CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 15-Jul-2015
Day Change Summary
Previous Current
14-Jul-2015 15-Jul-2015 Change Change % Previous Week
Open 0.7340 0.7390 0.0050 0.7% 0.7518
High 0.7418 0.7422 0.0004 0.1% 0.7518
Low 0.7340 0.7303 -0.0037 -0.5% 0.7320
Close 0.7388 0.7311 -0.0077 -1.0% 0.7376
Range 0.0078 0.0119 0.0041 52.6% 0.0198
ATR 0.0073 0.0076 0.0003 4.6% 0.0000
Volume 108 340 232 214.8% 310
Daily Pivots for day following 15-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7702 0.7626 0.7376
R3 0.7583 0.7507 0.7344
R2 0.7464 0.7464 0.7333
R1 0.7388 0.7388 0.7322 0.7367
PP 0.7345 0.7345 0.7345 0.7335
S1 0.7269 0.7269 0.7300 0.7248
S2 0.7226 0.7226 0.7289
S3 0.7107 0.7150 0.7278
S4 0.6988 0.7031 0.7246
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 0.7303 0.0133 1.8% 0.0082 1.1% 6% False True 176
10 0.7660 0.7303 0.0357 4.9% 0.0079 1.1% 2% False True 111
20 0.7764 0.7303 0.0461 6.3% 0.0074 1.0% 2% False True 74
40 0.7830 0.7303 0.0527 7.2% 0.0055 0.7% 2% False True 40
60 0.8046 0.7303 0.0743 10.2% 0.0046 0.6% 1% False True 28
80 0.8046 0.7303 0.0743 10.2% 0.0042 0.6% 1% False True 22
100 0.8046 0.7303 0.0743 10.2% 0.0037 0.5% 1% False True 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 83 trading days
Fibonacci Retracements and Extensions
4.250 0.7928
2.618 0.7734
1.618 0.7615
1.000 0.7541
0.618 0.7496
HIGH 0.7422
0.618 0.7377
0.500 0.7363
0.382 0.7348
LOW 0.7303
0.618 0.7229
1.000 0.7184
1.618 0.7110
2.618 0.6991
4.250 0.6797
Fisher Pivots for day following 15-Jul-2015
Pivot 1 day 3 day
R1 0.7363 0.7363
PP 0.7345 0.7345
S1 0.7328 0.7328

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

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