CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 28-May-2015
Day Change Summary
Previous Current
27-May-2015 28-May-2015 Change Change % Previous Week
Open 0.7655 0.7650 -0.0005 -0.1% 0.7894
High 0.7655 0.7650 -0.0005 -0.1% 0.7894
Low 0.7640 0.7575 -0.0065 -0.9% 0.7745
Close 0.7640 0.7575 -0.0065 -0.9% 0.7745
Range 0.0015 0.0075 0.0060 400.0% 0.0149
ATR 0.0055 0.0057 0.0001 2.5% 0.0000
Volume 6 1 -5 -83.3% 7
Daily Pivots for day following 28-May-2015
Classic Woodie Camarilla DeMark
R4 0.7825 0.7775 0.7616
R3 0.7750 0.7700 0.7596
R2 0.7675 0.7675 0.7589
R1 0.7625 0.7625 0.7582 0.7613
PP 0.7600 0.7600 0.7600 0.7594
S1 0.7550 0.7550 0.7568 0.7538
S2 0.7525 0.7525 0.7561
S3 0.7450 0.7475 0.7554
S4 0.7375 0.7400 0.7534
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 0.7810 0.7575 0.0235 3.1% 0.0029 0.4% 0% False True 2
10 0.8046 0.7575 0.0471 6.2% 0.0024 0.3% 0% False True 2
20 0.8046 0.7575 0.0471 6.2% 0.0027 0.4% 0% False True 3
40 0.8046 0.7465 0.0581 7.7% 0.0026 0.3% 19% False False 4
60 0.8046 0.7448 0.0598 7.9% 0.0028 0.4% 21% False False 5
80 0.8046 0.7448 0.0598 7.9% 0.0022 0.3% 21% 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 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7969
2.618 0.7846
1.618 0.7771
1.000 0.7725
0.618 0.7696
HIGH 0.7650
0.618 0.7621
0.500 0.7613
0.382 0.7604
LOW 0.7575
0.618 0.7529
1.000 0.7500
1.618 0.7454
2.618 0.7379
4.250 0.7256
Fisher Pivots for day following 28-May-2015
Pivot 1 day 3 day
R1 0.7613 0.7641
PP 0.7600 0.7619
S1 0.7588 0.7597

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

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