CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 04-Aug-2015
Day Change Summary
Previous Current
03-Aug-2015 04-Aug-2015 Change Change % Previous Week
Open 0.7290 0.7261 -0.0029 -0.4% 0.7251
High 0.7299 0.7413 0.0114 1.6% 0.7350
Low 0.7244 0.7247 0.0003 0.0% 0.7218
Close 0.7253 0.7368 0.0115 1.6% 0.7276
Range 0.0055 0.0166 0.0111 201.8% 0.0132
ATR 0.0087 0.0093 0.0006 6.4% 0.0000
Volume 60,484 131,438 70,954 117.3% 454,803
Daily Pivots for day following 04-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7841 0.7770 0.7459
R3 0.7675 0.7604 0.7414
R2 0.7509 0.7509 0.7398
R1 0.7438 0.7438 0.7383 0.7474
PP 0.7343 0.7343 0.7343 0.7360
S1 0.7272 0.7272 0.7353 0.7308
S2 0.7177 0.7177 0.7338
S3 0.7011 0.7106 0.7322
S4 0.6845 0.6940 0.7277
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 0.7413 0.7218 0.0195 2.6% 0.0098 1.3% 77% True False 95,814
10 0.7417 0.7218 0.0199 2.7% 0.0088 1.2% 75% False False 89,810
20 0.7472 0.7218 0.0254 3.4% 0.0089 1.2% 59% False False 84,925
40 0.7814 0.7218 0.0596 8.1% 0.0093 1.3% 25% False False 78,605
60 0.8109 0.7218 0.0891 12.1% 0.0094 1.3% 17% False False 53,444
80 0.8109 0.7218 0.0891 12.1% 0.0095 1.3% 17% False False 40,125
100 0.8109 0.7218 0.0891 12.1% 0.0093 1.3% 17% False False 32,113
120 0.8109 0.7218 0.0891 12.1% 0.0082 1.1% 17% False False 26,763
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 0.8119
2.618 0.7848
1.618 0.7682
1.000 0.7579
0.618 0.7516
HIGH 0.7413
0.618 0.7350
0.500 0.7330
0.382 0.7310
LOW 0.7247
0.618 0.7144
1.000 0.7081
1.618 0.6978
2.618 0.6812
4.250 0.6542
Fisher Pivots for day following 04-Aug-2015
Pivot 1 day 3 day
R1 0.7355 0.7351
PP 0.7343 0.7333
S1 0.7330 0.7316

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

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