CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 0.7159 0.7109 -0.0050 -0.7% 0.7299
High 0.7160 0.7150 -0.0010 -0.1% 0.7305
Low 0.7076 0.7010 -0.0066 -0.9% 0.7033
Close 0.7118 0.7028 -0.0090 -1.3% 0.7161
Range 0.0084 0.0140 0.0056 66.7% 0.0272
ATR 0.0098 0.0101 0.0003 3.0% 0.0000
Volume 61,664 103,109 41,445 67.2% 574,450
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7483 0.7395 0.7105
R3 0.7343 0.7255 0.7067
R2 0.7203 0.7203 0.7054
R1 0.7115 0.7115 0.7041 0.7089
PP 0.7063 0.7063 0.7063 0.7050
S1 0.6975 0.6975 0.7015 0.6949
S2 0.6923 0.6923 0.7002
S3 0.6783 0.6835 0.6990
S4 0.6643 0.6695 0.6951
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 0.7201 0.7010 0.0191 2.7% 0.0095 1.4% 9% False True 87,385
10 0.7366 0.7010 0.0356 5.1% 0.0110 1.6% 5% False True 100,859
20 0.7426 0.7010 0.0416 5.9% 0.0099 1.4% 4% False True 96,731
40 0.7472 0.7010 0.0462 6.6% 0.0094 1.3% 4% False True 90,828
60 0.7814 0.7010 0.0804 11.4% 0.0095 1.3% 2% False True 84,647
80 0.8109 0.7010 0.1099 15.6% 0.0095 1.4% 2% False True 64,266
100 0.8109 0.7010 0.1099 15.6% 0.0096 1.4% 2% False True 51,446
120 0.8109 0.7010 0.1099 15.6% 0.0094 1.3% 2% False True 42,883
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 0.0022
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7745
2.618 0.7517
1.618 0.7377
1.000 0.7290
0.618 0.7237
HIGH 0.7150
0.618 0.7097
0.500 0.7080
0.382 0.7063
LOW 0.7010
0.618 0.6923
1.000 0.6870
1.618 0.6783
2.618 0.6643
4.250 0.6415
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 0.7080 0.7106
PP 0.7063 0.7080
S1 0.7045 0.7054

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

View Archives - Comment on this page... - Back to Index of Symbols