CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 27-Jul-2015
Day Change Summary
Previous Current
24-Jul-2015 27-Jul-2015 Change Change % Previous Week
Open 0.7332 0.7251 -0.0081 -1.1% 0.7352
High 0.7341 0.7305 -0.0036 -0.5% 0.7427
Low 0.7240 0.7246 0.0006 0.1% 0.7240
Close 0.7263 0.7262 -0.0001 0.0% 0.7263
Range 0.0101 0.0059 -0.0042 -41.6% 0.0187
ATR 0.0092 0.0090 -0.0002 -2.6% 0.0000
Volume 93,702 76,883 -16,819 -17.9% 401,054
Daily Pivots for day following 27-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7448 0.7414 0.7294
R3 0.7389 0.7355 0.7278
R2 0.7330 0.7330 0.7273
R1 0.7296 0.7296 0.7267 0.7313
PP 0.7271 0.7271 0.7271 0.7280
S1 0.7237 0.7237 0.7257 0.7254
S2 0.7212 0.7212 0.7251
S3 0.7153 0.7178 0.7246
S4 0.7094 0.7119 0.7230
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7871 0.7754 0.7366
R3 0.7684 0.7567 0.7314
R2 0.7497 0.7497 0.7297
R1 0.7380 0.7380 0.7280 0.7345
PP 0.7310 0.7310 0.7310 0.7293
S1 0.7193 0.7193 0.7246 0.7158
S2 0.7123 0.7123 0.7229
S3 0.6936 0.7006 0.7212
S4 0.6749 0.6819 0.7160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7427 0.7240 0.0187 2.6% 0.0082 1.1% 12% False False 82,170
10 0.7464 0.7240 0.0224 3.1% 0.0085 1.2% 10% False False 75,923
20 0.7708 0.7240 0.0468 6.4% 0.0093 1.3% 5% False False 84,086
40 0.7814 0.7240 0.0574 7.9% 0.0096 1.3% 4% False False 65,707
60 0.8109 0.7240 0.0869 12.0% 0.0095 1.3% 3% False False 43,968
80 0.8109 0.7240 0.0869 12.0% 0.0094 1.3% 3% False False 33,010
100 0.8109 0.7240 0.0869 12.0% 0.0091 1.2% 3% False False 26,416
120 0.8109 0.7240 0.0869 12.0% 0.0077 1.1% 3% False False 22,014
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0020
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7556
2.618 0.7459
1.618 0.7400
1.000 0.7364
0.618 0.7341
HIGH 0.7305
0.618 0.7282
0.500 0.7276
0.382 0.7269
LOW 0.7246
0.618 0.7210
1.000 0.7187
1.618 0.7151
2.618 0.7092
4.250 0.6995
Fisher Pivots for day following 27-Jul-2015
Pivot 1 day 3 day
R1 0.7276 0.7318
PP 0.7271 0.7299
S1 0.7267 0.7281

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

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