CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 0.6986 0.7074 0.0088 1.3% 0.6911
High 0.7099 0.7094 -0.0005 -0.1% 0.7099
Low 0.6944 0.7035 0.0091 1.3% 0.6910
Close 0.7082 0.7083 0.0001 0.0% 0.7083
Range 0.0155 0.0059 -0.0096 -61.9% 0.0189
ATR 0.0102 0.0099 -0.0003 -3.0% 0.0000
Volume 167,364 30,861 -136,503 -81.6% 480,999
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7248 0.7224 0.7115
R3 0.7189 0.7165 0.7099
R2 0.7130 0.7130 0.7094
R1 0.7106 0.7106 0.7088 0.7118
PP 0.7071 0.7071 0.7071 0.7077
S1 0.7047 0.7047 0.7078 0.7059
S2 0.7012 0.7012 0.7072
S3 0.6953 0.6988 0.7067
S4 0.6894 0.6929 0.7051
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7598 0.7529 0.7187
R3 0.7409 0.7340 0.7135
R2 0.7220 0.7220 0.7118
R1 0.7151 0.7151 0.7100 0.7186
PP 0.7031 0.7031 0.7031 0.7048
S1 0.6962 0.6962 0.7066 0.6997
S2 0.6842 0.6842 0.7048
S3 0.6653 0.6773 0.7031
S4 0.6464 0.6584 0.6979
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7099 0.6905 0.0194 2.7% 0.0104 1.5% 92% False False 117,219
10 0.7201 0.6905 0.0296 4.2% 0.0097 1.4% 60% False False 98,849
20 0.7386 0.6905 0.0481 6.8% 0.0096 1.4% 37% False False 97,914
40 0.7427 0.6905 0.0522 7.4% 0.0094 1.3% 34% False False 94,647
60 0.7814 0.6905 0.0909 12.8% 0.0095 1.3% 20% False False 90,202
80 0.7880 0.6905 0.0975 13.8% 0.0095 1.3% 18% False False 73,691
100 0.8109 0.6905 0.1204 17.0% 0.0096 1.4% 15% False False 59,006
120 0.8109 0.6905 0.1204 17.0% 0.0093 1.3% 15% False False 49,186
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.7345
2.618 0.7248
1.618 0.7189
1.000 0.7153
0.618 0.7130
HIGH 0.7094
0.618 0.7071
0.500 0.7065
0.382 0.7058
LOW 0.7035
0.618 0.6999
1.000 0.6976
1.618 0.6940
2.618 0.6881
4.250 0.6784
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 0.7077 0.7063
PP 0.7071 0.7042
S1 0.7065 0.7022

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

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