CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 26-Jun-2015
Day Change Summary
Previous Current
25-Jun-2015 26-Jun-2015 Change Change % Previous Week
Open 0.7668 0.7701 0.0033 0.4% 0.7730
High 0.7720 0.7707 -0.0013 -0.2% 0.7762
Low 0.7662 0.7597 -0.0065 -0.8% 0.7597
Close 0.7709 0.7621 -0.0088 -1.1% 0.7621
Range 0.0058 0.0110 0.0052 89.7% 0.0165
ATR 0.0093 0.0094 0.0001 1.5% 0.0000
Volume 55,170 80,171 25,001 45.3% 328,499
Daily Pivots for day following 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.7972 0.7906 0.7682
R3 0.7862 0.7796 0.7651
R2 0.7752 0.7752 0.7641
R1 0.7686 0.7686 0.7631 0.7664
PP 0.7642 0.7642 0.7642 0.7631
S1 0.7576 0.7576 0.7611 0.7554
S2 0.7532 0.7532 0.7601
S3 0.7422 0.7466 0.7591
S4 0.7312 0.7356 0.7561
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8155 0.8053 0.7712
R3 0.7990 0.7888 0.7666
R2 0.7825 0.7825 0.7651
R1 0.7723 0.7723 0.7636 0.7692
PP 0.7660 0.7660 0.7660 0.7644
S1 0.7558 0.7558 0.7606 0.7527
S2 0.7495 0.7495 0.7591
S3 0.7330 0.7393 0.7576
S4 0.7165 0.7228 0.7530
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7762 0.7597 0.0165 2.2% 0.0081 1.1% 15% False True 65,699
10 0.7814 0.7597 0.0217 2.8% 0.0088 1.2% 11% False True 67,607
20 0.7814 0.7554 0.0260 3.4% 0.0099 1.3% 26% False False 47,328
40 0.8109 0.7554 0.0555 7.3% 0.0096 1.3% 12% False False 23,910
60 0.8109 0.7499 0.0610 8.0% 0.0094 1.2% 20% False False 15,984
80 0.8109 0.7470 0.0639 8.4% 0.0090 1.2% 24% False False 11,999
100 0.8109 0.7470 0.0639 8.4% 0.0074 1.0% 24% False False 9,600
120 0.8138 0.7470 0.0668 8.8% 0.0066 0.9% 23% False False 8,000
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8175
2.618 0.7995
1.618 0.7885
1.000 0.7817
0.618 0.7775
HIGH 0.7707
0.618 0.7665
0.500 0.7652
0.382 0.7639
LOW 0.7597
0.618 0.7529
1.000 0.7487
1.618 0.7419
2.618 0.7309
4.250 0.7130
Fisher Pivots for day following 26-Jun-2015
Pivot 1 day 3 day
R1 0.7652 0.7667
PP 0.7642 0.7652
S1 0.7631 0.7636

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

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