CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 11-Jun-2015
Day Change Summary
Previous Current
10-Jun-2015 11-Jun-2015 Change Change % Previous Week
Open 0.7573 0.7665 0.0092 1.2% 0.7529
High 0.7683 0.7703 0.0020 0.3% 0.7724
Low 0.7573 0.7647 0.0074 1.0% 0.7529
Close 0.7683 0.7677 -0.0006 -0.1% 0.7544
Range 0.0110 0.0056 -0.0054 -49.1% 0.0195
ATR 0.0065 0.0065 -0.0001 -1.0% 0.0000
Volume 55 5 -50 -90.9% 18
Daily Pivots for day following 11-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.7844 0.7816 0.7708
R3 0.7788 0.7760 0.7692
R2 0.7732 0.7732 0.7687
R1 0.7704 0.7704 0.7682 0.7718
PP 0.7676 0.7676 0.7676 0.7683
S1 0.7648 0.7648 0.7672 0.7662
S2 0.7620 0.7620 0.7667
S3 0.7564 0.7592 0.7662
S4 0.7508 0.7536 0.7646
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 0.7703 0.7536 0.0167 2.2% 0.0064 0.8% 84% True False 14
10 0.7724 0.7529 0.0195 2.5% 0.0045 0.6% 76% False False 9
20 0.8046 0.7529 0.0517 6.7% 0.0034 0.4% 29% False False 5
40 0.8046 0.7529 0.0517 6.7% 0.0032 0.4% 29% False False 4
60 0.8046 0.7465 0.0581 7.6% 0.0031 0.4% 36% False False 5
80 0.8046 0.7448 0.0598 7.8% 0.0027 0.3% 38% False False 5
Crabel Price Patterns
NR True
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7941
2.618 0.7850
1.618 0.7794
1.000 0.7759
0.618 0.7738
HIGH 0.7703
0.618 0.7682
0.500 0.7675
0.382 0.7668
LOW 0.7647
0.618 0.7612
1.000 0.7591
1.618 0.7556
2.618 0.7500
4.250 0.7409
Fisher Pivots for day following 11-Jun-2015
Pivot 1 day 3 day
R1 0.7676 0.7664
PP 0.7676 0.7651
S1 0.7675 0.7638

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

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