CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 20-Aug-2015

Day Change Summary
	Previous	Current
	19-Aug-2015	20-Aug-2015	Change	Change %	Previous Week
Open	0.7327	0.7340	0.0013	0.2%	0.7397
High	0.7366	0.7365	-0.0001	0.0%	0.7426
Low	0.7301	0.7276	-0.0025	-0.3%	0.7201
Close	0.7354	0.7330	-0.0024	-0.3%	0.7366
Range	0.0065	0.0089	0.0024	36.9%	0.0225
ATR	0.0087	0.0087	0.0000	0.1%	0.0000
Volume	89,289	85,292	-3,997	-4.5%	542,771

Daily Pivots for day following 20-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7591	0.7549	0.7379
R3	0.7502	0.7460	0.7354
R2	0.7413	0.7413	0.7346
R1	0.7371	0.7371	0.7338	0.7348
PP	0.7324	0.7324	0.7324	0.7312
S1	0.7282	0.7282	0.7322	0.7259
S2	0.7235	0.7235	0.7314
S3	0.7146	0.7193	0.7306
S4	0.7057	0.7104	0.7281

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	0.7386	0.7276	0.0110	1.5%	0.0062	0.8%	49%	False	True	73,530
10	0.7426	0.7201	0.0225	3.1%	0.0088	1.2%	57%	False	False	95,839
20	0.7426	0.7201	0.0225	3.1%	0.0088	1.2%	57%	False	False	92,052
40	0.7720	0.7201	0.0519	7.1%	0.0091	1.2%	25%	False	False	87,188
60	0.7814	0.7201	0.0613	8.4%	0.0093	1.3%	21%	False	False	71,698
80	0.8109	0.7201	0.0908	12.4%	0.0094	1.3%	14%	False	False	53,865
100	0.8109	0.7201	0.0908	12.4%	0.0092	1.3%	14%	False	False	43,114
120	0.8109	0.7201	0.0908	12.4%	0.0089	1.2%	14%	False	False	35,934

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0025
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7743
2.618	0.7598
1.618	0.7509
1.000	0.7454
0.618	0.7420
HIGH	0.7365
0.618	0.7331
0.500	0.7321
0.382	0.7310
LOW	0.7276
0.618	0.7221
1.000	0.7187
1.618	0.7132
2.618	0.7043
4.250	0.6898

Fisher Pivots for day following 20-Aug-2015
Pivot	1 day	3 day
R1	0.7327	0.7329
PP	0.7324	0.7327
S1	0.7321	0.7326

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