CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 02-Jun-2015
Day Change Summary
Previous Current
01-Jun-2015 02-Jun-2015 Change Change % Previous Week
Open 0.7529 0.7700 0.0171 2.3% 0.7706
High 0.7529 0.7701 0.0172 2.3% 0.7706
Low 0.7529 0.7700 0.0171 2.3% 0.7562
Close 0.7529 0.7701 0.0172 2.3% 0.7577
Range 0.0000 0.0001 0.0001 0.0144
ATR 0.0053 0.0062 0.0008 15.9% 0.0000
Volume 7 7 0 0.0% 15
Daily Pivots for day following 02-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.7704 0.7703 0.7702
R3 0.7703 0.7702 0.7701
R2 0.7702 0.7702 0.7701
R1 0.7701 0.7701 0.7701 0.7702
PP 0.7701 0.7701 0.7701 0.7701
S1 0.7700 0.7700 0.7701 0.7701
S2 0.7700 0.7700 0.7701
S3 0.7699 0.7699 0.7701
S4 0.7698 0.7698 0.7700
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 0.7701 0.7529 0.0172 2.2% 0.0021 0.3% 100% True False 5
10 0.7830 0.7529 0.0301 3.9% 0.0019 0.2% 57% False False 3
20 0.8046 0.7529 0.0517 6.7% 0.0021 0.3% 33% False False 2
40 0.8046 0.7486 0.0560 7.3% 0.0024 0.3% 38% False False 3
60 0.8046 0.7448 0.0598 7.8% 0.0028 0.4% 42% False False 5
80 0.8046 0.7448 0.0598 7.8% 0.0023 0.3% 42% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7705
2.618 0.7704
1.618 0.7703
1.000 0.7702
0.618 0.7702
HIGH 0.7701
0.618 0.7701
0.500 0.7701
0.382 0.7700
LOW 0.7700
0.618 0.7699
1.000 0.7699
1.618 0.7698
2.618 0.7697
4.250 0.7696
Fisher Pivots for day following 02-Jun-2015
Pivot 1 day 3 day
R1 0.7701 0.7672
PP 0.7701 0.7644
S1 0.7701 0.7615

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

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