CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 01-Jul-2015
Day Change Summary
Previous Current
30-Jun-2015 01-Jul-2015 Change Change % Previous Week
Open 0.7611 0.7651 0.0040 0.5% 0.7713
High 0.7656 0.7660 0.0004 0.1% 0.7719
Low 0.7611 0.7576 -0.0035 -0.5% 0.7564
Close 0.7649 0.7578 -0.0071 -0.9% 0.7584
Range 0.0045 0.0084 0.0039 86.7% 0.0155
ATR 0.0066 0.0067 0.0001 2.0% 0.0000
Volume 32 37 5 15.6% 135
Daily Pivots for day following 01-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7857 0.7801 0.7624
R3 0.7773 0.7717 0.7601
R2 0.7689 0.7689 0.7593
R1 0.7633 0.7633 0.7586 0.7619
PP 0.7605 0.7605 0.7605 0.7598
S1 0.7549 0.7549 0.7570 0.7535
S2 0.7521 0.7521 0.7563
S3 0.7437 0.7465 0.7555
S4 0.7353 0.7381 0.7532
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 0.7676 0.7555 0.0121 1.6% 0.0066 0.9% 19% False False 33
10 0.7764 0.7555 0.0209 2.8% 0.0069 0.9% 11% False False 40
20 0.7764 0.7536 0.0228 3.0% 0.0063 0.8% 18% False False 25
40 0.8046 0.7529 0.0517 6.8% 0.0041 0.5% 9% False False 14
60 0.8046 0.7486 0.0560 7.4% 0.0038 0.5% 16% False False 10
80 0.8046 0.7448 0.0598 7.9% 0.0036 0.5% 22% False False 10
100 0.8046 0.7448 0.0598 7.9% 0.0031 0.4% 22% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8017
2.618 0.7880
1.618 0.7796
1.000 0.7744
0.618 0.7712
HIGH 0.7660
0.618 0.7628
0.500 0.7618
0.382 0.7608
LOW 0.7576
0.618 0.7524
1.000 0.7492
1.618 0.7440
2.618 0.7356
4.250 0.7219
Fisher Pivots for day following 01-Jul-2015
Pivot 1 day 3 day
R1 0.7618 0.7608
PP 0.7605 0.7598
S1 0.7591 0.7588

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

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