CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 14-Jul-2015
Day Change Summary
Previous Current
13-Jul-2015 14-Jul-2015 Change Change % Previous Week
Open 0.7397 0.7375 -0.0022 -0.3% 0.7440
High 0.7443 0.7453 0.0010 0.1% 0.7619
Low 0.7358 0.7363 0.0005 0.1% 0.7345
Close 0.7381 0.7423 0.0042 0.6% 0.7411
Range 0.0085 0.0090 0.0005 5.9% 0.0274
ATR 0.0097 0.0096 0.0000 -0.5% 0.0000
Volume 80,528 67,873 -12,655 -15.7% 531,717
Daily Pivots for day following 14-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7683 0.7643 0.7473
R3 0.7593 0.7553 0.7448
R2 0.7503 0.7503 0.7440
R1 0.7463 0.7463 0.7431 0.7483
PP 0.7413 0.7413 0.7413 0.7423
S1 0.7373 0.7373 0.7415 0.7393
S2 0.7323 0.7323 0.7407
S3 0.7233 0.7283 0.7398
S4 0.7143 0.7193 0.7374
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 0.7472 0.7345 0.0127 1.7% 0.0090 1.2% 61% False False 87,462
10 0.7708 0.7345 0.0363 4.9% 0.0097 1.3% 21% False False 90,359
20 0.7814 0.7345 0.0469 6.3% 0.0095 1.3% 17% False False 80,761
40 0.7995 0.7345 0.0650 8.8% 0.0095 1.3% 12% False False 48,606
60 0.8109 0.7345 0.0764 10.3% 0.0096 1.3% 10% False False 32,472
80 0.8109 0.7345 0.0764 10.3% 0.0092 1.2% 10% False False 24,375
100 0.8109 0.7345 0.0764 10.3% 0.0085 1.1% 10% False False 19,503
120 0.8109 0.7345 0.0764 10.3% 0.0073 1.0% 10% False False 16,253
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7836
2.618 0.7689
1.618 0.7599
1.000 0.7543
0.618 0.7509
HIGH 0.7453
0.618 0.7419
0.500 0.7408
0.382 0.7397
LOW 0.7363
0.618 0.7307
1.000 0.7273
1.618 0.7217
2.618 0.7127
4.250 0.6981
Fisher Pivots for day following 14-Jul-2015
Pivot 1 day 3 day
R1 0.7418 0.7420
PP 0.7413 0.7418
S1 0.7408 0.7415

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

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