CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 09-Jul-2015
Day Change Summary
Previous Current
08-Jul-2015 09-Jul-2015 Change Change % Previous Week
Open 0.7418 0.7402 -0.0016 -0.2% 0.7593
High 0.7431 0.7464 0.0033 0.4% 0.7708
Low 0.7345 0.7365 0.0020 0.3% 0.7555
Close 0.7393 0.7417 0.0024 0.3% 0.7593
Range 0.0086 0.0099 0.0013 15.1% 0.0153
ATR 0.0098 0.0098 0.0000 0.0% 0.0000
Volume 108,564 91,748 -16,816 -15.5% 310,258
Daily Pivots for day following 09-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7712 0.7664 0.7471
R3 0.7613 0.7565 0.7444
R2 0.7514 0.7514 0.7435
R1 0.7466 0.7466 0.7426 0.7490
PP 0.7415 0.7415 0.7415 0.7428
S1 0.7367 0.7367 0.7408 0.7391
S2 0.7316 0.7316 0.7399
S3 0.7217 0.7268 0.7390
S4 0.7118 0.7169 0.7363
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 0.7627 0.7345 0.0282 3.8% 0.0108 1.5% 26% False False 104,747
10 0.7720 0.7345 0.0375 5.1% 0.0100 1.3% 19% False False 88,871
20 0.7814 0.7345 0.0469 6.3% 0.0094 1.3% 15% False False 76,907
40 0.8109 0.7345 0.0764 10.3% 0.0097 1.3% 9% False False 42,706
60 0.8109 0.7345 0.0764 10.3% 0.0097 1.3% 9% False False 28,528
80 0.8109 0.7345 0.0764 10.3% 0.0096 1.3% 9% False False 21,414
100 0.8109 0.7345 0.0764 10.3% 0.0083 1.1% 9% False False 17,133
120 0.8138 0.7345 0.0793 10.7% 0.0073 1.0% 9% False False 14,278
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7885
2.618 0.7723
1.618 0.7624
1.000 0.7563
0.618 0.7525
HIGH 0.7464
0.618 0.7426
0.500 0.7415
0.382 0.7403
LOW 0.7365
0.618 0.7304
1.000 0.7266
1.618 0.7205
2.618 0.7106
4.250 0.6944
Fisher Pivots for day following 09-Jul-2015
Pivot 1 day 3 day
R1 0.7416 0.7414
PP 0.7415 0.7412
S1 0.7415 0.7409

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

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