CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 26-May-2015
Day Change Summary
Previous Current
22-May-2015 26-May-2015 Change Change % Previous Week
Open 0.7848 0.7767 -0.0081 -1.0% 0.7988
High 0.7880 0.7792 -0.0088 -1.1% 0.7995
Low 0.7763 0.7682 -0.0081 -1.0% 0.7763
Close 0.7781 0.7684 -0.0097 -1.2% 0.7781
Range 0.0117 0.0110 -0.0007 -6.0% 0.0232
ATR 0.0093 0.0095 0.0001 1.3% 0.0000
Volume 1,051 566 -485 -46.1% 3,181
Daily Pivots for day following 26-May-2015
Classic Woodie Camarilla DeMark
R4 0.8049 0.7977 0.7745
R3 0.7939 0.7867 0.7714
R2 0.7829 0.7829 0.7704
R1 0.7757 0.7757 0.7694 0.7738
PP 0.7719 0.7719 0.7719 0.7710
S1 0.7647 0.7647 0.7674 0.7628
S2 0.7609 0.7609 0.7664
S3 0.7499 0.7537 0.7654
S4 0.7389 0.7427 0.7624
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 0.8542 0.8394 0.7909
R3 0.8310 0.8162 0.7845
R2 0.8078 0.8078 0.7824
R1 0.7930 0.7930 0.7802 0.7888
PP 0.7846 0.7846 0.7846 0.7826
S1 0.7698 0.7698 0.7760 0.7656
S2 0.7614 0.7614 0.7738
S3 0.7382 0.7466 0.7717
S4 0.7150 0.7234 0.7653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7956 0.7682 0.0274 3.6% 0.0087 1.1% 1% False True 709
10 0.8109 0.7682 0.0427 5.6% 0.0095 1.2% 0% False True 480
20 0.8109 0.7682 0.0427 5.6% 0.0101 1.3% 0% False True 348
40 0.8109 0.7470 0.0639 8.3% 0.0090 1.2% 33% False False 230
60 0.8109 0.7470 0.0639 8.3% 0.0083 1.1% 33% False False 163
80 0.8109 0.7470 0.0639 8.3% 0.0068 0.9% 33% False False 124
100 0.8138 0.7470 0.0668 8.7% 0.0057 0.7% 32% False False 99
120 0.8239 0.7470 0.0769 10.0% 0.0049 0.6% 28% False False 83
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8260
2.618 0.8080
1.618 0.7970
1.000 0.7902
0.618 0.7860
HIGH 0.7792
0.618 0.7750
0.500 0.7737
0.382 0.7724
LOW 0.7682
0.618 0.7614
1.000 0.7572
1.618 0.7504
2.618 0.7394
4.250 0.7215
Fisher Pivots for day following 26-May-2015
Pivot 1 day 3 day
R1 0.7737 0.7781
PP 0.7719 0.7749
S1 0.7702 0.7716

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

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