CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 17-Jul-2015
Day Change Summary
Previous Current
16-Jul-2015 17-Jul-2015 Change Change % Previous Week
Open 0.7356 0.7383 0.0027 0.4% 0.7397
High 0.7414 0.7395 -0.0019 -0.3% 0.7464
Low 0.7326 0.7344 0.0018 0.2% 0.7326
Close 0.7380 0.7355 -0.0025 -0.3% 0.7355
Range 0.0088 0.0051 -0.0037 -42.0% 0.0138
ATR 0.0098 0.0095 -0.0003 -3.4% 0.0000
Volume 68,950 46,863 -22,087 -32.0% 361,824
Daily Pivots for day following 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7518 0.7487 0.7383
R3 0.7467 0.7436 0.7369
R2 0.7416 0.7416 0.7364
R1 0.7385 0.7385 0.7360 0.7375
PP 0.7365 0.7365 0.7365 0.7360
S1 0.7334 0.7334 0.7350 0.7324
S2 0.7314 0.7314 0.7346
S3 0.7263 0.7283 0.7341
S4 0.7212 0.7232 0.7327
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7796 0.7713 0.7431
R3 0.7658 0.7575 0.7393
R2 0.7520 0.7520 0.7380
R1 0.7437 0.7437 0.7368 0.7410
PP 0.7382 0.7382 0.7382 0.7368
S1 0.7299 0.7299 0.7342 0.7272
S2 0.7244 0.7244 0.7330
S3 0.7106 0.7161 0.7317
S4 0.6968 0.7023 0.7279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7464 0.7326 0.0138 1.9% 0.0090 1.2% 21% False False 72,364
10 0.7619 0.7326 0.0293 4.0% 0.0101 1.4% 10% False False 89,354
20 0.7779 0.7326 0.0453 6.2% 0.0093 1.3% 6% False False 79,272
40 0.7880 0.7326 0.0554 7.5% 0.0097 1.3% 5% False False 53,896
60 0.8109 0.7326 0.0783 10.6% 0.0097 1.3% 4% False False 36,025
80 0.8109 0.7326 0.0783 10.6% 0.0093 1.3% 4% False False 27,041
100 0.8109 0.7326 0.0783 10.6% 0.0086 1.2% 4% False False 21,637
120 0.8109 0.7326 0.0783 10.6% 0.0075 1.0% 4% False False 18,032
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 0.7612
2.618 0.7529
1.618 0.7478
1.000 0.7446
0.618 0.7427
HIGH 0.7395
0.618 0.7376
0.500 0.7370
0.382 0.7363
LOW 0.7344
0.618 0.7312
1.000 0.7293
1.618 0.7261
2.618 0.7210
4.250 0.7127
Fisher Pivots for day following 17-Jul-2015
Pivot 1 day 3 day
R1 0.7370 0.7395
PP 0.7365 0.7382
S1 0.7360 0.7368

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

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