CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 08-Jul-2015
Day Change Summary
Previous Current
07-Jul-2015 08-Jul-2015 Change Change % Previous Week
Open 0.7411 0.7391 -0.0020 -0.3% 0.7563
High 0.7411 0.7391 -0.0020 -0.3% 0.7660
Low 0.7348 0.7320 -0.0028 -0.4% 0.7528
Close 0.7376 0.7359 -0.0017 -0.2% 0.7558
Range 0.0063 0.0071 0.0008 12.7% 0.0132
ATR 0.0072 0.0072 0.0000 -0.1% 0.0000
Volume 72 65 -7 -9.7% 152
Daily Pivots for day following 08-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7570 0.7535 0.7398
R3 0.7499 0.7464 0.7379
R2 0.7428 0.7428 0.7372
R1 0.7393 0.7393 0.7366 0.7375
PP 0.7357 0.7357 0.7357 0.7348
S1 0.7322 0.7322 0.7352 0.7304
S2 0.7286 0.7286 0.7346
S3 0.7215 0.7251 0.7339
S4 0.7144 0.7180 0.7320
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 0.7320 0.0340 4.6% 0.0075 1.0% 11% False True 46
10 0.7698 0.7320 0.0378 5.1% 0.0070 1.0% 10% False True 39
20 0.7764 0.7320 0.0444 6.0% 0.0066 0.9% 9% False True 34
40 0.8046 0.7320 0.0726 9.9% 0.0048 0.7% 5% False True 18
60 0.8046 0.7320 0.0726 9.9% 0.0042 0.6% 5% False True 13
80 0.8046 0.7320 0.0726 9.9% 0.0040 0.5% 5% False True 12
100 0.8046 0.7320 0.0726 9.9% 0.0033 0.5% 5% False True 10
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7693
2.618 0.7577
1.618 0.7506
1.000 0.7462
0.618 0.7435
HIGH 0.7391
0.618 0.7364
0.500 0.7356
0.382 0.7347
LOW 0.7320
0.618 0.7276
1.000 0.7249
1.618 0.7205
2.618 0.7134
4.250 0.7018
Fisher Pivots for day following 08-Jul-2015
Pivot 1 day 3 day
R1 0.7358 0.7419
PP 0.7357 0.7399
S1 0.7356 0.7379

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

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