CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 28-Jul-2015
Day Change Summary
Previous Current
27-Jul-2015 28-Jul-2015 Change Change % Previous Week
Open 0.7251 0.7249 -0.0002 0.0% 0.7352
High 0.7305 0.7325 0.0020 0.3% 0.7427
Low 0.7246 0.7238 -0.0008 -0.1% 0.7240
Close 0.7262 0.7309 0.0047 0.6% 0.7263
Range 0.0059 0.0087 0.0028 47.5% 0.0187
ATR 0.0090 0.0089 0.0000 -0.2% 0.0000
Volume 76,883 90,768 13,885 18.1% 401,054
Daily Pivots for day following 28-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7552 0.7517 0.7357
R3 0.7465 0.7430 0.7333
R2 0.7378 0.7378 0.7325
R1 0.7343 0.7343 0.7317 0.7361
PP 0.7291 0.7291 0.7291 0.7299
S1 0.7256 0.7256 0.7301 0.7274
S2 0.7204 0.7204 0.7293
S3 0.7117 0.7169 0.7285
S4 0.7030 0.7082 0.7261
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 0.7417 0.7238 0.0179 2.4% 0.0078 1.1% 40% False True 83,806
10 0.7464 0.7238 0.0226 3.1% 0.0084 1.2% 31% False True 78,212
20 0.7708 0.7238 0.0470 6.4% 0.0091 1.2% 15% False True 84,285
40 0.7814 0.7238 0.0576 7.9% 0.0096 1.3% 12% False True 67,935
60 0.8109 0.7238 0.0871 11.9% 0.0095 1.3% 8% False True 45,474
80 0.8109 0.7238 0.0871 11.9% 0.0093 1.3% 8% False True 34,143
100 0.8109 0.7238 0.0871 11.9% 0.0091 1.2% 8% False True 27,324
120 0.8109 0.7238 0.0871 11.9% 0.0078 1.1% 8% False True 22,771
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7695
2.618 0.7553
1.618 0.7466
1.000 0.7412
0.618 0.7379
HIGH 0.7325
0.618 0.7292
0.500 0.7282
0.382 0.7271
LOW 0.7238
0.618 0.7184
1.000 0.7151
1.618 0.7097
2.618 0.7010
4.250 0.6868
Fisher Pivots for day following 28-Jul-2015
Pivot 1 day 3 day
R1 0.7300 0.7303
PP 0.7291 0.7296
S1 0.7282 0.7290

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

View Archives - Comment on this page... - Back to Index of Symbols