CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 10-Jul-2015
Day Change Summary
Previous Current
09-Jul-2015 10-Jul-2015 Change Change % Previous Week
Open 0.7402 0.7423 0.0021 0.3% 0.7440
High 0.7464 0.7472 0.0008 0.1% 0.7619
Low 0.7365 0.7383 0.0018 0.2% 0.7345
Close 0.7417 0.7411 -0.0006 -0.1% 0.7411
Range 0.0099 0.0089 -0.0010 -10.1% 0.0274
ATR 0.0098 0.0098 -0.0001 -0.7% 0.0000
Volume 91,748 88,601 -3,147 -3.4% 531,717
Daily Pivots for day following 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7689 0.7639 0.7460
R3 0.7600 0.7550 0.7435
R2 0.7511 0.7511 0.7427
R1 0.7461 0.7461 0.7419 0.7442
PP 0.7422 0.7422 0.7422 0.7412
S1 0.7372 0.7372 0.7403 0.7353
S2 0.7333 0.7333 0.7395
S3 0.7244 0.7283 0.7387
S4 0.7155 0.7194 0.7362
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8280 0.8120 0.7562
R3 0.8006 0.7846 0.7486
R2 0.7732 0.7732 0.7461
R1 0.7572 0.7572 0.7436 0.7515
PP 0.7458 0.7458 0.7458 0.7430
S1 0.7298 0.7298 0.7386 0.7241
S2 0.7184 0.7184 0.7361
S3 0.6910 0.7024 0.7336
S4 0.6636 0.6750 0.7260
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7619 0.7345 0.0274 3.7% 0.0112 1.5% 24% False False 106,343
10 0.7708 0.7345 0.0363 4.9% 0.0103 1.4% 18% False False 92,214
20 0.7814 0.7345 0.0469 6.3% 0.0094 1.3% 14% False False 79,312
40 0.8109 0.7345 0.0764 10.3% 0.0096 1.3% 9% False False 44,916
60 0.8109 0.7345 0.0764 10.3% 0.0096 1.3% 9% False False 30,003
80 0.8109 0.7345 0.0764 10.3% 0.0094 1.3% 9% False False 22,521
100 0.8109 0.7345 0.0764 10.3% 0.0084 1.1% 9% False False 18,019
120 0.8109 0.7345 0.0764 10.3% 0.0073 1.0% 9% False False 15,017
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7850
2.618 0.7705
1.618 0.7616
1.000 0.7561
0.618 0.7527
HIGH 0.7472
0.618 0.7438
0.500 0.7428
0.382 0.7417
LOW 0.7383
0.618 0.7328
1.000 0.7294
1.618 0.7239
2.618 0.7150
4.250 0.7005
Fisher Pivots for day following 10-Jul-2015
Pivot 1 day 3 day
R1 0.7428 0.7410
PP 0.7422 0.7409
S1 0.7417 0.7409

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

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