CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 16-Jul-2015
Day Change Summary
Previous Current
15-Jul-2015 16-Jul-2015 Change Change % Previous Week
Open 0.7426 0.7356 -0.0070 -0.9% 0.7440
High 0.7464 0.7414 -0.0050 -0.7% 0.7619
Low 0.7328 0.7326 -0.0002 0.0% 0.7345
Close 0.7346 0.7380 0.0034 0.5% 0.7411
Range 0.0136 0.0088 -0.0048 -35.3% 0.0274
ATR 0.0099 0.0098 -0.0001 -0.8% 0.0000
Volume 97,610 68,950 -28,660 -29.4% 531,717
Daily Pivots for day following 16-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7637 0.7597 0.7428
R3 0.7549 0.7509 0.7404
R2 0.7461 0.7461 0.7396
R1 0.7421 0.7421 0.7388 0.7441
PP 0.7373 0.7373 0.7373 0.7384
S1 0.7333 0.7333 0.7372 0.7353
S2 0.7285 0.7285 0.7364
S3 0.7197 0.7245 0.7356
S4 0.7109 0.7157 0.7332
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 0.7472 0.7326 0.0146 2.0% 0.0098 1.3% 37% False True 80,712
10 0.7627 0.7326 0.0301 4.1% 0.0103 1.4% 18% False True 92,729
20 0.7814 0.7326 0.0488 6.6% 0.0097 1.3% 11% False True 81,311
40 0.7880 0.7326 0.0554 7.5% 0.0097 1.3% 10% False True 52,735
60 0.8109 0.7326 0.0783 10.6% 0.0097 1.3% 7% False True 35,246
80 0.8109 0.7326 0.0783 10.6% 0.0093 1.3% 7% False True 26,456
100 0.8109 0.7326 0.0783 10.6% 0.0086 1.2% 7% False True 21,169
120 0.8109 0.7326 0.0783 10.6% 0.0075 1.0% 7% False True 17,641
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 True
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7788
2.618 0.7644
1.618 0.7556
1.000 0.7502
0.618 0.7468
HIGH 0.7414
0.618 0.7380
0.500 0.7370
0.382 0.7360
LOW 0.7326
0.618 0.7272
1.000 0.7238
1.618 0.7184
2.618 0.7096
4.250 0.6952
Fisher Pivots for day following 16-Jul-2015
Pivot 1 day 3 day
R1 0.7377 0.7395
PP 0.7373 0.7390
S1 0.7370 0.7385

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

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