CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 22-Jun-2015
Day Change Summary
Previous Current
19-Jun-2015 22-Jun-2015 Change Change % Previous Week
Open 0.7724 0.7713 -0.0011 -0.1% 0.7689
High 0.7724 0.7719 -0.0005 -0.1% 0.7764
Low 0.7675 0.7650 -0.0025 -0.3% 0.7591
Close 0.7695 0.7655 -0.0040 -0.5% 0.7695
Range 0.0049 0.0069 0.0020 40.8% 0.0173
ATR 0.0064 0.0065 0.0000 0.5% 0.0000
Volume 39 23 -16 -41.0% 169
Daily Pivots for day following 22-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.7882 0.7837 0.7693
R3 0.7813 0.7768 0.7674
R2 0.7744 0.7744 0.7668
R1 0.7699 0.7699 0.7661 0.7687
PP 0.7675 0.7675 0.7675 0.7669
S1 0.7630 0.7630 0.7649 0.7618
S2 0.7606 0.7606 0.7642
S3 0.7537 0.7561 0.7636
S4 0.7468 0.7492 0.7617
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 2.3% 0.0068 0.9% 37% False False 36
10 0.7764 0.7573 0.0191 2.5% 0.0062 0.8% 43% False False 26
20 0.7764 0.7529 0.0235 3.1% 0.0050 0.7% 54% False False 15
40 0.8046 0.7529 0.0517 6.8% 0.0039 0.5% 24% False False 9
60 0.8046 0.7465 0.0581 7.6% 0.0033 0.4% 33% False False 8
80 0.8046 0.7448 0.0598 7.8% 0.0032 0.4% 35% False False 7
100 0.8046 0.7448 0.0598 7.8% 0.0027 0.4% 35% False False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8012
2.618 0.7900
1.618 0.7831
1.000 0.7788
0.618 0.7762
HIGH 0.7719
0.618 0.7693
0.500 0.7685
0.382 0.7676
LOW 0.7650
0.618 0.7607
1.000 0.7581
1.618 0.7538
2.618 0.7469
4.250 0.7357
Fisher Pivots for day following 22-Jun-2015
Pivot 1 day 3 day
R1 0.7685 0.7707
PP 0.7675 0.7690
S1 0.7665 0.7672

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

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