CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 06-Jul-2015
Day Change Summary
Previous Current
02-Jul-2015 06-Jul-2015 Change Change % Previous Week
Open 0.7586 0.7518 -0.0068 -0.9% 0.7563
High 0.7586 0.7518 -0.0068 -0.9% 0.7660
Low 0.7528 0.7420 -0.0108 -1.4% 0.7528
Close 0.7558 0.7433 -0.0125 -1.7% 0.7558
Range 0.0058 0.0098 0.0040 69.0% 0.0132
ATR 0.0066 0.0072 0.0005 7.7% 0.0000
Volume 32 26 -6 -18.8% 152
Daily Pivots for day following 06-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7751 0.7690 0.7487
R3 0.7653 0.7592 0.7460
R2 0.7555 0.7555 0.7451
R1 0.7494 0.7494 0.7442 0.7476
PP 0.7457 0.7457 0.7457 0.7448
S1 0.7396 0.7396 0.7424 0.7378
S2 0.7359 0.7359 0.7415
S3 0.7261 0.7298 0.7406
S4 0.7163 0.7200 0.7379
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7978 0.7900 0.7631
R3 0.7846 0.7768 0.7594
R2 0.7714 0.7714 0.7582
R1 0.7636 0.7636 0.7570 0.7609
PP 0.7582 0.7582 0.7582 0.7569
S1 0.7504 0.7504 0.7546 0.7477
S2 0.7450 0.7450 0.7534
S3 0.7318 0.7372 0.7522
S4 0.7186 0.7240 0.7485
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7660 0.7420 0.0240 3.2% 0.0073 1.0% 5% False True 35
10 0.7719 0.7420 0.0299 4.0% 0.0069 0.9% 4% False True 31
20 0.7764 0.7420 0.0344 4.6% 0.0065 0.9% 4% False True 28
40 0.8046 0.7420 0.0626 8.4% 0.0045 0.6% 2% False True 15
60 0.8046 0.7420 0.0626 8.4% 0.0040 0.5% 2% False True 11
80 0.8046 0.7420 0.0626 8.4% 0.0038 0.5% 2% False True 10
100 0.8046 0.7420 0.0626 8.4% 0.0032 0.4% 2% False True 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7935
2.618 0.7775
1.618 0.7677
1.000 0.7616
0.618 0.7579
HIGH 0.7518
0.618 0.7481
0.500 0.7469
0.382 0.7457
LOW 0.7420
0.618 0.7359
1.000 0.7322
1.618 0.7261
2.618 0.7163
4.250 0.7004
Fisher Pivots for day following 06-Jul-2015
Pivot 1 day 3 day
R1 0.7469 0.7540
PP 0.7457 0.7504
S1 0.7445 0.7469

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

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