CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 29-Jul-2015

Day Change Summary
	Previous	Current
	28-Jul-2015	29-Jul-2015	Change	Change %	Previous Week
Open	0.7249	0.7321	0.0072	1.0%	0.7352
High	0.7325	0.7332	0.0007	0.1%	0.7427
Low	0.7238	0.7264	0.0026	0.4%	0.7240
Close	0.7309	0.7288	-0.0021	-0.3%	0.7263
Range	0.0087	0.0068	-0.0019	-21.8%	0.0187
ATR	0.0089	0.0088	-0.0002	-1.7%	0.0000
Volume	90,768	78,548	-12,220	-13.5%	401,054

Daily Pivots for day following 29-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7499	0.7461	0.7325
R3	0.7431	0.7393	0.7307
R2	0.7363	0.7363	0.7300
R1	0.7325	0.7325	0.7294	0.7310
PP	0.7295	0.7295	0.7295	0.7287
S1	0.7257	0.7257	0.7282	0.7242
S2	0.7227	0.7227	0.7276
S3	0.7159	0.7189	0.7269
S4	0.7091	0.7121	0.7251

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	0.7396	0.7238	0.0158	2.2%	0.0076	1.0%	32%	False	False	81,691
10	0.7427	0.7238	0.0189	2.6%	0.0078	1.1%	26%	False	False	76,306
20	0.7708	0.7238	0.0470	6.4%	0.0091	1.2%	11%	False	False	84,282
40	0.7814	0.7238	0.0576	7.9%	0.0093	1.3%	9%	False	False	69,708
60	0.8109	0.7238	0.0871	12.0%	0.0095	1.3%	6%	False	False	46,782
80	0.8109	0.7238	0.0871	12.0%	0.0094	1.3%	6%	False	False	35,124
100	0.8109	0.7238	0.0871	12.0%	0.0092	1.3%	6%	False	False	28,110
120	0.8109	0.7238	0.0871	12.0%	0.0079	1.1%	6%	False	False	23,425

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7621
2.618	0.7510
1.618	0.7442
1.000	0.7400
0.618	0.7374
HIGH	0.7332
0.618	0.7306
0.500	0.7298
0.382	0.7290
LOW	0.7264
0.618	0.7222
1.000	0.7196
1.618	0.7154
2.618	0.7086
4.250	0.6975

Fisher Pivots for day following 29-Jul-2015
Pivot	1 day	3 day
R1	0.7298	0.7287
PP	0.7295	0.7286
S1	0.7291	0.7285

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