CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 28-Jul-2015

Day Change Summary
	Previous	Current
	27-Jul-2015	28-Jul-2015	Change	Change %	Previous Week
Open	0.7239	0.7216	-0.0023	-0.3%	0.7302
High	0.7270	0.7289	0.0019	0.3%	0.7386
Low	0.7224	0.7216	-0.0008	-0.1%	0.7209
Close	0.7228	0.7275	0.0047	0.7%	0.7229
Range	0.0046	0.0073	0.0027	58.7%	0.0177
ATR	0.0071	0.0071	0.0000	0.2%	0.0000
Volume	462	286	-176	-38.1%	476

Daily Pivots for day following 28-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7479	0.7450	0.7315
R3	0.7406	0.7377	0.7295
R2	0.7333	0.7333	0.7288
R1	0.7304	0.7304	0.7282	0.7319
PP	0.7260	0.7260	0.7260	0.7267
S1	0.7231	0.7231	0.7268	0.7246
S2	0.7187	0.7187	0.7262
S3	0.7114	0.7158	0.7255
S4	0.7041	0.7085	0.7235

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	0.7366	0.7209	0.0157	2.2%	0.0065	0.9%	42%	False	False	182
10	0.7422	0.7209	0.0213	2.9%	0.0070	1.0%	31%	False	False	196
20	0.7660	0.7209	0.0451	6.2%	0.0071	1.0%	15%	False	False	138
40	0.7764	0.7209	0.0555	7.6%	0.0065	0.9%	12%	False	False	80
60	0.8046	0.7209	0.0837	11.5%	0.0050	0.7%	8%	False	False	54
80	0.8046	0.7209	0.0837	11.5%	0.0044	0.6%	8%	False	False	41
100	0.8046	0.7209	0.0837	11.5%	0.0043	0.6%	8%	False	False	35
120	0.8046	0.7209	0.0837	11.5%	0.0037	0.5%	8%	False	False	30

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7599
2.618	0.7480
1.618	0.7407
1.000	0.7362
0.618	0.7334
HIGH	0.7289
0.618	0.7261
0.500	0.7253
0.382	0.7244
LOW	0.7216
0.618	0.7171
1.000	0.7143
1.618	0.7098
2.618	0.7025
4.250	0.6906

Fisher Pivots for day following 28-Jul-2015
Pivot	1 day	3 day
R1	0.7268	0.7268
PP	0.7260	0.7261
S1	0.7253	0.7254

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols