CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 13-May-2015
Day Change Summary
Previous Current
12-May-2015 13-May-2015 Change Change % Previous Week
Open 0.7815 0.8011 0.0196 2.5% 0.7752
High 0.7902 0.8011 0.0109 1.4% 0.7874
Low 0.7815 0.8011 0.0196 2.5% 0.7752
Close 0.7902 0.8011 0.0109 1.4% 0.7828
Range 0.0087 0.0000 -0.0087 -100.0% 0.0122
ATR 0.0058 0.0062 0.0004 6.2% 0.0000
Volume 2 4 2 100.0% 8
Daily Pivots for day following 13-May-2015
Classic Woodie Camarilla DeMark
R4 0.8011 0.8011 0.8011
R3 0.8011 0.8011 0.8011
R2 0.8011 0.8011 0.8011
R1 0.8011 0.8011 0.8011 0.8011
PP 0.8011 0.8011 0.8011 0.8011
S1 0.8011 0.8011 0.8011 0.8011
S2 0.8011 0.8011 0.8011
S3 0.8011 0.8011 0.8011
S4 0.8011 0.8011 0.8011
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8184 0.8128 0.7895
R3 0.8062 0.8006 0.7862
R2 0.7940 0.7940 0.7850
R1 0.7884 0.7884 0.7839 0.7912
PP 0.7818 0.7818 0.7818 0.7832
S1 0.7762 0.7762 0.7817 0.7790
S2 0.7696 0.7696 0.7806
S3 0.7574 0.7640 0.7794
S4 0.7452 0.7518 0.7761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8011 0.7814 0.0197 2.5% 0.0019 0.2% 100% True False 2
10 0.8011 0.7735 0.0276 3.4% 0.0031 0.4% 100% True False 4
20 0.8011 0.7611 0.0400 5.0% 0.0029 0.4% 100% True False 3
40 0.8011 0.7465 0.0546 6.8% 0.0029 0.4% 100% True False 5
60 0.8011 0.7448 0.0563 7.0% 0.0024 0.3% 100% True False 5
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8011
2.618 0.8011
1.618 0.8011
1.000 0.8011
0.618 0.8011
HIGH 0.8011
0.618 0.8011
0.500 0.8011
0.382 0.8011
LOW 0.8011
0.618 0.8011
1.000 0.8011
1.618 0.8011
2.618 0.8011
4.250 0.8011
Fisher Pivots for day following 13-May-2015
Pivot 1 day 3 day
R1 0.8011 0.7978
PP 0.8011 0.7946
S1 0.8011 0.7913

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

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