CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 26-May-2015
Day Change Summary
Previous Current
22-May-2015 26-May-2015 Change Change % Previous Week
Open 0.7745 0.7706 -0.0039 -0.5% 0.7894
High 0.7745 0.7706 -0.0039 -0.5% 0.7894
Low 0.7745 0.7649 -0.0096 -1.2% 0.7745
Close 0.7745 0.7649 -0.0096 -1.2% 0.7745
Range 0.0000 0.0057 0.0057 0.0149
ATR 0.0056 0.0058 0.0003 5.2% 0.0000
Volume 2 2 0 0.0% 7
Daily Pivots for day following 26-May-2015
Classic Woodie Camarilla DeMark
R4 0.7839 0.7801 0.7680
R3 0.7782 0.7744 0.7665
R2 0.7725 0.7725 0.7659
R1 0.7687 0.7687 0.7654 0.7678
PP 0.7668 0.7668 0.7668 0.7663
S1 0.7630 0.7630 0.7644 0.7621
S2 0.7611 0.7611 0.7639
S3 0.7554 0.7573 0.7633
S4 0.7497 0.7516 0.7618
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 0.8242 0.8142 0.7827
R3 0.8093 0.7993 0.7786
R2 0.7944 0.7944 0.7772
R1 0.7844 0.7844 0.7759 0.7820
PP 0.7795 0.7795 0.7795 0.7782
S1 0.7695 0.7695 0.7731 0.7671
S2 0.7646 0.7646 0.7718
S3 0.7497 0.7546 0.7704
S4 0.7348 0.7397 0.7663
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7830 0.7649 0.0181 2.4% 0.0017 0.2% 0% False True 1
10 0.8046 0.7649 0.0397 5.2% 0.0024 0.3% 0% False True 2
20 0.8046 0.7649 0.0397 5.2% 0.0029 0.4% 0% False True 3
40 0.8046 0.7465 0.0581 7.6% 0.0025 0.3% 32% False False 4
60 0.8046 0.7448 0.0598 7.8% 0.0026 0.3% 34% False False 5
80 0.8046 0.7448 0.0598 7.8% 0.0022 0.3% 34% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7948
2.618 0.7855
1.618 0.7798
1.000 0.7763
0.618 0.7741
HIGH 0.7706
0.618 0.7684
0.500 0.7678
0.382 0.7671
LOW 0.7649
0.618 0.7614
1.000 0.7592
1.618 0.7557
2.618 0.7500
4.250 0.7407
Fisher Pivots for day following 26-May-2015
Pivot 1 day 3 day
R1 0.7678 0.7730
PP 0.7668 0.7703
S1 0.7659 0.7676

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

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