CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 13-Jul-2015

Day Change Summary
	Previous	Current
	10-Jul-2015	13-Jul-2015	Change	Change %	Previous Week
Open	0.7423	0.7397	-0.0026	-0.4%	0.7440
High	0.7472	0.7443	-0.0029	-0.4%	0.7619
Low	0.7383	0.7358	-0.0025	-0.3%	0.7345
Close	0.7411	0.7381	-0.0030	-0.4%	0.7411
Range	0.0089	0.0085	-0.0004	-4.5%	0.0274
ATR	0.0098	0.0097	-0.0001	-0.9%	0.0000
Volume	88,601	80,528	-8,073	-9.1%	531,717

Daily Pivots for day following 13-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7649	0.7600	0.7428
R3	0.7564	0.7515	0.7404
R2	0.7479	0.7479	0.7397
R1	0.7430	0.7430	0.7389	0.7412
PP	0.7394	0.7394	0.7394	0.7385
S1	0.7345	0.7345	0.7373	0.7327
S2	0.7309	0.7309	0.7365
S3	0.7224	0.7260	0.7358
S4	0.7139	0.7175	0.7334

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8280	0.8120	0.7562
R3	0.8006	0.7846	0.7486
R2	0.7732	0.7732	0.7461
R1	0.7572	0.7572	0.7436	0.7515
PP	0.7458	0.7458	0.7458	0.7430
S1	0.7298	0.7298	0.7386	0.7241
S2	0.7184	0.7184	0.7361
S3	0.6910	0.7024	0.7336
S4	0.6636	0.6750	0.7260

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7473	0.7345	0.0128	1.7%	0.0092	1.3%	28%	False	False	94,618
10	0.7708	0.7345	0.0363	4.9%	0.0101	1.4%	10%	False	False	92,250
20	0.7814	0.7345	0.0469	6.4%	0.0094	1.3%	8%	False	False	79,928
40	0.8034	0.7345	0.0689	9.3%	0.0095	1.3%	5%	False	False	46,920
60	0.8109	0.7345	0.0764	10.4%	0.0096	1.3%	5%	False	False	31,344
80	0.8109	0.7345	0.0764	10.4%	0.0093	1.3%	5%	False	False	23,527
100	0.8109	0.7345	0.0764	10.4%	0.0084	1.1%	5%	False	False	18,824
120	0.8109	0.7345	0.0764	10.4%	0.0073	1.0%	5%	False	False	15,688

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0024
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7804
2.618	0.7666
1.618	0.7581
1.000	0.7528
0.618	0.7496
HIGH	0.7443
0.618	0.7411
0.500	0.7401
0.382	0.7390
LOW	0.7358
0.618	0.7305
1.000	0.7273
1.618	0.7220
2.618	0.7135
4.250	0.6997

Fisher Pivots for day following 13-Jul-2015
Pivot	1 day	3 day
R1	0.7401	0.7415
PP	0.7394	0.7404
S1	0.7388	0.7392

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