CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 26-Jun-2015
Day Change Summary
Previous Current
25-Jun-2015 26-Jun-2015 Change Change % Previous Week
Open 0.7640 0.7646 0.0006 0.1% 0.7713
High 0.7676 0.7646 -0.0030 -0.4% 0.7719
Low 0.7640 0.7564 -0.0076 -1.0% 0.7564
Close 0.7672 0.7584 -0.0088 -1.1% 0.7584
Range 0.0036 0.0082 0.0046 127.8% 0.0155
ATR 0.0063 0.0066 0.0003 5.1% 0.0000
Volume 42 6 -36 -85.7% 135
Daily Pivots for day following 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.7844 0.7796 0.7629
R3 0.7762 0.7714 0.7607
R2 0.7680 0.7680 0.7599
R1 0.7632 0.7632 0.7592 0.7615
PP 0.7598 0.7598 0.7598 0.7590
S1 0.7550 0.7550 0.7576 0.7533
S2 0.7516 0.7516 0.7569
S3 0.7434 0.7468 0.7561
S4 0.7352 0.7386 0.7539
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8087 0.7991 0.7669
R3 0.7932 0.7836 0.7627
R2 0.7777 0.7777 0.7612
R1 0.7681 0.7681 0.7598 0.7652
PP 0.7622 0.7622 0.7622 0.7608
S1 0.7526 0.7526 0.7570 0.7497
S2 0.7467 0.7467 0.7556
S3 0.7312 0.7371 0.7541
S4 0.7157 0.7216 0.7499
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7719 0.7564 0.0155 2.0% 0.0064 0.8% 13% False True 27
10 0.7764 0.7564 0.0200 2.6% 0.0059 0.8% 10% False True 30
20 0.7764 0.7529 0.0235 3.1% 0.0055 0.7% 23% False False 20
40 0.8046 0.7529 0.0517 6.8% 0.0039 0.5% 11% False False 11
60 0.8046 0.7486 0.0560 7.4% 0.0035 0.5% 18% False False 9
80 0.8046 0.7448 0.0598 7.9% 0.0035 0.5% 23% False False 8
100 0.8046 0.7448 0.0598 7.9% 0.0029 0.4% 23% False False 8
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7995
2.618 0.7861
1.618 0.7779
1.000 0.7728
0.618 0.7697
HIGH 0.7646
0.618 0.7615
0.500 0.7605
0.382 0.7595
LOW 0.7564
0.618 0.7513
1.000 0.7482
1.618 0.7431
2.618 0.7349
4.250 0.7216
Fisher Pivots for day following 26-Jun-2015
Pivot 1 day 3 day
R1 0.7605 0.7631
PP 0.7598 0.7615
S1 0.7591 0.7600

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

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