CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 14-Aug-2015
Day Change Summary
Previous Current
13-Aug-2015 14-Aug-2015 Change Change % Previous Week
Open 0.7369 0.7350 -0.0019 -0.3% 0.7397
High 0.7398 0.7386 -0.0012 -0.2% 0.7426
Low 0.7311 0.7344 0.0033 0.5% 0.7201
Close 0.7350 0.7366 0.0016 0.2% 0.7366
Range 0.0087 0.0042 -0.0045 -51.7% 0.0225
ATR 0.0098 0.0094 -0.0004 -4.1% 0.0000
Volume 87,474 67,210 -20,264 -23.2% 542,771
Daily Pivots for day following 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7491 0.7471 0.7389
R3 0.7449 0.7429 0.7378
R2 0.7407 0.7407 0.7374
R1 0.7387 0.7387 0.7370 0.7397
PP 0.7365 0.7365 0.7365 0.7371
S1 0.7345 0.7345 0.7362 0.7355
S2 0.7323 0.7323 0.7358
S3 0.7281 0.7303 0.7354
S4 0.7239 0.7261 0.7343
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.8006 0.7911 0.7490
R3 0.7781 0.7686 0.7428
R2 0.7556 0.7556 0.7407
R1 0.7461 0.7461 0.7387 0.7396
PP 0.7331 0.7331 0.7331 0.7299
S1 0.7236 0.7236 0.7345 0.7171
S2 0.7106 0.7106 0.7325
S3 0.6881 0.7011 0.7304
S4 0.6656 0.6786 0.7242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7426 0.7201 0.0225 3.1% 0.0106 1.4% 73% False False 108,554
10 0.7426 0.7201 0.0225 3.1% 0.0098 1.3% 73% False False 99,209
20 0.7427 0.7201 0.0226 3.1% 0.0091 1.2% 73% False False 92,397
40 0.7779 0.7201 0.0578 7.8% 0.0092 1.2% 29% False False 85,835
60 0.7880 0.7201 0.0679 9.2% 0.0095 1.3% 24% False False 66,730
80 0.8109 0.7201 0.0908 12.3% 0.0095 1.3% 18% False False 50,118
100 0.8109 0.7201 0.0908 12.3% 0.0092 1.3% 18% False False 40,112
120 0.8109 0.7201 0.0908 12.3% 0.0087 1.2% 18% False False 33,430
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 0.7565
2.618 0.7496
1.618 0.7454
1.000 0.7428
0.618 0.7412
HIGH 0.7386
0.618 0.7370
0.500 0.7365
0.382 0.7360
LOW 0.7344
0.618 0.7318
1.000 0.7302
1.618 0.7276
2.618 0.7234
4.250 0.7166
Fisher Pivots for day following 14-Aug-2015
Pivot 1 day 3 day
R1 0.7366 0.7344
PP 0.7365 0.7322
S1 0.7365 0.7300

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

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