CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 15-Jun-2015
Day Change Summary
Previous Current
12-Jun-2015 15-Jun-2015 Change Change % Previous Week
Open 0.7683 0.7689 0.0006 0.1% 0.7564
High 0.7683 0.7690 0.0007 0.1% 0.7703
Low 0.7613 0.7689 0.0076 1.0% 0.7564
Close 0.7664 0.7690 0.0026 0.3% 0.7664
Range 0.0070 0.0001 -0.0069 -98.6% 0.0139
ATR 0.0065 0.0062 -0.0003 -4.3% 0.0000
Volume 9 10 1 11.1% 79
Daily Pivots for day following 15-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.7693 0.7692 0.7691
R3 0.7692 0.7691 0.7690
R2 0.7691 0.7691 0.7690
R1 0.7690 0.7690 0.7690 0.7691
PP 0.7690 0.7690 0.7690 0.7690
S1 0.7689 0.7689 0.7690 0.7690
S2 0.7689 0.7689 0.7690
S3 0.7688 0.7688 0.7690
S4 0.7687 0.7687 0.7689
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8061 0.8001 0.7740
R3 0.7922 0.7862 0.7702
R2 0.7783 0.7783 0.7689
R1 0.7723 0.7723 0.7677 0.7753
PP 0.7644 0.7644 0.7644 0.7659
S1 0.7584 0.7584 0.7651 0.7614
S2 0.7505 0.7505 0.7639
S3 0.7366 0.7445 0.7626
S4 0.7227 0.7306 0.7588
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7703 0.7573 0.0130 1.7% 0.0057 0.7% 90% False False 16
10 0.7724 0.7536 0.0188 2.4% 0.0050 0.7% 82% False False 10
20 0.7894 0.7529 0.0365 4.7% 0.0035 0.4% 44% False False 6
40 0.8046 0.7529 0.0517 6.7% 0.0031 0.4% 31% False False 4
60 0.8046 0.7465 0.0581 7.6% 0.0031 0.4% 39% False False 5
80 0.8046 0.7448 0.0598 7.8% 0.0027 0.4% 40% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7694
2.618 0.7693
1.618 0.7692
1.000 0.7691
0.618 0.7691
HIGH 0.7690
0.618 0.7690
0.500 0.7690
0.382 0.7689
LOW 0.7689
0.618 0.7688
1.000 0.7688
1.618 0.7687
2.618 0.7686
4.250 0.7685
Fisher Pivots for day following 15-Jun-2015
Pivot 1 day 3 day
R1 0.7690 0.7679
PP 0.7690 0.7669
S1 0.7690 0.7658

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

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