CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 27-Jul-2015
Day Change Summary
Previous Current
24-Jul-2015 27-Jul-2015 Change Change % Previous Week
Open 0.7298 0.7239 -0.0059 -0.8% 0.7302
High 0.7298 0.7270 -0.0028 -0.4% 0.7386
Low 0.7209 0.7224 0.0015 0.2% 0.7209
Close 0.7229 0.7228 -0.0001 0.0% 0.7229
Range 0.0089 0.0046 -0.0043 -48.3% 0.0177
ATR 0.0073 0.0071 -0.0002 -2.6% 0.0000
Volume 36 462 426 1,183.3% 476
Daily Pivots for day following 27-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7379 0.7349 0.7253
R3 0.7333 0.7303 0.7241
R2 0.7287 0.7287 0.7236
R1 0.7257 0.7257 0.7232 0.7249
PP 0.7241 0.7241 0.7241 0.7237
S1 0.7211 0.7211 0.7224 0.7203
S2 0.7195 0.7195 0.7220
S3 0.7149 0.7165 0.7215
S4 0.7103 0.7119 0.7203
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7806 0.7694 0.7326
R3 0.7629 0.7517 0.7278
R2 0.7452 0.7452 0.7261
R1 0.7340 0.7340 0.7245 0.7308
PP 0.7275 0.7275 0.7275 0.7258
S1 0.7163 0.7163 0.7213 0.7131
S2 0.7098 0.7098 0.7197
S3 0.6921 0.6986 0.7180
S4 0.6744 0.6809 0.7132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7386 0.7209 0.0177 2.4% 0.0069 1.0% 11% False False 154
10 0.7422 0.7209 0.0213 2.9% 0.0070 1.0% 9% False False 178
20 0.7660 0.7209 0.0451 6.2% 0.0071 1.0% 4% False False 126
40 0.7764 0.7209 0.0555 7.7% 0.0063 0.9% 3% False False 73
60 0.8046 0.7209 0.0837 11.6% 0.0050 0.7% 2% False False 50
80 0.8046 0.7209 0.0837 11.6% 0.0044 0.6% 2% False False 38
100 0.8046 0.7209 0.0837 11.6% 0.0042 0.6% 2% False False 32
120 0.8046 0.7209 0.0837 11.6% 0.0036 0.5% 2% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7466
2.618 0.7390
1.618 0.7344
1.000 0.7316
0.618 0.7298
HIGH 0.7270
0.618 0.7252
0.500 0.7247
0.382 0.7242
LOW 0.7224
0.618 0.7196
1.000 0.7178
1.618 0.7150
2.618 0.7104
4.250 0.7029
Fisher Pivots for day following 27-Jul-2015
Pivot 1 day 3 day
R1 0.7247 0.7284
PP 0.7241 0.7265
S1 0.7234 0.7247

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

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