CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 22-Apr-2015
Day Change Summary
Previous Current
21-Apr-2015 22-Apr-2015 Change Change % Previous Week
Open 0.7611 0.7675 0.0064 0.8% 0.7492
High 0.7611 0.7675 0.0064 0.8% 0.7717
Low 0.7611 0.7675 0.0064 0.8% 0.7486
Close 0.7611 0.7675 0.0064 0.8% 0.7683
Range
ATR 0.0056 0.0057 0.0001 1.0% 0.0000
Volume 1 1 0 0.0% 19
Daily Pivots for day following 22-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7675 0.7675 0.7675
R3 0.7675 0.7675 0.7675
R2 0.7675 0.7675 0.7675
R1 0.7675 0.7675 0.7675 0.7675
PP 0.7675 0.7675 0.7675 0.7675
S1 0.7675 0.7675 0.7675 0.7675
S2 0.7675 0.7675 0.7675
S3 0.7675 0.7675 0.7675
S4 0.7675 0.7675 0.7675
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8322 0.8233 0.7810
R3 0.8091 0.8002 0.7747
R2 0.7860 0.7860 0.7725
R1 0.7771 0.7771 0.7704 0.7816
PP 0.7629 0.7629 0.7629 0.7651
S1 0.7540 0.7540 0.7662 0.7585
S2 0.7398 0.7398 0.7641
S3 0.7167 0.7309 0.7619
S4 0.6936 0.7078 0.7556
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7717 0.7611 0.0106 1.4% 0.0015 0.2% 60% False False 2
10 0.7717 0.7486 0.0231 3.0% 0.0019 0.3% 82% False False 2
20 0.7736 0.7465 0.0271 3.5% 0.0020 0.3% 77% False False 6
40 0.7860 0.7448 0.0412 5.4% 0.0023 0.3% 55% False False 6
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.7675
2.618 0.7675
1.618 0.7675
1.000 0.7675
0.618 0.7675
HIGH 0.7675
0.618 0.7675
0.500 0.7675
0.382 0.7675
LOW 0.7675
0.618 0.7675
1.000 0.7675
1.618 0.7675
2.618 0.7675
4.250 0.7675
Fisher Pivots for day following 22-Apr-2015
Pivot 1 day 3 day
R1 0.7675 0.7664
PP 0.7675 0.7654
S1 0.7675 0.7643

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

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