CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 31-Jul-2015
Day Change Summary
Previous Current
30-Jul-2015 31-Jul-2015 Change Change % Previous Week
Open 0.7275 0.7273 -0.0002 0.0% 0.7251
High 0.7305 0.7350 0.0045 0.6% 0.7350
Low 0.7237 0.7218 -0.0019 -0.3% 0.7218
Close 0.7269 0.7276 0.0007 0.1% 0.7276
Range 0.0068 0.0132 0.0064 94.1% 0.0132
ATR 0.0086 0.0090 0.0003 3.8% 0.0000
Volume 82,591 126,013 43,422 52.6% 454,803
Daily Pivots for day following 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7677 0.7609 0.7349
R3 0.7545 0.7477 0.7312
R2 0.7413 0.7413 0.7300
R1 0.7345 0.7345 0.7288 0.7379
PP 0.7281 0.7281 0.7281 0.7299
S1 0.7213 0.7213 0.7264 0.7247
S2 0.7149 0.7149 0.7252
S3 0.7017 0.7081 0.7240
S4 0.6885 0.6949 0.7203
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7677 0.7609 0.7349
R3 0.7545 0.7477 0.7312
R2 0.7413 0.7413 0.7300
R1 0.7345 0.7345 0.7288 0.7379
PP 0.7281 0.7281 0.7281 0.7299
S1 0.7213 0.7213 0.7264 0.7247
S2 0.7149 0.7149 0.7252
S3 0.7017 0.7081 0.7240
S4 0.6885 0.6949 0.7203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7350 0.7218 0.0132 1.8% 0.0083 1.1% 44% True True 90,960
10 0.7427 0.7218 0.0209 2.9% 0.0084 1.2% 28% False True 85,585
20 0.7619 0.7218 0.0401 5.5% 0.0092 1.3% 14% False True 87,469
40 0.7814 0.7218 0.0596 8.2% 0.0094 1.3% 10% False True 74,582
60 0.8109 0.7218 0.0891 12.2% 0.0094 1.3% 7% False True 50,251
80 0.8109 0.7218 0.0891 12.2% 0.0094 1.3% 7% False True 37,728
100 0.8109 0.7218 0.0891 12.2% 0.0093 1.3% 7% False True 30,195
120 0.8109 0.7218 0.0891 12.2% 0.0080 1.1% 7% False True 25,164
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7911
2.618 0.7696
1.618 0.7564
1.000 0.7482
0.618 0.7432
HIGH 0.7350
0.618 0.7300
0.500 0.7284
0.382 0.7268
LOW 0.7218
0.618 0.7136
1.000 0.7086
1.618 0.7004
2.618 0.6872
4.250 0.6657
Fisher Pivots for day following 31-Jul-2015
Pivot 1 day 3 day
R1 0.7284 0.7284
PP 0.7281 0.7281
S1 0.7279 0.7279

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

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