CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 19-Aug-2015
Day Change Summary
Previous Current
18-Aug-2015 19-Aug-2015 Change Change % Previous Week
Open 0.7360 0.7327 -0.0033 -0.4% 0.7397
High 0.7376 0.7366 -0.0010 -0.1% 0.7426
Low 0.7309 0.7301 -0.0008 -0.1% 0.7201
Close 0.7328 0.7354 0.0026 0.4% 0.7366
Range 0.0067 0.0065 -0.0002 -3.0% 0.0225
ATR 0.0089 0.0087 -0.0002 -1.9% 0.0000
Volume 73,768 89,289 15,521 21.0% 542,771
Daily Pivots for day following 19-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7535 0.7510 0.7390
R3 0.7470 0.7445 0.7372
R2 0.7405 0.7405 0.7366
R1 0.7380 0.7380 0.7360 0.7393
PP 0.7340 0.7340 0.7340 0.7347
S1 0.7315 0.7315 0.7348 0.7328
S2 0.7275 0.7275 0.7342
S3 0.7210 0.7250 0.7336
S4 0.7145 0.7185 0.7318
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 0.7398 0.7301 0.0097 1.3% 0.0061 0.8% 55% False True 73,966
10 0.7426 0.7201 0.0225 3.1% 0.0088 1.2% 68% False False 93,400
20 0.7426 0.7201 0.0225 3.1% 0.0087 1.2% 68% False False 91,215
40 0.7737 0.7201 0.0536 7.3% 0.0091 1.2% 29% False False 86,796
60 0.7814 0.7201 0.0613 8.3% 0.0093 1.3% 25% False False 70,283
80 0.8109 0.7201 0.0908 12.3% 0.0095 1.3% 17% False False 52,799
100 0.8109 0.7201 0.0908 12.3% 0.0092 1.3% 17% False False 42,262
120 0.8109 0.7201 0.0908 12.3% 0.0088 1.2% 17% False False 35,223
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7642
2.618 0.7536
1.618 0.7471
1.000 0.7431
0.618 0.7406
HIGH 0.7366
0.618 0.7341
0.500 0.7334
0.382 0.7326
LOW 0.7301
0.618 0.7261
1.000 0.7236
1.618 0.7196
2.618 0.7131
4.250 0.7025
Fisher Pivots for day following 19-Aug-2015
Pivot 1 day 3 day
R1 0.7347 0.7349
PP 0.7340 0.7345
S1 0.7334 0.7340

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

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