CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 16-Jul-2015
Day Change Summary
Previous Current
15-Jul-2015 16-Jul-2015 Change Change % Previous Week
Open 0.7390 0.7322 -0.0068 -0.9% 0.7518
High 0.7422 0.7375 -0.0047 -0.6% 0.7518
Low 0.7303 0.7300 -0.0003 0.0% 0.7320
Close 0.7311 0.7345 0.0034 0.5% 0.7376
Range 0.0119 0.0075 -0.0044 -37.0% 0.0198
ATR 0.0076 0.0076 0.0000 -0.1% 0.0000
Volume 340 323 -17 -5.0% 310
Daily Pivots for day following 16-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7565 0.7530 0.7386
R3 0.7490 0.7455 0.7366
R2 0.7415 0.7415 0.7359
R1 0.7380 0.7380 0.7352 0.7398
PP 0.7340 0.7340 0.7340 0.7349
S1 0.7305 0.7305 0.7338 0.7323
S2 0.7265 0.7265 0.7331
S3 0.7190 0.7230 0.7324
S4 0.7115 0.7155 0.7304
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 0.7300 0.0136 1.9% 0.0082 1.1% 33% False True 237
10 0.7586 0.7300 0.0286 3.9% 0.0078 1.1% 16% False True 140
20 0.7764 0.7300 0.0464 6.3% 0.0074 1.0% 10% False True 90
40 0.7816 0.7300 0.0516 7.0% 0.0057 0.8% 9% False True 48
60 0.8046 0.7300 0.0746 10.2% 0.0047 0.6% 6% False True 33
80 0.8046 0.7300 0.0746 10.2% 0.0041 0.6% 6% False True 26
100 0.8046 0.7300 0.0746 10.2% 0.0038 0.5% 6% False True 22
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7694
2.618 0.7571
1.618 0.7496
1.000 0.7450
0.618 0.7421
HIGH 0.7375
0.618 0.7346
0.500 0.7338
0.382 0.7329
LOW 0.7300
0.618 0.7254
1.000 0.7225
1.618 0.7179
2.618 0.7104
4.250 0.6981
Fisher Pivots for day following 16-Jul-2015
Pivot 1 day 3 day
R1 0.7343 0.7361
PP 0.7340 0.7356
S1 0.7338 0.7350

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

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