CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 05-Aug-2015
Day Change Summary
Previous Current
04-Aug-2015 05-Aug-2015 Change Change % Previous Week
Open 0.7225 0.7325 0.0100 1.4% 0.7239
High 0.7376 0.7332 -0.0044 -0.6% 0.7313
Low 0.7216 0.7292 0.0076 1.1% 0.7189
Close 0.7333 0.7297 -0.0036 -0.5% 0.7242
Range 0.0160 0.0040 -0.0120 -75.0% 0.0124
ATR 0.0076 0.0074 -0.0003 -3.3% 0.0000
Volume 143 518 375 262.2% 1,468
Daily Pivots for day following 05-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7427 0.7402 0.7319
R3 0.7387 0.7362 0.7308
R2 0.7347 0.7347 0.7304
R1 0.7322 0.7322 0.7301 0.7315
PP 0.7307 0.7307 0.7307 0.7303
S1 0.7282 0.7282 0.7293 0.7275
S2 0.7267 0.7267 0.7290
S3 0.7227 0.7242 0.7286
S4 0.7187 0.7202 0.7275
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 0.7376 0.7189 0.0187 2.6% 0.0081 1.1% 58% False False 219
10 0.7376 0.7189 0.0187 2.6% 0.0073 1.0% 58% False False 247
20 0.7436 0.7189 0.0247 3.4% 0.0073 1.0% 44% False False 205
40 0.7764 0.7189 0.0575 7.9% 0.0069 1.0% 19% False False 120
60 0.8046 0.7189 0.0857 11.7% 0.0056 0.8% 13% False False 81
80 0.8046 0.7189 0.0857 11.7% 0.0050 0.7% 13% False False 61
100 0.8046 0.7189 0.0857 11.7% 0.0046 0.6% 13% False False 51
120 0.8046 0.7189 0.0857 11.7% 0.0040 0.5% 13% False False 43
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7502
2.618 0.7437
1.618 0.7397
1.000 0.7372
0.618 0.7357
HIGH 0.7332
0.618 0.7317
0.500 0.7312
0.382 0.7307
LOW 0.7292
0.618 0.7267
1.000 0.7252
1.618 0.7227
2.618 0.7187
4.250 0.7122
Fisher Pivots for day following 05-Aug-2015
Pivot 1 day 3 day
R1 0.7312 0.7296
PP 0.7307 0.7296
S1 0.7302 0.7295

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

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