CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 29-May-2015
Day Change Summary
Previous Current
28-May-2015 29-May-2015 Change Change % Previous Week
Open 0.7650 0.7567 -0.0083 -1.1% 0.7706
High 0.7650 0.7577 -0.0073 -1.0% 0.7706
Low 0.7575 0.7562 -0.0013 -0.2% 0.7562
Close 0.7575 0.7577 0.0002 0.0% 0.7577
Range 0.0075 0.0015 -0.0060 -80.0% 0.0144
ATR 0.0057 0.0054 -0.0003 -5.3% 0.0000
Volume 1 6 5 500.0% 15
Daily Pivots for day following 29-May-2015
Classic Woodie Camarilla DeMark
R4 0.7617 0.7612 0.7585
R3 0.7602 0.7597 0.7581
R2 0.7587 0.7587 0.7580
R1 0.7582 0.7582 0.7578 0.7585
PP 0.7572 0.7572 0.7572 0.7573
S1 0.7567 0.7567 0.7576 0.7570
S2 0.7557 0.7557 0.7574
S3 0.7542 0.7552 0.7573
S4 0.7527 0.7537 0.7569
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 0.8047 0.7956 0.7656
R3 0.7903 0.7812 0.7617
R2 0.7759 0.7759 0.7603
R1 0.7668 0.7668 0.7590 0.7642
PP 0.7615 0.7615 0.7615 0.7602
S1 0.7524 0.7524 0.7564 0.7498
S2 0.7471 0.7471 0.7551
S3 0.7327 0.7380 0.7537
S4 0.7183 0.7236 0.7498
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7745 0.7562 0.0183 2.4% 0.0032 0.4% 8% False True 3
10 0.7959 0.7562 0.0397 5.2% 0.0019 0.2% 4% False True 2
20 0.8046 0.7562 0.0484 6.4% 0.0024 0.3% 3% False True 3
40 0.8046 0.7486 0.0560 7.4% 0.0025 0.3% 16% False False 4
60 0.8046 0.7448 0.0598 7.9% 0.0028 0.4% 22% False False 5
80 0.8046 0.7448 0.0598 7.9% 0.0023 0.3% 22% 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 True
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7641
2.618 0.7616
1.618 0.7601
1.000 0.7592
0.618 0.7586
HIGH 0.7577
0.618 0.7571
0.500 0.7570
0.382 0.7568
LOW 0.7562
0.618 0.7553
1.000 0.7547
1.618 0.7538
2.618 0.7523
4.250 0.7498
Fisher Pivots for day following 29-May-2015
Pivot 1 day 3 day
R1 0.7575 0.7609
PP 0.7572 0.7598
S1 0.7570 0.7588

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

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