CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 17-Jun-2015
Day Change Summary
Previous Current
16-Jun-2015 17-Jun-2015 Change Change % Previous Week
Open 0.7724 0.7712 -0.0012 -0.2% 0.7587
High 0.7744 0.7733 -0.0011 -0.1% 0.7754
Low 0.7685 0.7610 -0.0075 -1.0% 0.7563
Close 0.7707 0.7713 0.0006 0.1% 0.7699
Range 0.0059 0.0123 0.0064 108.5% 0.0191
ATR 0.0096 0.0098 0.0002 2.0% 0.0000
Volume 54,457 101,104 46,647 85.7% 242,081
Daily Pivots for day following 17-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8054 0.8007 0.7781
R3 0.7931 0.7884 0.7747
R2 0.7808 0.7808 0.7736
R1 0.7761 0.7761 0.7724 0.7785
PP 0.7685 0.7685 0.7685 0.7697
S1 0.7638 0.7638 0.7702 0.7662
S2 0.7562 0.7562 0.7690
S3 0.7439 0.7515 0.7679
S4 0.7316 0.7392 0.7645
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8245 0.8163 0.7804
R3 0.8054 0.7972 0.7752
R2 0.7863 0.7863 0.7734
R1 0.7781 0.7781 0.7717 0.7822
PP 0.7672 0.7672 0.7672 0.7693
S1 0.7590 0.7590 0.7681 0.7631
S2 0.7481 0.7481 0.7664
S3 0.7290 0.7399 0.7646
S4 0.7099 0.7208 0.7594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7754 0.7610 0.0144 1.9% 0.0087 1.1% 72% False True 63,094
10 0.7754 0.7558 0.0196 2.5% 0.0103 1.3% 79% False False 46,158
20 0.7880 0.7554 0.0326 4.2% 0.0097 1.3% 49% False False 24,158
40 0.8109 0.7554 0.0555 7.2% 0.0097 1.3% 29% False False 12,213
60 0.8109 0.7470 0.0639 8.3% 0.0091 1.2% 38% False False 8,171
80 0.8109 0.7470 0.0639 8.3% 0.0083 1.1% 38% False False 6,133
100 0.8109 0.7470 0.0639 8.3% 0.0071 0.9% 38% False False 4,907
120 0.8138 0.7470 0.0668 8.7% 0.0061 0.8% 36% False False 4,090
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8256
2.618 0.8055
1.618 0.7932
1.000 0.7856
0.618 0.7809
HIGH 0.7733
0.618 0.7686
0.500 0.7672
0.382 0.7657
LOW 0.7610
0.618 0.7534
1.000 0.7487
1.618 0.7411
2.618 0.7288
4.250 0.7087
Fisher Pivots for day following 17-Jun-2015
Pivot 1 day 3 day
R1 0.7699 0.7701
PP 0.7685 0.7689
S1 0.7672 0.7677

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

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