CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 02-Jul-2015
Day Change Summary
Previous Current
01-Jul-2015 02-Jul-2015 Change Change % Previous Week
Open 0.7651 0.7586 -0.0065 -0.8% 0.7713
High 0.7660 0.7586 -0.0074 -1.0% 0.7719
Low 0.7576 0.7528 -0.0048 -0.6% 0.7564
Close 0.7578 0.7558 -0.0020 -0.3% 0.7584
Range 0.0084 0.0058 -0.0026 -31.0% 0.0155
ATR 0.0067 0.0066 -0.0001 -1.0% 0.0000
Volume 37 32 -5 -13.5% 135
Daily Pivots for day following 02-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7731 0.7703 0.7590
R3 0.7673 0.7645 0.7574
R2 0.7615 0.7615 0.7569
R1 0.7587 0.7587 0.7563 0.7572
PP 0.7557 0.7557 0.7557 0.7550
S1 0.7529 0.7529 0.7553 0.7514
S2 0.7499 0.7499 0.7547
S3 0.7441 0.7471 0.7542
S4 0.7383 0.7413 0.7526
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 0.7660 0.7528 0.0132 1.7% 0.0070 0.9% 23% False True 31
10 0.7724 0.7528 0.0196 2.6% 0.0064 0.8% 15% False True 32
20 0.7764 0.7528 0.0236 3.1% 0.0063 0.8% 13% False True 26
40 0.8046 0.7528 0.0518 6.9% 0.0043 0.6% 6% False True 14
60 0.8046 0.7486 0.0560 7.4% 0.0039 0.5% 13% False False 11
80 0.8046 0.7465 0.0581 7.7% 0.0037 0.5% 16% False False 10
100 0.8046 0.7448 0.0598 7.9% 0.0031 0.4% 18% False False 9
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 False
Bull Hook False
Stretch 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7833
2.618 0.7738
1.618 0.7680
1.000 0.7644
0.618 0.7622
HIGH 0.7586
0.618 0.7564
0.500 0.7557
0.382 0.7550
LOW 0.7528
0.618 0.7492
1.000 0.7470
1.618 0.7434
2.618 0.7376
4.250 0.7282
Fisher Pivots for day following 02-Jul-2015
Pivot 1 day 3 day
R1 0.7558 0.7594
PP 0.7557 0.7582
S1 0.7557 0.7570

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

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