CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 17-Aug-2015
Day Change Summary
Previous Current
14-Aug-2015 17-Aug-2015 Change Change % Previous Week
Open 0.7335 0.7333 -0.0002 0.0% 0.7360
High 0.7350 0.7341 -0.0009 -0.1% 0.7370
Low 0.7313 0.7300 -0.0013 -0.2% 0.7175
Close 0.7332 0.7335 0.0003 0.0% 0.7332
Range 0.0037 0.0041 0.0004 10.8% 0.0195
ATR 0.0079 0.0077 -0.0003 -3.5% 0.0000
Volume 394 572 178 45.2% 2,037
Daily Pivots for day following 17-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7448 0.7433 0.7358
R3 0.7407 0.7392 0.7346
R2 0.7366 0.7366 0.7343
R1 0.7351 0.7351 0.7339 0.7359
PP 0.7325 0.7325 0.7325 0.7329
S1 0.7310 0.7310 0.7331 0.7318
S2 0.7284 0.7284 0.7327
S3 0.7243 0.7269 0.7324
S4 0.7202 0.7228 0.7312
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7877 0.7800 0.7439
R3 0.7682 0.7605 0.7386
R2 0.7487 0.7487 0.7368
R1 0.7410 0.7410 0.7350 0.7351
PP 0.7292 0.7292 0.7292 0.7263
S1 0.7215 0.7215 0.7314 0.7156
S2 0.7097 0.7097 0.7296
S3 0.6902 0.7020 0.7278
S4 0.6707 0.6825 0.7225
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% 0.0092 1.2% 82% False False 486
10 0.7376 0.7175 0.0201 2.7% 0.0086 1.2% 80% False False 367
20 0.7386 0.7175 0.0211 2.9% 0.0077 1.0% 76% False False 284
40 0.7719 0.7175 0.0544 7.4% 0.0073 1.0% 29% False False 189
60 0.7764 0.7175 0.0589 8.0% 0.0064 0.9% 27% False False 131
80 0.8046 0.7175 0.0871 11.9% 0.0055 0.7% 18% False False 99
100 0.8046 0.7175 0.0871 11.9% 0.0048 0.7% 18% False False 80
120 0.8046 0.7175 0.0871 11.9% 0.0045 0.6% 18% False False 68
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7515
2.618 0.7448
1.618 0.7407
1.000 0.7382
0.618 0.7366
HIGH 0.7341
0.618 0.7325
0.500 0.7321
0.382 0.7316
LOW 0.7300
0.618 0.7275
1.000 0.7259
1.618 0.7234
2.618 0.7193
4.250 0.7126
Fisher Pivots for day following 17-Aug-2015
Pivot 1 day 3 day
R1 0.7330 0.7330
PP 0.7325 0.7325
S1 0.7321 0.7320

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

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