CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 14-Sep-2015
Day Change Summary
Previous Current
11-Sep-2015 14-Sep-2015 Change Change % Previous Week
Open 0.7074 0.7091 0.0017 0.2% 0.6911
High 0.7094 0.7135 0.0041 0.6% 0.7099
Low 0.7035 0.7065 0.0030 0.4% 0.6910
Close 0.7083 0.7127 0.0044 0.6% 0.7083
Range 0.0059 0.0070 0.0011 18.6% 0.0189
ATR 0.0099 0.0097 -0.0002 -2.1% 0.0000
Volume 30,861 2,165 -28,696 -93.0% 480,999
Daily Pivots for day following 14-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7319 0.7293 0.7166
R3 0.7249 0.7223 0.7146
R2 0.7179 0.7179 0.7140
R1 0.7153 0.7153 0.7133 0.7166
PP 0.7109 0.7109 0.7109 0.7116
S1 0.7083 0.7083 0.7121 0.7096
S2 0.7039 0.7039 0.7114
S3 0.6969 0.7013 0.7108
S4 0.6899 0.6943 0.7089
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 0.7135 0.6910 0.0225 3.2% 0.0095 1.3% 96% True False 96,632
10 0.7160 0.6905 0.0255 3.6% 0.0095 1.3% 87% False False 92,355
20 0.7379 0.6905 0.0474 6.7% 0.0097 1.4% 47% False False 94,662
40 0.7427 0.6905 0.0522 7.3% 0.0094 1.3% 43% False False 93,529
60 0.7779 0.6905 0.0874 12.3% 0.0094 1.3% 25% False False 88,777
80 0.7880 0.6905 0.0975 13.7% 0.0095 1.3% 23% False False 73,713
100 0.8109 0.6905 0.1204 16.9% 0.0096 1.3% 18% False False 59,027
120 0.8109 0.6905 0.1204 16.9% 0.0093 1.3% 18% False False 49,204
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7433
2.618 0.7318
1.618 0.7248
1.000 0.7205
0.618 0.7178
HIGH 0.7135
0.618 0.7108
0.500 0.7100
0.382 0.7092
LOW 0.7065
0.618 0.7022
1.000 0.6995
1.618 0.6952
2.618 0.6882
4.250 0.6768
Fisher Pivots for day following 14-Sep-2015
Pivot 1 day 3 day
R1 0.7118 0.7098
PP 0.7109 0.7069
S1 0.7100 0.7040

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

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