CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 31-Jul-2015
Day Change Summary
Previous Current
30-Jul-2015 31-Jul-2015 Change Change % Previous Week
Open 0.7246 0.7247 0.0001 0.0% 0.7239
High 0.7265 0.7313 0.0048 0.7% 0.7313
Low 0.7213 0.7189 -0.0024 -0.3% 0.7189
Close 0.7235 0.7242 0.0007 0.1% 0.7242
Range 0.0052 0.0124 0.0072 138.5% 0.0124
ATR 0.0069 0.0073 0.0004 5.8% 0.0000
Volume 118 86 -32 -27.1% 1,468
Daily Pivots for day following 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7620 0.7555 0.7310
R3 0.7496 0.7431 0.7276
R2 0.7372 0.7372 0.7265
R1 0.7307 0.7307 0.7253 0.7278
PP 0.7248 0.7248 0.7248 0.7233
S1 0.7183 0.7183 0.7231 0.7154
S2 0.7124 0.7124 0.7219
S3 0.7000 0.7059 0.7208
S4 0.6876 0.6935 0.7174
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7620 0.7555 0.7310
R3 0.7496 0.7431 0.7276
R2 0.7372 0.7372 0.7265
R1 0.7307 0.7307 0.7253 0.7340
PP 0.7248 0.7248 0.7248 0.7264
S1 0.7183 0.7183 0.7231 0.7216
S2 0.7124 0.7124 0.7219
S3 0.7000 0.7059 0.7208
S4 0.6876 0.6935 0.7174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7313 0.7189 0.0124 1.7% 0.0070 1.0% 43% True True 293
10 0.7386 0.7189 0.0197 2.7% 0.0069 1.0% 27% False True 194
20 0.7518 0.7189 0.0329 4.5% 0.0073 1.0% 16% False True 169
40 0.7764 0.7189 0.0575 7.9% 0.0068 0.9% 9% False True 98
60 0.8046 0.7189 0.0857 11.8% 0.0053 0.7% 6% False True 66
80 0.8046 0.7189 0.0857 11.8% 0.0047 0.6% 6% False True 50
100 0.8046 0.7189 0.0857 11.8% 0.0044 0.6% 6% False True 42
120 0.8046 0.7189 0.0857 11.8% 0.0038 0.5% 6% False True 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 95 trading days
Fibonacci Retracements and Extensions
4.250 0.7840
2.618 0.7638
1.618 0.7514
1.000 0.7437
0.618 0.7390
HIGH 0.7313
0.618 0.7266
0.500 0.7251
0.382 0.7236
LOW 0.7189
0.618 0.7112
1.000 0.7065
1.618 0.6988
2.618 0.6864
4.250 0.6662
Fisher Pivots for day following 31-Jul-2015
Pivot 1 day 3 day
R1 0.7251 0.7251
PP 0.7248 0.7248
S1 0.7245 0.7245

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

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