CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 19-Jun-2015
Day Change Summary
Previous Current
18-Jun-2015 19-Jun-2015 Change Change % Previous Week
Open 0.7651 0.7724 0.0073 1.0% 0.7689
High 0.7764 0.7724 -0.0040 -0.5% 0.7764
Low 0.7651 0.7675 0.0024 0.3% 0.7591
Close 0.7723 0.7695 -0.0028 -0.4% 0.7695
Range 0.0113 0.0049 -0.0064 -56.6% 0.0173
ATR 0.0066 0.0064 -0.0001 -1.8% 0.0000
Volume 107 39 -68 -63.6% 169
Daily Pivots for day following 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.7845 0.7819 0.7722
R3 0.7796 0.7770 0.7708
R2 0.7747 0.7747 0.7704
R1 0.7721 0.7721 0.7699 0.7710
PP 0.7698 0.7698 0.7698 0.7692
S1 0.7672 0.7672 0.7691 0.7661
S2 0.7649 0.7649 0.7686
S3 0.7600 0.7623 0.7682
S4 0.7551 0.7574 0.7668
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8202 0.8122 0.7790
R3 0.8029 0.7949 0.7743
R2 0.7856 0.7856 0.7727
R1 0.7776 0.7776 0.7711 0.7816
PP 0.7683 0.7683 0.7683 0.7704
S1 0.7603 0.7603 0.7679 0.7643
S2 0.7510 0.7510 0.7663
S3 0.7337 0.7430 0.7647
S4 0.7164 0.7257 0.7600
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% 0.0054 0.7% 60% False False 33
10 0.7764 0.7564 0.0200 2.6% 0.0061 0.8% 66% False False 24
20 0.7764 0.7529 0.0235 3.1% 0.0047 0.6% 71% False False 14
40 0.8046 0.7529 0.0517 6.7% 0.0037 0.5% 32% False False 8
60 0.8046 0.7465 0.0581 7.6% 0.0032 0.4% 40% False False 7
80 0.8046 0.7448 0.0598 7.8% 0.0031 0.4% 41% False False 7
100 0.8046 0.7448 0.0598 7.8% 0.0027 0.4% 41% False False 6
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7932
2.618 0.7852
1.618 0.7803
1.000 0.7773
0.618 0.7754
HIGH 0.7724
0.618 0.7705
0.500 0.7700
0.382 0.7694
LOW 0.7675
0.618 0.7645
1.000 0.7626
1.618 0.7596
2.618 0.7547
4.250 0.7467
Fisher Pivots for day following 19-Jun-2015
Pivot 1 day 3 day
R1 0.7700 0.7689
PP 0.7698 0.7683
S1 0.7697 0.7678

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

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