CME Australian Dollar Future September 2015


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Trading Metrics calculated at close of trading on 12-Aug-2015
Day Change Summary
Previous Current
11-Aug-2015 12-Aug-2015 Change Change % Previous Week
Open 0.7397 0.7293 -0.0104 -1.4% 0.7290
High 0.7426 0.7375 -0.0051 -0.7% 0.7413
Low 0.7270 0.7201 -0.0069 -0.9% 0.7244
Close 0.7277 0.7363 0.0086 1.2% 0.7395
Range 0.0156 0.0174 0.0018 11.5% 0.0169
ATR 0.0093 0.0099 0.0006 6.2% 0.0000
Volume 140,513 170,615 30,102 21.4% 449,323
Daily Pivots for day following 12-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7835 0.7773 0.7459
R3 0.7661 0.7599 0.7411
R2 0.7487 0.7487 0.7395
R1 0.7425 0.7425 0.7379 0.7456
PP 0.7313 0.7313 0.7313 0.7329
S1 0.7251 0.7251 0.7347 0.7282
S2 0.7139 0.7139 0.7331
S3 0.6965 0.7077 0.7315
S4 0.6791 0.6903 0.7267
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7858 0.7795 0.7488
R3 0.7689 0.7626 0.7441
R2 0.7520 0.7520 0.7426
R1 0.7457 0.7457 0.7410 0.7489
PP 0.7351 0.7351 0.7351 0.7366
S1 0.7288 0.7288 0.7380 0.7320
S2 0.7182 0.7182 0.7364
S3 0.7013 0.7119 0.7349
S4 0.6844 0.6950 0.7302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7426 0.7201 0.0225 3.1% 0.0114 1.5% 72% False True 112,834
10 0.7426 0.7201 0.0225 3.1% 0.0105 1.4% 72% False True 104,601
20 0.7427 0.7201 0.0226 3.1% 0.0091 1.2% 72% False True 90,454
40 0.7814 0.7201 0.0613 8.3% 0.0095 1.3% 26% False True 86,686
60 0.7956 0.7201 0.0755 10.3% 0.0095 1.3% 21% False True 64,179
80 0.8109 0.7201 0.0908 12.3% 0.0095 1.3% 18% False True 48,187
100 0.8109 0.7201 0.0908 12.3% 0.0092 1.3% 18% False True 38,566
120 0.8109 0.7201 0.0908 12.3% 0.0087 1.2% 18% False True 32,141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 0.8115
2.618 0.7831
1.618 0.7657
1.000 0.7549
0.618 0.7483
HIGH 0.7375
0.618 0.7309
0.500 0.7288
0.382 0.7267
LOW 0.7201
0.618 0.7093
1.000 0.7027
1.618 0.6919
2.618 0.6745
4.250 0.6462
Fisher Pivots for day following 12-Aug-2015
Pivot 1 day 3 day
R1 0.7338 0.7347
PP 0.7313 0.7330
S1 0.7288 0.7314

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

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