CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 23-Jul-2015
Day Change Summary
Previous Current
22-Jul-2015 23-Jul-2015 Change Change % Previous Week
Open 0.7400 0.7358 -0.0042 -0.6% 0.7397
High 0.7417 0.7396 -0.0021 -0.3% 0.7464
Low 0.7338 0.7331 -0.0007 -0.1% 0.7326
Close 0.7350 0.7342 -0.0008 -0.1% 0.7355
Range 0.0079 0.0065 -0.0014 -17.7% 0.0138
ATR 0.0093 0.0091 -0.0002 -2.2% 0.0000
Volume 89,123 68,558 -20,565 -23.1% 361,824
Daily Pivots for day following 23-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7551 0.7512 0.7378
R3 0.7486 0.7447 0.7360
R2 0.7421 0.7421 0.7354
R1 0.7382 0.7382 0.7348 0.7369
PP 0.7356 0.7356 0.7356 0.7350
S1 0.7317 0.7317 0.7336 0.7304
S2 0.7291 0.7291 0.7330
S3 0.7226 0.7252 0.7324
S4 0.7161 0.7187 0.7306
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 0.7427 0.7305 0.0122 1.7% 0.0075 1.0% 30% False False 70,843
10 0.7472 0.7305 0.0167 2.3% 0.0086 1.2% 22% False False 75,777
20 0.7720 0.7305 0.0415 5.7% 0.0093 1.3% 9% False False 82,324
40 0.7814 0.7305 0.0509 6.9% 0.0096 1.3% 7% False False 61,521
60 0.8109 0.7305 0.0804 11.0% 0.0096 1.3% 5% False False 41,136
80 0.8109 0.7305 0.0804 11.0% 0.0093 1.3% 5% False False 30,880
100 0.8109 0.7305 0.0804 11.0% 0.0089 1.2% 5% False False 24,711
120 0.8109 0.7305 0.0804 11.0% 0.0078 1.1% 5% False False 20,593
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7672
2.618 0.7566
1.618 0.7501
1.000 0.7461
0.618 0.7436
HIGH 0.7396
0.618 0.7371
0.500 0.7364
0.382 0.7356
LOW 0.7331
0.618 0.7291
1.000 0.7266
1.618 0.7226
2.618 0.7161
4.250 0.7055
Fisher Pivots for day following 23-Jul-2015
Pivot 1 day 3 day
R1 0.7364 0.7373
PP 0.7356 0.7363
S1 0.7349 0.7352

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

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