CME Australian Dollar Future September 2015

Trading Metrics calculated at close of trading on 21-Aug-2015

Day Change Summary
	Previous	Current
	20-Aug-2015	21-Aug-2015	Change	Change %	Previous Week
Open	0.7340	0.7327	-0.0013	-0.2%	0.7366
High	0.7365	0.7351	-0.0014	-0.2%	0.7379
Low	0.7276	0.7278	0.0002	0.0%	0.7276
Close	0.7330	0.7319	-0.0011	-0.2%	0.7319
Range	0.0089	0.0073	-0.0016	-18.0%	0.0103
ATR	0.0087	0.0086	-0.0001	-1.2%	0.0000
Volume	85,292	94,794	9,502	11.1%	395,236

Daily Pivots for day following 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7535	0.7500	0.7359
R3	0.7462	0.7427	0.7339
R2	0.7389	0.7389	0.7332
R1	0.7354	0.7354	0.7326	0.7335
PP	0.7316	0.7316	0.7316	0.7307
S1	0.7281	0.7281	0.7312	0.7262
S2	0.7243	0.7243	0.7306
S3	0.7170	0.7208	0.7299
S4	0.7097	0.7135	0.7279

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7634	0.7579	0.7376
R3	0.7531	0.7476	0.7347
R2	0.7428	0.7428	0.7338
R1	0.7373	0.7373	0.7328	0.7349
PP	0.7325	0.7325	0.7325	0.7313
S1	0.7270	0.7270	0.7310	0.7246
S2	0.7222	0.7222	0.7300
S3	0.7119	0.7167	0.7291
S4	0.7016	0.7064	0.7262

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7379	0.7276	0.0103	1.4%	0.0068	0.9%	42%	False	False	79,047
10	0.7426	0.7201	0.0225	3.1%	0.0087	1.2%	52%	False	False	93,800
20	0.7426	0.7201	0.0225	3.1%	0.0087	1.2%	52%	False	False	92,106
40	0.7708	0.7201	0.0507	6.9%	0.0091	1.2%	23%	False	False	88,178
60	0.7814	0.7201	0.0613	8.4%	0.0092	1.3%	19%	False	False	73,260
80	0.8109	0.7201	0.0908	12.4%	0.0094	1.3%	13%	False	False	55,046
100	0.8109	0.7201	0.0908	12.4%	0.0092	1.3%	13%	False	False	44,061
120	0.8109	0.7201	0.0908	12.4%	0.0089	1.2%	13%	False	False	36,724

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7661
2.618	0.7542
1.618	0.7469
1.000	0.7424
0.618	0.7396
HIGH	0.7351
0.618	0.7323
0.500	0.7315
0.382	0.7306
LOW	0.7278
0.618	0.7233
1.000	0.7205
1.618	0.7160
2.618	0.7087
4.250	0.6968

Fisher Pivots for day following 21-Aug-2015
Pivot	1 day	3 day
R1	0.7318	0.7321
PP	0.7316	0.7320
S1	0.7315	0.7320

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