CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 29-Jun-2015
Day Change Summary
Previous Current
26-Jun-2015 29-Jun-2015 Change Change % Previous Week
Open 0.7646 0.7563 -0.0083 -1.1% 0.7713
High 0.7646 0.7636 -0.0010 -0.1% 0.7719
Low 0.7564 0.7555 -0.0009 -0.1% 0.7564
Close 0.7584 0.7636 0.0052 0.7% 0.7584
Range 0.0082 0.0081 -0.0001 -1.2% 0.0155
ATR 0.0066 0.0067 0.0001 1.6% 0.0000
Volume 6 51 45 750.0% 135
Daily Pivots for day following 29-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.7852 0.7825 0.7681
R3 0.7771 0.7744 0.7658
R2 0.7690 0.7690 0.7651
R1 0.7663 0.7663 0.7643 0.7677
PP 0.7609 0.7609 0.7609 0.7616
S1 0.7582 0.7582 0.7629 0.7596
S2 0.7528 0.7528 0.7621
S3 0.7447 0.7501 0.7614
S4 0.7366 0.7420 0.7591
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 0.7698 0.7555 0.0143 1.9% 0.0067 0.9% 57% False True 32
10 0.7764 0.7555 0.0209 2.7% 0.0067 0.9% 39% False True 34
20 0.7764 0.7536 0.0228 3.0% 0.0059 0.8% 44% False False 22
40 0.8046 0.7529 0.0517 6.8% 0.0040 0.5% 21% False False 12
60 0.8046 0.7486 0.0560 7.3% 0.0036 0.5% 27% False False 9
80 0.8046 0.7448 0.0598 7.8% 0.0036 0.5% 31% False False 9
100 0.8046 0.7448 0.0598 7.8% 0.0030 0.4% 31% False False 8
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7980
2.618 0.7848
1.618 0.7767
1.000 0.7717
0.618 0.7686
HIGH 0.7636
0.618 0.7605
0.500 0.7596
0.382 0.7586
LOW 0.7555
0.618 0.7505
1.000 0.7474
1.618 0.7424
2.618 0.7343
4.250 0.7211
Fisher Pivots for day following 29-Jun-2015
Pivot 1 day 3 day
R1 0.7623 0.7629
PP 0.7609 0.7622
S1 0.7596 0.7616

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

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