CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 18-May-2015
Day Change Summary
Previous Current
15-May-2015 18-May-2015 Change Change % Previous Week
Open 0.8030 0.7988 -0.0042 -0.5% 0.7872
High 0.8034 0.7995 -0.0039 -0.5% 0.8109
Low 0.7946 0.7925 -0.0021 -0.3% 0.7827
Close 0.7995 0.7929 -0.0066 -0.8% 0.7995
Range 0.0088 0.0070 -0.0018 -20.5% 0.0282
ATR 0.0100 0.0098 -0.0002 -2.1% 0.0000
Volume 433 201 -232 -53.6% 1,230
Daily Pivots for day following 18-May-2015
Classic Woodie Camarilla DeMark
R4 0.8160 0.8114 0.7968
R3 0.8090 0.8044 0.7948
R2 0.8020 0.8020 0.7942
R1 0.7974 0.7974 0.7935 0.7962
PP 0.7950 0.7950 0.7950 0.7944
S1 0.7904 0.7904 0.7923 0.7892
S2 0.7880 0.7880 0.7916
S3 0.7810 0.7834 0.7910
S4 0.7740 0.7764 0.7891
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.8823 0.8691 0.8150
R3 0.8541 0.8409 0.8073
R2 0.8259 0.8259 0.8047
R1 0.8127 0.8127 0.8021 0.8193
PP 0.7977 0.7977 0.7977 0.8010
S1 0.7845 0.7845 0.7969 0.7911
S2 0.7695 0.7695 0.7943
S3 0.7413 0.7563 0.7917
S4 0.7131 0.7281 0.7840
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8109 0.7837 0.0272 3.4% 0.0103 1.3% 34% False False 251
10 0.8109 0.7740 0.0369 4.7% 0.0107 1.3% 51% False False 220
20 0.8109 0.7624 0.0485 6.1% 0.0096 1.2% 63% False False 211
40 0.8109 0.7470 0.0639 8.1% 0.0088 1.1% 72% False False 148
60 0.8109 0.7470 0.0639 8.1% 0.0078 1.0% 72% False False 104
80 0.8109 0.7470 0.0639 8.1% 0.0063 0.8% 72% False False 80
100 0.8138 0.7470 0.0668 8.4% 0.0053 0.7% 69% False False 64
120 0.8379 0.7470 0.0909 11.5% 0.0045 0.6% 50% False False 53
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8293
2.618 0.8178
1.618 0.8108
1.000 0.8065
0.618 0.8038
HIGH 0.7995
0.618 0.7968
0.500 0.7960
0.382 0.7952
LOW 0.7925
0.618 0.7882
1.000 0.7855
1.618 0.7812
2.618 0.7742
4.250 0.7628
Fisher Pivots for day following 18-May-2015
Pivot 1 day 3 day
R1 0.7960 0.8017
PP 0.7950 0.7988
S1 0.7939 0.7958

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

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