CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 08-Jun-2015
Day Change Summary
Previous Current
05-Jun-2015 08-Jun-2015 Change Change % Previous Week
Open 0.7591 0.7564 -0.0027 -0.4% 0.7529
High 0.7591 0.7619 0.0028 0.4% 0.7724
Low 0.7536 0.7564 0.0028 0.4% 0.7529
Close 0.7544 0.7619 0.0075 1.0% 0.7544
Range 0.0055 0.0055 0.0000 0.0% 0.0195
ATR 0.0062 0.0063 0.0001 1.5% 0.0000
Volume 2 8 6 300.0% 18
Daily Pivots for day following 08-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.7766 0.7747 0.7649
R3 0.7711 0.7692 0.7634
R2 0.7656 0.7656 0.7629
R1 0.7637 0.7637 0.7624 0.7647
PP 0.7601 0.7601 0.7601 0.7605
S1 0.7582 0.7582 0.7614 0.7592
S2 0.7546 0.7546 0.7609
S3 0.7491 0.7527 0.7604
S4 0.7436 0.7472 0.7589
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8184 0.8059 0.7651
R3 0.7989 0.7864 0.7598
R2 0.7794 0.7794 0.7580
R1 0.7669 0.7669 0.7562 0.7732
PP 0.7599 0.7599 0.7599 0.7630
S1 0.7474 0.7474 0.7526 0.7537
S2 0.7404 0.7404 0.7508
S3 0.7209 0.7279 0.7490
S4 0.7014 0.7084 0.7437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7724 0.7536 0.0188 2.5% 0.0044 0.6% 44% False False 3
10 0.7724 0.7529 0.0195 2.6% 0.0038 0.5% 46% False False 4
20 0.8046 0.7529 0.0517 6.8% 0.0029 0.4% 17% False False 3
40 0.8046 0.7486 0.0560 7.4% 0.0029 0.4% 24% False False 3
60 0.8046 0.7465 0.0581 7.6% 0.0030 0.4% 27% False False 5
80 0.8046 0.7448 0.0598 7.8% 0.0025 0.3% 29% False False 5
Crabel Price Patterns
NR False
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 False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 0.7853
2.618 0.7763
1.618 0.7708
1.000 0.7674
0.618 0.7653
HIGH 0.7619
0.618 0.7598
0.500 0.7592
0.382 0.7585
LOW 0.7564
0.618 0.7530
1.000 0.7509
1.618 0.7475
2.618 0.7420
4.250 0.7330
Fisher Pivots for day following 08-Jun-2015
Pivot 1 day 3 day
R1 0.7610 0.7616
PP 0.7601 0.7612
S1 0.7592 0.7609

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

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