CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 31-Aug-2015
Day Change Summary
Previous Current
28-Aug-2015 31-Aug-2015 Change Change % Previous Week
Open 0.7165 0.7159 -0.0006 -0.1% 0.7299
High 0.7201 0.7160 -0.0041 -0.6% 0.7305
Low 0.7115 0.7076 -0.0039 -0.5% 0.7033
Close 0.7161 0.7118 -0.0043 -0.6% 0.7161
Range 0.0086 0.0084 -0.0002 -2.3% 0.0272
ATR 0.0099 0.0098 -0.0001 -1.0% 0.0000
Volume 67,107 61,664 -5,443 -8.1% 574,450
Daily Pivots for day following 31-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7370 0.7328 0.7164
R3 0.7286 0.7244 0.7141
R2 0.7202 0.7202 0.7133
R1 0.7160 0.7160 0.7126 0.7139
PP 0.7118 0.7118 0.7118 0.7108
S1 0.7076 0.7076 0.7110 0.7055
S2 0.7034 0.7034 0.7103
S3 0.6950 0.6992 0.7095
S4 0.6866 0.6908 0.7072
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7982 0.7844 0.7311
R3 0.7710 0.7572 0.7236
R2 0.7438 0.7438 0.7211
R1 0.7300 0.7300 0.7186 0.7233
PP 0.7166 0.7166 0.7166 0.7133
S1 0.7028 0.7028 0.7136 0.6961
S2 0.6894 0.6894 0.7111
S3 0.6622 0.6756 0.7086
S4 0.6350 0.6484 0.7011
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7243 0.7063 0.0180 2.5% 0.0093 1.3% 31% False False 92,898
10 0.7376 0.7033 0.0343 4.8% 0.0103 1.4% 25% False False 97,925
20 0.7426 0.7033 0.0393 5.5% 0.0100 1.4% 22% False False 98,148
40 0.7473 0.7033 0.0440 6.2% 0.0093 1.3% 19% False False 90,842
60 0.7814 0.7033 0.0781 11.0% 0.0094 1.3% 11% False False 83,354
80 0.8109 0.7033 0.1076 15.1% 0.0095 1.3% 8% False False 62,979
100 0.8109 0.7033 0.1076 15.1% 0.0095 1.3% 8% False False 50,416
120 0.8109 0.7033 0.1076 15.1% 0.0094 1.3% 8% False False 42,024
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7517
2.618 0.7380
1.618 0.7296
1.000 0.7244
0.618 0.7212
HIGH 0.7160
0.618 0.7128
0.500 0.7118
0.382 0.7108
LOW 0.7076
0.618 0.7024
1.000 0.6992
1.618 0.6940
2.618 0.6856
4.250 0.6719
Fisher Pivots for day following 31-Aug-2015
Pivot 1 day 3 day
R1 0.7118 0.7139
PP 0.7118 0.7132
S1 0.7118 0.7125

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

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