CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 29-Jul-2015
Day Change Summary
Previous Current
28-Jul-2015 29-Jul-2015 Change Change % Previous Week
Open 0.7216 0.7292 0.0076 1.1% 0.7302
High 0.7289 0.7295 0.0006 0.1% 0.7386
Low 0.7216 0.7241 0.0025 0.3% 0.7209
Close 0.7275 0.7254 -0.0021 -0.3% 0.7229
Range 0.0073 0.0054 -0.0019 -26.0% 0.0177
ATR 0.0071 0.0070 -0.0001 -1.7% 0.0000
Volume 286 516 230 80.4% 476
Daily Pivots for day following 29-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7425 0.7394 0.7284
R3 0.7371 0.7340 0.7269
R2 0.7317 0.7317 0.7264
R1 0.7286 0.7286 0.7259 0.7275
PP 0.7263 0.7263 0.7263 0.7258
S1 0.7232 0.7232 0.7249 0.7221
S2 0.7209 0.7209 0.7244
S3 0.7155 0.7178 0.7239
S4 0.7101 0.7124 0.7224
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 0.7358 0.7209 0.0149 2.1% 0.0064 0.9% 30% False False 275
10 0.7386 0.7209 0.0177 2.4% 0.0063 0.9% 25% False False 213
20 0.7660 0.7209 0.0451 6.2% 0.0071 1.0% 10% False False 162
40 0.7764 0.7209 0.0555 7.7% 0.0066 0.9% 8% False False 93
60 0.8046 0.7209 0.0837 11.5% 0.0051 0.7% 5% False False 62
80 0.8046 0.7209 0.0837 11.5% 0.0045 0.6% 5% False False 48
100 0.8046 0.7209 0.0837 11.5% 0.0043 0.6% 5% False False 40
120 0.8046 0.7209 0.0837 11.5% 0.0037 0.5% 5% False False 34
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7525
2.618 0.7436
1.618 0.7382
1.000 0.7349
0.618 0.7328
HIGH 0.7295
0.618 0.7274
0.500 0.7268
0.382 0.7262
LOW 0.7241
0.618 0.7208
1.000 0.7187
1.618 0.7154
2.618 0.7100
4.250 0.7012
Fisher Pivots for day following 29-Jul-2015
Pivot 1 day 3 day
R1 0.7268 0.7256
PP 0.7263 0.7255
S1 0.7259 0.7255

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.