CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 17-Jul-2015
Day Change Summary
Previous Current
16-Jul-2015 17-Jul-2015 Change Change % Previous Week
Open 0.7322 0.7362 0.0040 0.5% 0.7380
High 0.7375 0.7362 -0.0013 -0.2% 0.7422
Low 0.7300 0.7319 0.0019 0.3% 0.7300
Close 0.7345 0.7320 -0.0025 -0.3% 0.7320
Range 0.0075 0.0043 -0.0032 -42.7% 0.0122
ATR 0.0076 0.0073 -0.0002 -3.1% 0.0000
Volume 323 74 -249 -77.1% 1,134
Daily Pivots for day following 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7463 0.7434 0.7344
R3 0.7420 0.7391 0.7332
R2 0.7377 0.7377 0.7328
R1 0.7348 0.7348 0.7324 0.7341
PP 0.7334 0.7334 0.7334 0.7330
S1 0.7305 0.7305 0.7316 0.7298
S2 0.7291 0.7291 0.7312
S3 0.7248 0.7262 0.7308
S4 0.7205 0.7219 0.7296
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7713 0.7639 0.7387
R3 0.7591 0.7517 0.7354
R2 0.7469 0.7469 0.7342
R1 0.7395 0.7395 0.7331 0.7371
PP 0.7347 0.7347 0.7347 0.7336
S1 0.7273 0.7273 0.7309 0.7249
S2 0.7225 0.7225 0.7298
S3 0.7103 0.7151 0.7286
S4 0.6981 0.7029 0.7253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7422 0.7300 0.0122 1.7% 0.0075 1.0% 16% False False 226
10 0.7518 0.7300 0.0218 3.0% 0.0076 1.0% 9% False False 144
20 0.7724 0.7300 0.0424 5.8% 0.0070 1.0% 5% False False 88
40 0.7810 0.7300 0.0510 7.0% 0.0057 0.8% 4% False False 50
60 0.8046 0.7300 0.0746 10.2% 0.0048 0.7% 3% False False 34
80 0.8046 0.7300 0.0746 10.2% 0.0041 0.6% 3% False False 27
100 0.8046 0.7300 0.0746 10.2% 0.0038 0.5% 3% False False 23
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7545
2.618 0.7475
1.618 0.7432
1.000 0.7405
0.618 0.7389
HIGH 0.7362
0.618 0.7346
0.500 0.7341
0.382 0.7335
LOW 0.7319
0.618 0.7292
1.000 0.7276
1.618 0.7249
2.618 0.7206
4.250 0.7136
Fisher Pivots for day following 17-Jul-2015
Pivot 1 day 3 day
R1 0.7341 0.7361
PP 0.7334 0.7347
S1 0.7327 0.7334

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

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