CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 23-Jun-2015

Day Change Summary
	Previous	Current
	22-Jun-2015	23-Jun-2015	Change	Change %	Previous Week
Open	0.7713	0.7638	-0.0075	-1.0%	0.7689
High	0.7719	0.7675	-0.0044	-0.6%	0.7764
Low	0.7650	0.7623	-0.0027	-0.4%	0.7591
Close	0.7655	0.7659	0.0004	0.1%	0.7695
Range	0.0069	0.0052	-0.0017	-24.6%	0.0173
ATR	0.0065	0.0064	-0.0001	-1.4%	0.0000
Volume	23	33	10	43.5%	169

Daily Pivots for day following 23-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7808	0.7786	0.7688
R3	0.7756	0.7734	0.7673
R2	0.7704	0.7704	0.7669
R1	0.7682	0.7682	0.7664	0.7693
PP	0.7652	0.7652	0.7652	0.7658
S1	0.7630	0.7630	0.7654	0.7641
S2	0.7600	0.7600	0.7649
S3	0.7548	0.7578	0.7645
S4	0.7496	0.7526	0.7630

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%	0.0074	1.0%	39%	False	False	42
10	0.7764	0.7573	0.0191	2.5%	0.0063	0.8%	45%	False	False	29
20	0.7764	0.7529	0.0235	3.1%	0.0050	0.7%	55%	False	False	16
40	0.8046	0.7529	0.0517	6.8%	0.0039	0.5%	25%	False	False	10
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	8
100	0.8046	0.7448	0.0598	7.8%	0.0028	0.4%	35%	False	False	7

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.0004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7896
2.618	0.7811
1.618	0.7759
1.000	0.7727
0.618	0.7707
HIGH	0.7675
0.618	0.7655
0.500	0.7649
0.382	0.7643
LOW	0.7623
0.618	0.7591
1.000	0.7571
1.618	0.7539
2.618	0.7487
4.250	0.7402

Fisher Pivots for day following 23-Jun-2015
Pivot	1 day	3 day
R1	0.7656	0.7674
PP	0.7652	0.7669
S1	0.7649	0.7664

Download as Excel Spreadsheet

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

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