4% 45% False False 214
20 0.8012 0.7499 0.0513 6.5% 0.0097 1.2% 71% False False 168
40 0.8012 0.7470 0.0542 6.9% 0.0092 1.2% 73% False False 117
60 0.8012 0.7470 0.0542 6.9% 0.0070 0.9% 73% False False 81
80 0.8138 0.7470 0.0668 8.5% 0.0059 0.7% 59% False False 62
100 0.8138 0.7470 0.0668 8.5% 0.0048 0.6% 59% False False 50
120 0.8543 0.7470 0.1073 13.6% 0.0041 0.5% 37% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8455
2.618 0.8255
1.618 0.8133
1.000 0.8058
0.618 0.8011
HIGH 0.7936
0.618 0.7889
0.500 0.7875
0.382 0.7861
LOW 0.7814
0.618 0.7739
1.000 0.7692
1.618 0.7617
2.618 0.7495
4.250 0.7296
Fisher Pivots for day following 08-May-2015
Pivot 1 day 3 day
R1 0.7875 0.7895
PP 0.7871 0.7884
S1 0.7867 0.7874

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

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