CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 21-May-2015
Day Change Summary
Previous Current
20-May-2015 21-May-2015 Change Change % Previous Week
Open 0.7862 0.7838 -0.0024 -0.3% 0.7872
High 0.7880 0.7866 -0.0014 -0.2% 0.8109
Low 0.7819 0.7819 0.0000 0.0% 0.7827
Close 0.7851 0.7845 -0.0006 -0.1% 0.7995
Range 0.0061 0.0047 -0.0014 -23.0% 0.0282
ATR 0.0095 0.0092 -0.0003 -3.6% 0.0000
Volume 423 306 -117 -27.7% 1,230
Daily Pivots for day following 21-May-2015
Classic Woodie Camarilla DeMark
R4 0.7984 0.7962 0.7871
R3 0.7937 0.7915 0.7858
R2 0.7890 0.7890 0.7854
R1 0.7868 0.7868 0.7849 0.7879
PP 0.7843 0.7843 0.7843 0.7849
S1 0.7821 0.7821 0.7841 0.7832
S2 0.7796 0.7796 0.7836
S3 0.7749 0.7774 0.7832
S4 0.7702 0.7727 0.7819
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 0.8034 0.7819 0.0215 2.7% 0.0073 0.9% 12% False True 512
10 0.8109 0.7814 0.0295 3.8% 0.0089 1.1% 11% False False 350
20 0.8109 0.7709 0.0400 5.1% 0.0095 1.2% 34% False False 294
40 0.8109 0.7470 0.0639 8.1% 0.0088 1.1% 59% False False 194
60 0.8109 0.7470 0.0639 8.1% 0.0080 1.0% 59% False False 136
80 0.8109 0.7470 0.0639 8.1% 0.0065 0.8% 59% False False 104
100 0.8138 0.7470 0.0668 8.5% 0.0055 0.7% 56% False False 83
120 0.8342 0.7470 0.0872 11.1% 0.0047 0.6% 43% False False 69
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8066
2.618 0.7989
1.618 0.7942
1.000 0.7913
0.618 0.7895
HIGH 0.7866
0.618 0.7848
0.500 0.7843
0.382 0.7837
LOW 0.7819
0.618 0.7790
1.000 0.7772
1.618 0.7743
2.618 0.7696
4.250 0.7619
Fisher Pivots for day following 21-May-2015
Pivot 1 day 3 day
R1 0.7844 0.7888
PP 0.7843 0.7873
S1 0.7843 0.7859

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

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