CME Australian Dollar Future December 2015

Trading Metrics calculated at close of trading on 06-Aug-2015

Day Change Summary
	Previous	Current
	05-Aug-2015	06-Aug-2015	Change	Change %	Previous Week
Open	0.7325	0.7303	-0.0022	-0.3%	0.7239
High	0.7332	0.7326	-0.0006	-0.1%	0.7313
Low	0.7292	0.7267	-0.0025	-0.3%	0.7189
Close	0.7297	0.7289	-0.0008	-0.1%	0.7242
Range	0.0040	0.0059	0.0019	47.5%	0.0124
ATR	0.0074	0.0072	-0.0001	-1.4%	0.0000
Volume	518	186	-332	-64.1%	1,468

Daily Pivots for day following 06-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7471	0.7439	0.7321
R3	0.7412	0.7380	0.7305
R2	0.7353	0.7353	0.7300
R1	0.7321	0.7321	0.7294	0.7308
PP	0.7294	0.7294	0.7294	0.7287
S1	0.7262	0.7262	0.7284	0.7249
S2	0.7235	0.7235	0.7278
S3	0.7176	0.7203	0.7273
S4	0.7117	0.7144	0.7257

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%	0.0083	1.1%	53%	False	False	232
10	0.7376	0.7189	0.0187	2.6%	0.0073	1.0%	53%	False	False	258
20	0.7436	0.7189	0.0247	3.4%	0.0072	1.0%	40%	False	False	214
40	0.7764	0.7189	0.0575	7.9%	0.0068	0.9%	17%	False	False	123
60	0.8046	0.7189	0.0857	11.8%	0.0056	0.8%	12%	False	False	84
80	0.8046	0.7189	0.0857	11.8%	0.0050	0.7%	12%	False	False	63
100	0.8046	0.7189	0.0857	11.8%	0.0047	0.6%	12%	False	False	52
120	0.8046	0.7189	0.0857	11.8%	0.0040	0.6%	12%	False	False	44

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7577
2.618	0.7480
1.618	0.7421
1.000	0.7385
0.618	0.7362
HIGH	0.7326
0.618	0.7303
0.500	0.7297
0.382	0.7290
LOW	0.7267
0.618	0.7231
1.000	0.7208
1.618	0.7172
2.618	0.7113
4.250	0.7016

Fisher Pivots for day following 06-Aug-2015
Pivot	1 day	3 day
R1	0.7297	0.7296
PP	0.7294	0.7294
S1	0.7292	0.7291

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