CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 13-Jul-2015
Day Change Summary
Previous Current
10-Jul-2015 13-Jul-2015 Change Change % Previous Week
Open 0.7422 0.7380 -0.0042 -0.6% 0.7518
High 0.7436 0.7391 -0.0045 -0.6% 0.7518
Low 0.7358 0.7330 -0.0028 -0.4% 0.7320
Close 0.7376 0.7346 -0.0030 -0.4% 0.7376
Range 0.0078 0.0061 -0.0017 -21.8% 0.0198
ATR 0.0073 0.0072 -0.0001 -1.2% 0.0000
Volume 128 289 161 125.8% 310
Daily Pivots for day following 13-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7539 0.7503 0.7380
R3 0.7478 0.7442 0.7363
R2 0.7417 0.7417 0.7357
R1 0.7381 0.7381 0.7352 0.7369
PP 0.7356 0.7356 0.7356 0.7349
S1 0.7320 0.7320 0.7340 0.7308
S2 0.7295 0.7295 0.7335
S3 0.7234 0.7259 0.7329
S4 0.7173 0.7198 0.7312
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 0.7436 0.7320 0.0116 1.6% 0.0070 1.0% 22% False False 114
10 0.7660 0.7320 0.0340 4.6% 0.0072 1.0% 8% False False 75
20 0.7764 0.7320 0.0444 6.0% 0.0065 0.9% 6% False False 52
40 0.7959 0.7320 0.0639 8.7% 0.0050 0.7% 4% False False 29
60 0.8046 0.7320 0.0726 9.9% 0.0043 0.6% 4% False False 20
80 0.8046 0.7320 0.0726 9.9% 0.0040 0.5% 4% False False 17
100 0.8046 0.7320 0.0726 9.9% 0.0035 0.5% 4% False False 15
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0004
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7650
2.618 0.7551
1.618 0.7490
1.000 0.7452
0.618 0.7429
HIGH 0.7391
0.618 0.7368
0.500 0.7361
0.382 0.7353
LOW 0.7330
0.618 0.7292
1.000 0.7269
1.618 0.7231
2.618 0.7170
4.250 0.7071
Fisher Pivots for day following 13-Jul-2015
Pivot 1 day 3 day
R1 0.7361 0.7383
PP 0.7356 0.7371
S1 0.7351 0.7358

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

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