CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 26-Aug-2015
Day Change Summary
Previous Current
25-Aug-2015 26-Aug-2015 Change Change % Previous Week
Open 0.7135 0.7134 -0.0001 0.0% 0.7366
High 0.7243 0.7147 -0.0096 -1.3% 0.7379
Low 0.7115 0.7063 -0.0052 -0.7% 0.7276
Close 0.7150 0.7090 -0.0060 -0.8% 0.7319
Range 0.0128 0.0084 -0.0044 -34.4% 0.0103
ATR 0.0103 0.0102 -0.0001 -1.1% 0.0000
Volume 130,671 114,914 -15,757 -12.1% 395,236
Daily Pivots for day following 26-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7352 0.7305 0.7136
R3 0.7268 0.7221 0.7113
R2 0.7184 0.7184 0.7105
R1 0.7137 0.7137 0.7098 0.7119
PP 0.7100 0.7100 0.7100 0.7091
S1 0.7053 0.7053 0.7082 0.7035
S2 0.7016 0.7016 0.7075
S3 0.6932 0.6969 0.7067
S4 0.6848 0.6885 0.7044
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 0.7365 0.7033 0.0332 4.7% 0.0129 1.8% 17% False False 119,459
10 0.7398 0.7033 0.0365 5.1% 0.0095 1.3% 16% False False 96,712
20 0.7426 0.7033 0.0393 5.5% 0.0100 1.4% 15% False False 100,657
40 0.7708 0.7033 0.0675 9.5% 0.0096 1.3% 8% False False 92,469
60 0.7814 0.7033 0.0781 11.0% 0.0096 1.3% 7% False False 80,024
80 0.8109 0.7033 0.1076 15.2% 0.0097 1.4% 5% False False 60,250
100 0.8109 0.7033 0.1076 15.2% 0.0095 1.3% 5% False False 48,230
120 0.8109 0.7033 0.1076 15.2% 0.0093 1.3% 5% False False 40,201
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7504
2.618 0.7367
1.618 0.7283
1.000 0.7231
0.618 0.7199
HIGH 0.7147
0.618 0.7115
0.500 0.7105
0.382 0.7095
LOW 0.7063
0.618 0.7011
1.000 0.6979
1.618 0.6927
2.618 0.6843
4.250 0.6706
Fisher Pivots for day following 26-Aug-2015
Pivot 1 day 3 day
R1 0.7105 0.7169
PP 0.7100 0.7143
S1 0.7095 0.7116

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

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