CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 14-Jul-2015
Day Change Summary
Previous Current
13-Jul-2015 14-Jul-2015 Change Change % Previous Week
Open 0.7380 0.7340 -0.0040 -0.5% 0.7518
High 0.7391 0.7418 0.0027 0.4% 0.7518
Low 0.7330 0.7340 0.0010 0.1% 0.7320
Close 0.7346 0.7388 0.0042 0.6% 0.7376
Range 0.0061 0.0078 0.0017 27.9% 0.0198
ATR 0.0072 0.0073 0.0000 0.6% 0.0000
Volume 289 108 -181 -62.6% 310
Daily Pivots for day following 14-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7616 0.7580 0.7431
R3 0.7538 0.7502 0.7409
R2 0.7460 0.7460 0.7402
R1 0.7424 0.7424 0.7395 0.7442
PP 0.7382 0.7382 0.7382 0.7391
S1 0.7346 0.7346 0.7381 0.7364
S2 0.7304 0.7304 0.7374
S3 0.7226 0.7268 0.7367
S4 0.7148 0.7190 0.7345
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% 0.0073 1.0% 59% False False 121
10 0.7660 0.7320 0.0340 4.6% 0.0071 1.0% 20% False False 80
20 0.7764 0.7320 0.0444 6.0% 0.0069 0.9% 15% False False 57
40 0.7894 0.7320 0.0574 7.8% 0.0052 0.7% 12% False False 32
60 0.8046 0.7320 0.0726 9.8% 0.0044 0.6% 9% False False 22
80 0.8046 0.7320 0.0726 9.8% 0.0040 0.5% 9% False False 18
100 0.8046 0.7320 0.0726 9.8% 0.0036 0.5% 9% False False 16
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7750
2.618 0.7622
1.618 0.7544
1.000 0.7496
0.618 0.7466
HIGH 0.7418
0.618 0.7388
0.500 0.7379
0.382 0.7370
LOW 0.7340
0.618 0.7292
1.000 0.7262
1.618 0.7214
2.618 0.7136
4.250 0.7009
Fisher Pivots for day following 14-Jul-2015
Pivot 1 day 3 day
R1 0.7385 0.7386
PP 0.7382 0.7385
S1 0.7379 0.7383

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

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