CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 10-Jul-2015
Day Change Summary
Previous Current
09-Jul-2015 10-Jul-2015 Change Change % Previous Week
Open 0.7348 0.7422 0.0074 1.0% 0.7518
High 0.7424 0.7436 0.0012 0.2% 0.7518
Low 0.7348 0.7358 0.0010 0.1% 0.7320
Close 0.7383 0.7376 -0.0007 -0.1% 0.7376
Range 0.0076 0.0078 0.0002 2.6% 0.0198
ATR 0.0073 0.0073 0.0000 0.5% 0.0000
Volume 19 128 109 573.7% 310
Daily Pivots for day following 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7624 0.7578 0.7419
R3 0.7546 0.7500 0.7397
R2 0.7468 0.7468 0.7390
R1 0.7422 0.7422 0.7383 0.7406
PP 0.7390 0.7390 0.7390 0.7382
S1 0.7344 0.7344 0.7369 0.7328
S2 0.7312 0.7312 0.7362
S3 0.7234 0.7266 0.7355
S4 0.7156 0.7188 0.7333
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7999 0.7885 0.7485
R3 0.7801 0.7687 0.7430
R2 0.7603 0.7603 0.7412
R1 0.7489 0.7489 0.7394 0.7447
PP 0.7405 0.7405 0.7405 0.7384
S1 0.7291 0.7291 0.7358 0.7249
S2 0.7207 0.7207 0.7340
S3 0.7009 0.7093 0.7322
S4 0.6811 0.6895 0.7267
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7518 0.7320 0.0198 2.7% 0.0077 1.0% 28% False False 62
10 0.7660 0.7320 0.0340 4.6% 0.0074 1.0% 16% False False 46
20 0.7764 0.7320 0.0444 6.0% 0.0066 0.9% 13% False False 38
40 0.8046 0.7320 0.0726 9.8% 0.0050 0.7% 8% False False 22
60 0.8046 0.7320 0.0726 9.8% 0.0043 0.6% 8% False False 15
80 0.8046 0.7320 0.0726 9.8% 0.0040 0.5% 8% False False 13
100 0.8046 0.7320 0.0726 9.8% 0.0034 0.5% 8% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7768
2.618 0.7640
1.618 0.7562
1.000 0.7514
0.618 0.7484
HIGH 0.7436
0.618 0.7406
0.500 0.7397
0.382 0.7388
LOW 0.7358
0.618 0.7310
1.000 0.7280
1.618 0.7232
2.618 0.7154
4.250 0.7027
Fisher Pivots for day following 10-Jul-2015
Pivot 1 day 3 day
R1 0.7397 0.7378
PP 0.7390 0.7377
S1 0.7383 0.7377

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

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