CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 22-Jun-2015

Day Change Summary
	Previous	Current
	19-Jun-2015	22-Jun-2015	Change	Change %	Previous Week
Open	0.7763	0.7730	-0.0033	-0.4%	0.7702
High	0.7779	0.7762	-0.0017	-0.2%	0.7814
Low	0.7700	0.7685	-0.0015	-0.2%	0.7610
Close	0.7731	0.7692	-0.0039	-0.5%	0.7731
Range	0.0079	0.0077	-0.0002	-2.5%	0.0204
ATR	0.0099	0.0098	-0.0002	-1.6%	0.0000
Volume	53,160	50,845	-2,315	-4.4%	347,577

Daily Pivots for day following 22-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7944	0.7895	0.7734
R3	0.7867	0.7818	0.7713
R2	0.7790	0.7790	0.7706
R1	0.7741	0.7741	0.7699	0.7727
PP	0.7713	0.7713	0.7713	0.7706
S1	0.7664	0.7664	0.7685	0.7650
S2	0.7636	0.7636	0.7678
S3	0.7559	0.7587	0.7671
S4	0.7482	0.7510	0.7650

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8330	0.8235	0.7843
R3	0.8126	0.8031	0.7787
R2	0.7922	0.7922	0.7768
R1	0.7827	0.7827	0.7750	0.7875
PP	0.7718	0.7718	0.7718	0.7742
S1	0.7623	0.7623	0.7712	0.7671
S2	0.7514	0.7514	0.7694
S3	0.7310	0.7419	0.7675
S4	0.7106	0.7215	0.7619

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7814	0.7610	0.0204	2.7%	0.0096	1.2%	40%	False	False	69,440
10	0.7814	0.7595	0.0219	2.8%	0.0096	1.2%	44%	False	False	61,497
20	0.7814	0.7554	0.0260	3.4%	0.0100	1.3%	53%	False	False	33,652
40	0.8109	0.7554	0.0555	7.2%	0.0099	1.3%	25%	False	False	16,989
60	0.8109	0.7470	0.0639	8.3%	0.0093	1.2%	35%	False	False	11,362
80	0.8109	0.7470	0.0639	8.3%	0.0086	1.1%	35%	False	False	8,528
100	0.8109	0.7470	0.0639	8.3%	0.0074	1.0%	35%	False	False	6,824
120	0.8138	0.7470	0.0668	8.7%	0.0064	0.8%	33%	False	False	5,687

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.0030
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8089
2.618	0.7964
1.618	0.7887
1.000	0.7839
0.618	0.7810
HIGH	0.7762
0.618	0.7733
0.500	0.7724
0.382	0.7714
LOW	0.7685
0.618	0.7637
1.000	0.7608
1.618	0.7560
2.618	0.7483
4.250	0.7358

Fisher Pivots for day following 22-Jun-2015
Pivot	1 day	3 day
R1	0.7724	0.7744
PP	0.7713	0.7727
S1	0.7703	0.7709

Download as Excel Spreadsheet

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

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