CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 03-Jun-2015
Day Change Summary
Previous Current
02-Jun-2015 03-Jun-2015 Change Change % Previous Week
Open 0.7700 0.7724 0.0024 0.3% 0.7706
High 0.7701 0.7724 0.0023 0.3% 0.7706
Low 0.7700 0.7690 -0.0010 -0.1% 0.7562
Close 0.7701 0.7690 -0.0011 -0.1% 0.7577
Range 0.0001 0.0034 0.0033 3,300.0% 0.0144
ATR 0.0062 0.0060 -0.0002 -3.2% 0.0000
Volume 7 1 -6 -85.7% 15
Daily Pivots for day following 03-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.7803 0.7781 0.7709
R3 0.7769 0.7747 0.7699
R2 0.7735 0.7735 0.7696
R1 0.7713 0.7713 0.7693 0.7707
PP 0.7701 0.7701 0.7701 0.7699
S1 0.7679 0.7679 0.7687 0.7673
S2 0.7667 0.7667 0.7684
S3 0.7633 0.7645 0.7681
S4 0.7599 0.7611 0.7671
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 0.7724 0.7529 0.0195 2.5% 0.0025 0.3% 83% True False 4
10 0.7816 0.7529 0.0287 3.7% 0.0022 0.3% 56% False False 3
20 0.8046 0.7529 0.0517 6.7% 0.0019 0.3% 31% False False 2
40 0.8046 0.7486 0.0560 7.3% 0.0025 0.3% 36% False False 3
60 0.8046 0.7448 0.0598 7.8% 0.0027 0.4% 40% False False 5
80 0.8046 0.7448 0.0598 7.8% 0.0023 0.3% 40% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7869
2.618 0.7813
1.618 0.7779
1.000 0.7758
0.618 0.7745
HIGH 0.7724
0.618 0.7711
0.500 0.7707
0.382 0.7703
LOW 0.7690
0.618 0.7669
1.000 0.7656
1.618 0.7635
2.618 0.7601
4.250 0.7546
Fisher Pivots for day following 03-Jun-2015
Pivot 1 day 3 day
R1 0.7707 0.7669
PP 0.7701 0.7648
S1 0.7696 0.7627

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

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