CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 06-Jul-2015
Day Change Summary
Previous Current
02-Jul-2015 06-Jul-2015 Change Change % Previous Week
Open 0.7617 0.7440 -0.0177 -2.3% 0.7593
High 0.7627 0.7619 -0.0008 -0.1% 0.7708
Low 0.7560 0.7435 -0.0125 -1.7% 0.7555
Close 0.7593 0.7468 -0.0125 -1.6% 0.7593
Range 0.0067 0.0184 0.0117 174.6% 0.0153
ATR 0.0093 0.0099 0.0007 7.1% 0.0000
Volume 80,620 139,155 58,535 72.6% 310,258
Daily Pivots for day following 06-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8059 0.7948 0.7569
R3 0.7875 0.7764 0.7519
R2 0.7691 0.7691 0.7502
R1 0.7580 0.7580 0.7485 0.7636
PP 0.7507 0.7507 0.7507 0.7535
S1 0.7396 0.7396 0.7451 0.7452
S2 0.7323 0.7323 0.7434
S3 0.7139 0.7212 0.7417
S4 0.6955 0.7028 0.7367
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8078 0.7988 0.7677
R3 0.7925 0.7835 0.7635
R2 0.7772 0.7772 0.7621
R1 0.7682 0.7682 0.7607 0.7670
PP 0.7619 0.7619 0.7619 0.7612
S1 0.7529 0.7529 0.7579 0.7517
S2 0.7466 0.7466 0.7565
S3 0.7313 0.7376 0.7551
S4 0.7160 0.7223 0.7509
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7708 0.7435 0.0273 3.7% 0.0109 1.5% 12% False True 89,882
10 0.7762 0.7435 0.0327 4.4% 0.0095 1.3% 10% False True 77,791
20 0.7814 0.7435 0.0379 5.1% 0.0097 1.3% 9% False True 68,378
40 0.8109 0.7435 0.0674 9.0% 0.0097 1.3% 5% False True 35,116
60 0.8109 0.7435 0.0674 9.0% 0.0096 1.3% 5% False True 23,465
80 0.8109 0.7435 0.0674 9.0% 0.0094 1.3% 5% False True 17,615
100 0.8109 0.7435 0.0674 9.0% 0.0080 1.1% 5% False True 14,094
120 0.8138 0.7435 0.0703 9.4% 0.0071 0.9% 5% False True 11,745
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 0.8401
2.618 0.8101
1.618 0.7917
1.000 0.7803
0.618 0.7733
HIGH 0.7619
0.618 0.7549
0.500 0.7527
0.382 0.7505
LOW 0.7435
0.618 0.7321
1.000 0.7251
1.618 0.7137
2.618 0.6953
4.250 0.6653
Fisher Pivots for day following 06-Jul-2015
Pivot 1 day 3 day
R1 0.7527 0.7572
PP 0.7507 0.7537
S1 0.7488 0.7503

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

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