CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 20-Jul-2015
Day Change Summary
Previous Current
17-Jul-2015 20-Jul-2015 Change Change % Previous Week
Open 0.7383 0.7352 -0.0031 -0.4% 0.7397
High 0.7395 0.7375 -0.0020 -0.3% 0.7464
Low 0.7344 0.7305 -0.0039 -0.5% 0.7326
Close 0.7355 0.7351 -0.0004 -0.1% 0.7355
Range 0.0051 0.0070 0.0019 37.3% 0.0138
ATR 0.0095 0.0093 -0.0002 -1.9% 0.0000
Volume 46,863 67,086 20,223 43.2% 361,824
Daily Pivots for day following 20-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7554 0.7522 0.7390
R3 0.7484 0.7452 0.7370
R2 0.7414 0.7414 0.7364
R1 0.7382 0.7382 0.7357 0.7363
PP 0.7344 0.7344 0.7344 0.7334
S1 0.7312 0.7312 0.7345 0.7293
S2 0.7274 0.7274 0.7338
S3 0.7204 0.7242 0.7332
S4 0.7134 0.7172 0.7313
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 0.7305 0.0159 2.2% 0.0087 1.2% 29% False True 69,676
10 0.7473 0.7305 0.0168 2.3% 0.0090 1.2% 27% False True 82,147
20 0.7762 0.7305 0.0457 6.2% 0.0092 1.3% 10% False True 79,969
40 0.7880 0.7305 0.0575 7.8% 0.0097 1.3% 8% False True 55,565
60 0.8109 0.7305 0.0804 10.9% 0.0097 1.3% 6% False True 37,141
80 0.8109 0.7305 0.0804 10.9% 0.0093 1.3% 6% False True 27,879
100 0.8109 0.7305 0.0804 10.9% 0.0087 1.2% 6% False True 22,308
120 0.8109 0.7305 0.0804 10.9% 0.0076 1.0% 6% False True 18,591
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 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7673
2.618 0.7558
1.618 0.7488
1.000 0.7445
0.618 0.7418
HIGH 0.7375
0.618 0.7348
0.500 0.7340
0.382 0.7332
LOW 0.7305
0.618 0.7262
1.000 0.7235
1.618 0.7192
2.618 0.7122
4.250 0.7008
Fisher Pivots for day following 20-Jul-2015
Pivot 1 day 3 day
R1 0.7347 0.7360
PP 0.7344 0.7357
S1 0.7340 0.7354

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

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