CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 11-Aug-2015
Day Change Summary
Previous Current
10-Aug-2015 11-Aug-2015 Change Change % Previous Week
Open 0.7360 0.7359 -0.0001 0.0% 0.7240
High 0.7368 0.7370 0.0002 0.0% 0.7376
Low 0.7307 0.7237 -0.0070 -1.0% 0.7214
Close 0.7359 0.7243 -0.0116 -1.6% 0.7360
Range 0.0061 0.0133 0.0072 118.0% 0.0162
ATR 0.0072 0.0076 0.0004 6.1% 0.0000
Volume 179 193 14 7.8% 1,298
Daily Pivots for day following 11-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7682 0.7596 0.7316
R3 0.7549 0.7463 0.7280
R2 0.7416 0.7416 0.7267
R1 0.7330 0.7330 0.7255 0.7307
PP 0.7283 0.7283 0.7283 0.7272
S1 0.7197 0.7197 0.7231 0.7174
S2 0.7150 0.7150 0.7219
S3 0.7017 0.7064 0.7206
S4 0.6884 0.6931 0.7170
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7803 0.7743 0.7449
R3 0.7641 0.7581 0.7405
R2 0.7479 0.7479 0.7390
R1 0.7419 0.7419 0.7375 0.7449
PP 0.7317 0.7317 0.7317 0.7332
S1 0.7257 0.7257 0.7345 0.7287
S2 0.7155 0.7155 0.7330
S3 0.6993 0.7095 0.7315
S4 0.6831 0.6933 0.7271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7370 0.7237 0.0133 1.8% 0.0074 1.0% 5% True True 259
10 0.7376 0.7189 0.0187 2.6% 0.0079 1.1% 29% False False 239
20 0.7422 0.7189 0.0233 3.2% 0.0074 1.0% 23% False False 217
40 0.7764 0.7189 0.0575 7.9% 0.0072 1.0% 9% False False 137
60 0.7894 0.7189 0.0705 9.7% 0.0059 0.8% 8% False False 93
80 0.8046 0.7189 0.0857 11.8% 0.0052 0.7% 6% False False 71
100 0.8046 0.7189 0.0857 11.8% 0.0047 0.7% 6% False False 58
120 0.8046 0.7189 0.0857 11.8% 0.0042 0.6% 6% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7935
2.618 0.7718
1.618 0.7585
1.000 0.7503
0.618 0.7452
HIGH 0.7370
0.618 0.7319
0.500 0.7304
0.382 0.7288
LOW 0.7237
0.618 0.7155
1.000 0.7104
1.618 0.7022
2.618 0.6889
4.250 0.6672
Fisher Pivots for day following 11-Aug-2015
Pivot 1 day 3 day
R1 0.7304 0.7304
PP 0.7283 0.7283
S1 0.7263 0.7263

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

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