CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 17-Jun-2015
Day Change Summary
Previous Current
16-Jun-2015 17-Jun-2015 Change Change % Previous Week
Open 0.7662 0.7675 0.0013 0.2% 0.7564
High 0.7681 0.7680 -0.0001 0.0% 0.7703
Low 0.7662 0.7591 -0.0071 -0.9% 0.7564
Close 0.7672 0.7677 0.0005 0.1% 0.7664
Range 0.0019 0.0089 0.0070 368.4% 0.0139
ATR 0.0060 0.0062 0.0002 3.5% 0.0000
Volume 3 10 7 233.3% 79
Daily Pivots for day following 17-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.7916 0.7886 0.7726
R3 0.7827 0.7797 0.7701
R2 0.7738 0.7738 0.7693
R1 0.7708 0.7708 0.7685 0.7723
PP 0.7649 0.7649 0.7649 0.7657
S1 0.7619 0.7619 0.7669 0.7634
S2 0.7560 0.7560 0.7661
S3 0.7471 0.7530 0.7653
S4 0.7382 0.7441 0.7628
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 0.7591 0.0112 1.5% 0.0047 0.6% 77% False True 7
10 0.7703 0.7536 0.0167 2.2% 0.0058 0.7% 84% False False 10
20 0.7816 0.7529 0.0287 3.7% 0.0040 0.5% 52% False False 7
40 0.8046 0.7529 0.0517 6.7% 0.0034 0.4% 29% False False 5
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% 0.0029 0.4% 38% 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 True
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8058
2.618 0.7913
1.618 0.7824
1.000 0.7769
0.618 0.7735
HIGH 0.7680
0.618 0.7646
0.500 0.7636
0.382 0.7625
LOW 0.7591
0.618 0.7536
1.000 0.7502
1.618 0.7447
2.618 0.7358
4.250 0.7213
Fisher Pivots for day following 17-Jun-2015
Pivot 1 day 3 day
R1 0.7663 0.7665
PP 0.7649 0.7653
S1 0.7636 0.7641

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

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