CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 13-Jul-2015
Day Change Summary
Previous Current
10-Jul-2015 13-Jul-2015 Change Change % Previous Week
Open 0.7423 0.7397 -0.0026 -0.4% 0.7440
High 0.7472 0.7443 -0.0029 -0.4% 0.7619
Low 0.7383 0.7358 -0.0025 -0.3% 0.7345
Close 0.7411 0.7381 -0.0030 -0.4% 0.7411
Range 0.0089 0.0085 -0.0004 -4.5% 0.0274
ATR 0.0098 0.0097 -0.0001 -0.9% 0.0000
Volume 88,601 80,528 -8,073 -9.1% 531,717
Daily Pivots for day following 13-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7649 0.7600 0.7428
R3 0.7564 0.7515 0.7404
R2 0.7479 0.7479 0.7397
R1 0.7430 0.7430 0.7389 0.7412
PP 0.7394 0.7394 0.7394 0.7385
S1 0.7345 0.7345 0.7373 0.7327
S2 0.7309 0.7309 0.7365
S3 0.7224 0.7260 0.7358
S4 0.7139 0.7175 0.7334
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 0.7473 0.7345 0.0128 1.7% 0.0092 1.3% 28% False False 94,618
10 0.7708 0.7345 0.0363 4.9% 0.0101 1.4% 10% False False 92,250
20 0.7814 0.7345 0.0469 6.4% 0.0094 1.3% 8% False False 79,928
40 0.8034 0.7345 0.0689 9.3% 0.0095 1.3% 5% False False 46,920
60 0.8109 0.7345 0.0764 10.4% 0.0096 1.3% 5% False False 31,344
80 0.8109 0.7345 0.0764 10.4% 0.0093 1.3% 5% False False 23,527
100 0.8109 0.7345 0.0764 10.4% 0.0084 1.1% 5% False False 18,824
120 0.8109 0.7345 0.0764 10.4% 0.0073 1.0% 5% False False 15,688
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0024
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7804
2.618 0.7666
1.618 0.7581
1.000 0.7528
0.618 0.7496
HIGH 0.7443
0.618 0.7411
0.500 0.7401
0.382 0.7390
LOW 0.7358
0.618 0.7305
1.000 0.7273
1.618 0.7220
2.618 0.7135
4.250 0.6997
Fisher Pivots for day following 13-Jul-2015
Pivot 1 day 3 day
R1 0.7401 0.7415
PP 0.7394 0.7404
S1 0.7388 0.7392

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

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