CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 10-Jun-2015
Day Change Summary
Previous Current
09-Jun-2015 10-Jun-2015 Change Change % Previous Week
Open 0.7636 0.7573 -0.0063 -0.8% 0.7529
High 0.7636 0.7683 0.0047 0.6% 0.7724
Low 0.7590 0.7573 -0.0017 -0.2% 0.7529
Close 0.7606 0.7683 0.0077 1.0% 0.7544
Range 0.0046 0.0110 0.0064 139.1% 0.0195
ATR 0.0062 0.0065 0.0003 5.6% 0.0000
Volume 2 55 53 2,650.0% 18
Daily Pivots for day following 10-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.7976 0.7940 0.7744
R3 0.7866 0.7830 0.7713
R2 0.7756 0.7756 0.7703
R1 0.7720 0.7720 0.7693 0.7738
PP 0.7646 0.7646 0.7646 0.7656
S1 0.7610 0.7610 0.7673 0.7628
S2 0.7536 0.7536 0.7663
S3 0.7426 0.7500 0.7653
S4 0.7316 0.7390 0.7623
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 0.7683 0.7536 0.0147 1.9% 0.0068 0.9% 100% True False 13
10 0.7724 0.7529 0.0195 2.5% 0.0047 0.6% 79% False False 9
20 0.8046 0.7529 0.0517 6.7% 0.0031 0.4% 30% False False 5
40 0.8046 0.7524 0.0522 6.8% 0.0032 0.4% 30% False False 4
60 0.8046 0.7465 0.0581 7.6% 0.0032 0.4% 38% False False 5
80 0.8046 0.7448 0.0598 7.8% 0.0026 0.3% 39% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 0.8151
2.618 0.7971
1.618 0.7861
1.000 0.7793
0.618 0.7751
HIGH 0.7683
0.618 0.7641
0.500 0.7628
0.382 0.7615
LOW 0.7573
0.618 0.7505
1.000 0.7463
1.618 0.7395
2.618 0.7285
4.250 0.7106
Fisher Pivots for day following 10-Jun-2015
Pivot 1 day 3 day
R1 0.7665 0.7663
PP 0.7646 0.7643
S1 0.7628 0.7624

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

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