CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 24-Jul-2015
Day Change Summary
Previous Current
23-Jul-2015 24-Jul-2015 Change Change % Previous Week
Open 0.7358 0.7332 -0.0026 -0.4% 0.7352
High 0.7396 0.7341 -0.0055 -0.7% 0.7427
Low 0.7331 0.7240 -0.0091 -1.2% 0.7240
Close 0.7342 0.7263 -0.0079 -1.1% 0.7263
Range 0.0065 0.0101 0.0036 55.4% 0.0187
ATR 0.0091 0.0092 0.0001 0.8% 0.0000
Volume 68,558 93,702 25,144 36.7% 401,054
Daily Pivots for day following 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7584 0.7525 0.7319
R3 0.7483 0.7424 0.7291
R2 0.7382 0.7382 0.7282
R1 0.7323 0.7323 0.7272 0.7302
PP 0.7281 0.7281 0.7281 0.7271
S1 0.7222 0.7222 0.7254 0.7201
S2 0.7180 0.7180 0.7244
S3 0.7079 0.7121 0.7235
S4 0.6978 0.7020 0.7207
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7871 0.7754 0.7366
R3 0.7684 0.7567 0.7314
R2 0.7497 0.7497 0.7297
R1 0.7380 0.7380 0.7280 0.7345
PP 0.7310 0.7310 0.7310 0.7293
S1 0.7193 0.7193 0.7246 0.7158
S2 0.7123 0.7123 0.7229
S3 0.6936 0.7006 0.7212
S4 0.6749 0.6819 0.7160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7427 0.7240 0.0187 2.6% 0.0085 1.2% 12% False True 80,210
10 0.7464 0.7240 0.0224 3.1% 0.0087 1.2% 10% False True 76,287
20 0.7708 0.7240 0.0468 6.4% 0.0095 1.3% 5% False True 84,251
40 0.7814 0.7240 0.0574 7.9% 0.0095 1.3% 4% False True 63,837
60 0.8109 0.7240 0.0869 12.0% 0.0096 1.3% 3% False True 42,693
80 0.8109 0.7240 0.0869 12.0% 0.0094 1.3% 3% False True 32,050
100 0.8109 0.7240 0.0869 12.0% 0.0090 1.2% 3% False True 25,648
120 0.8109 0.7240 0.0869 12.0% 0.0077 1.1% 3% False True 21,374
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7770
2.618 0.7605
1.618 0.7504
1.000 0.7442
0.618 0.7403
HIGH 0.7341
0.618 0.7302
0.500 0.7291
0.382 0.7279
LOW 0.7240
0.618 0.7178
1.000 0.7139
1.618 0.7077
2.618 0.6976
4.250 0.6811
Fisher Pivots for day following 24-Jul-2015
Pivot 1 day 3 day
R1 0.7291 0.7329
PP 0.7281 0.7307
S1 0.7272 0.7285

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

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