CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 04-Jun-2015
Day Change Summary
Previous Current
03-Jun-2015 04-Jun-2015 Change Change % Previous Week
Open 0.7724 0.7682 -0.0042 -0.5% 0.7706
High 0.7724 0.7682 -0.0042 -0.5% 0.7706
Low 0.7690 0.7608 -0.0082 -1.1% 0.7562
Close 0.7690 0.7608 -0.0082 -1.1% 0.7577
Range 0.0034 0.0074 0.0040 117.6% 0.0144
ATR 0.0060 0.0061 0.0002 2.6% 0.0000
Volume 1 1 0 0.0% 15
Daily Pivots for day following 04-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.7855 0.7805 0.7649
R3 0.7781 0.7731 0.7628
R2 0.7707 0.7707 0.7622
R1 0.7657 0.7657 0.7615 0.7645
PP 0.7633 0.7633 0.7633 0.7627
S1 0.7583 0.7583 0.7601 0.7571
S2 0.7559 0.7559 0.7594
S3 0.7485 0.7509 0.7588
S4 0.7411 0.7435 0.7567
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 2.6% 0.0025 0.3% 41% False False 4
10 0.7810 0.7529 0.0281 3.7% 0.0027 0.4% 28% False False 3
20 0.8046 0.7529 0.0517 6.8% 0.0023 0.3% 15% False False 2
40 0.8046 0.7486 0.0560 7.4% 0.0026 0.3% 22% False False 3
60 0.8046 0.7465 0.0581 7.6% 0.0028 0.4% 25% False False 5
80 0.8046 0.7448 0.0598 7.9% 0.0023 0.3% 27% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7997
2.618 0.7876
1.618 0.7802
1.000 0.7756
0.618 0.7728
HIGH 0.7682
0.618 0.7654
0.500 0.7645
0.382 0.7636
LOW 0.7608
0.618 0.7562
1.000 0.7534
1.618 0.7488
2.618 0.7414
4.250 0.7294
Fisher Pivots for day following 04-Jun-2015
Pivot 1 day 3 day
R1 0.7645 0.7666
PP 0.7633 0.7647
S1 0.7620 0.7627

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

View Archives - Comment on this page... - Back to Index of Symbols