CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 14-Aug-2015

Day Change Summary
	Previous	Current
	13-Aug-2015	14-Aug-2015	Change	Change %	Previous Week
Open	0.7369	0.7350	-0.0019	-0.3%	0.7397
High	0.7398	0.7386	-0.0012	-0.2%	0.7426
Low	0.7311	0.7344	0.0033	0.5%	0.7201
Close	0.7350	0.7366	0.0016	0.2%	0.7366
Range	0.0087	0.0042	-0.0045	-51.7%	0.0225
ATR	0.0098	0.0094	-0.0004	-4.1%	0.0000
Volume	87,474	67,210	-20,264	-23.2%	542,771

Daily Pivots for day following 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7491	0.7471	0.7389
R3	0.7449	0.7429	0.7378
R2	0.7407	0.7407	0.7374
R1	0.7387	0.7387	0.7370	0.7397
PP	0.7365	0.7365	0.7365	0.7371
S1	0.7345	0.7345	0.7362	0.7355
S2	0.7323	0.7323	0.7358
S3	0.7281	0.7303	0.7354
S4	0.7239	0.7261	0.7343

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8006	0.7911	0.7490
R3	0.7781	0.7686	0.7428
R2	0.7556	0.7556	0.7407
R1	0.7461	0.7461	0.7387	0.7396
PP	0.7331	0.7331	0.7331	0.7299
S1	0.7236	0.7236	0.7345	0.7171
S2	0.7106	0.7106	0.7325
S3	0.6881	0.7011	0.7304
S4	0.6656	0.6786	0.7242

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%	0.0106	1.4%	73%	False	False	108,554
10	0.7426	0.7201	0.0225	3.1%	0.0098	1.3%	73%	False	False	99,209
20	0.7427	0.7201	0.0226	3.1%	0.0091	1.2%	73%	False	False	92,397
40	0.7779	0.7201	0.0578	7.8%	0.0092	1.2%	29%	False	False	85,835
60	0.7880	0.7201	0.0679	9.2%	0.0095	1.3%	24%	False	False	66,730
80	0.8109	0.7201	0.0908	12.3%	0.0095	1.3%	18%	False	False	50,118
100	0.8109	0.7201	0.0908	12.3%	0.0092	1.3%	18%	False	False	40,112
120	0.8109	0.7201	0.0908	12.3%	0.0087	1.2%	18%	False	False	33,430

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0024
Narrowest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	0.7565
2.618	0.7496
1.618	0.7454
1.000	0.7428
0.618	0.7412
HIGH	0.7386
0.618	0.7370
0.500	0.7365
0.382	0.7360
LOW	0.7344
0.618	0.7318
1.000	0.7302
1.618	0.7276
2.618	0.7234
4.250	0.7166

Fisher Pivots for day following 14-Aug-2015
Pivot	1 day	3 day
R1	0.7366	0.7344
PP	0.7365	0.7322
S1	0.7365	0.7300

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