CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 27-May-2015
Day Change Summary
Previous Current
26-May-2015 27-May-2015 Change Change % Previous Week
Open 0.7706 0.7655 -0.0051 -0.7% 0.7894
High 0.7706 0.7655 -0.0051 -0.7% 0.7894
Low 0.7649 0.7640 -0.0009 -0.1% 0.7745
Close 0.7649 0.7640 -0.0009 -0.1% 0.7745
Range 0.0057 0.0015 -0.0042 -73.7% 0.0149
ATR 0.0058 0.0055 -0.0003 -5.3% 0.0000
Volume 2 6 4 200.0% 7
Daily Pivots for day following 27-May-2015
Classic Woodie Camarilla DeMark
R4 0.7690 0.7680 0.7648
R3 0.7675 0.7665 0.7644
R2 0.7660 0.7660 0.7643
R1 0.7650 0.7650 0.7641 0.7648
PP 0.7645 0.7645 0.7645 0.7644
S1 0.7635 0.7635 0.7639 0.7633
S2 0.7630 0.7630 0.7637
S3 0.7615 0.7620 0.7636
S4 0.7600 0.7605 0.7632
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 0.7816 0.7640 0.0176 2.3% 0.0020 0.3% 0% False True 2
10 0.8046 0.7640 0.0406 5.3% 0.0016 0.2% 0% False True 2
20 0.8046 0.7640 0.0406 5.3% 0.0024 0.3% 0% False True 3
40 0.8046 0.7465 0.0581 7.6% 0.0025 0.3% 30% False False 4
60 0.8046 0.7448 0.0598 7.8% 0.0027 0.3% 32% False False 5
80 0.8046 0.7448 0.0598 7.8% 0.0022 0.3% 32% False 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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7719
2.618 0.7694
1.618 0.7679
1.000 0.7670
0.618 0.7664
HIGH 0.7655
0.618 0.7649
0.500 0.7648
0.382 0.7646
LOW 0.7640
0.618 0.7631
1.000 0.7625
1.618 0.7616
2.618 0.7601
4.250 0.7576
Fisher Pivots for day following 27-May-2015
Pivot 1 day 3 day
R1 0.7648 0.7693
PP 0.7645 0.7675
S1 0.7643 0.7658

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

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