CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 13-Aug-2015
Day Change Summary
Previous Current
12-Aug-2015 13-Aug-2015 Change Change % Previous Week
Open 0.7262 0.7338 0.0076 1.0% 0.7240
High 0.7339 0.7361 0.0022 0.3% 0.7376
Low 0.7175 0.7278 0.0103 1.4% 0.7214
Close 0.7328 0.7316 -0.0012 -0.2% 0.7360
Range 0.0164 0.0083 -0.0081 -49.4% 0.0162
ATR 0.0083 0.0083 0.0000 0.0% 0.0000
Volume 507 764 257 50.7% 1,298
Daily Pivots for day following 13-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7567 0.7525 0.7362
R3 0.7484 0.7442 0.7339
R2 0.7401 0.7401 0.7331
R1 0.7359 0.7359 0.7324 0.7339
PP 0.7318 0.7318 0.7318 0.7308
S1 0.7276 0.7276 0.7308 0.7256
S2 0.7235 0.7235 0.7301
S3 0.7152 0.7193 0.7293
S4 0.7069 0.7110 0.7270
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 0.7175 0.0195 2.7% 0.0104 1.4% 72% False False 372
10 0.7376 0.7175 0.0201 2.7% 0.0093 1.3% 70% False False 302
20 0.7386 0.7175 0.0211 2.9% 0.0077 1.1% 67% False False 247
40 0.7764 0.7175 0.0589 8.1% 0.0075 1.0% 24% False False 169
60 0.7816 0.7175 0.0641 8.8% 0.0063 0.9% 22% False False 115
80 0.8046 0.7175 0.0871 11.9% 0.0055 0.7% 16% False False 87
100 0.8046 0.7175 0.0871 11.9% 0.0048 0.7% 16% False False 70
120 0.8046 0.7175 0.0871 11.9% 0.0044 0.6% 16% False False 60
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7714
2.618 0.7578
1.618 0.7495
1.000 0.7444
0.618 0.7412
HIGH 0.7361
0.618 0.7329
0.500 0.7320
0.382 0.7310
LOW 0.7278
0.618 0.7227
1.000 0.7195
1.618 0.7144
2.618 0.7061
4.250 0.6925
Fisher Pivots for day following 13-Aug-2015
Pivot 1 day 3 day
R1 0.7320 0.7302
PP 0.7318 0.7287
S1 0.7317 0.7273

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

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