CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 18-Jun-2015
Day Change Summary
Previous Current
17-Jun-2015 18-Jun-2015 Change Change % Previous Week
Open 0.7675 0.7651 -0.0024 -0.3% 0.7564
High 0.7680 0.7764 0.0084 1.1% 0.7703
Low 0.7591 0.7651 0.0060 0.8% 0.7564
Close 0.7677 0.7723 0.0046 0.6% 0.7664
Range 0.0089 0.0113 0.0024 27.0% 0.0139
ATR 0.0062 0.0066 0.0004 5.9% 0.0000
Volume 10 107 97 970.0% 79
Daily Pivots for day following 18-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8052 0.8000 0.7785
R3 0.7939 0.7887 0.7754
R2 0.7826 0.7826 0.7744
R1 0.7774 0.7774 0.7733 0.7800
PP 0.7713 0.7713 0.7713 0.7726
S1 0.7661 0.7661 0.7713 0.7687
S2 0.7600 0.7600 0.7702
S3 0.7487 0.7548 0.7692
S4 0.7374 0.7435 0.7661
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 0.7764 0.7591 0.0173 2.2% 0.0058 0.8% 76% True False 27
10 0.7764 0.7536 0.0228 3.0% 0.0061 0.8% 82% True False 21
20 0.7810 0.7529 0.0281 3.6% 0.0044 0.6% 69% False False 12
40 0.8046 0.7529 0.0517 6.7% 0.0037 0.5% 38% False False 7
60 0.8046 0.7465 0.0581 7.5% 0.0031 0.4% 44% False False 7
80 0.8046 0.7448 0.0598 7.7% 0.0030 0.4% 46% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 0.8244
2.618 0.8060
1.618 0.7947
1.000 0.7877
0.618 0.7834
HIGH 0.7764
0.618 0.7721
0.500 0.7708
0.382 0.7694
LOW 0.7651
0.618 0.7581
1.000 0.7538
1.618 0.7468
2.618 0.7355
4.250 0.7171
Fisher Pivots for day following 18-Jun-2015
Pivot 1 day 3 day
R1 0.7718 0.7708
PP 0.7713 0.7693
S1 0.7708 0.7678

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

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