CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 19-Aug-2015
Day Change Summary
Previous Current
18-Aug-2015 19-Aug-2015 Change Change % Previous Week
Open 0.7326 0.7294 -0.0032 -0.4% 0.7360
High 0.7334 0.7328 -0.0006 -0.1% 0.7370
Low 0.7276 0.7269 -0.0007 -0.1% 0.7175
Close 0.7294 0.7320 0.0026 0.4% 0.7332
Range 0.0058 0.0059 0.0001 1.7% 0.0195
ATR 0.0075 0.0074 -0.0001 -1.6% 0.0000
Volume 112 404 292 260.7% 2,037
Daily Pivots for day following 19-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7483 0.7460 0.7352
R3 0.7424 0.7401 0.7336
R2 0.7365 0.7365 0.7331
R1 0.7342 0.7342 0.7325 0.7354
PP 0.7306 0.7306 0.7306 0.7311
S1 0.7283 0.7283 0.7315 0.7295
S2 0.7247 0.7247 0.7309
S3 0.7188 0.7224 0.7304
S4 0.7129 0.7165 0.7288
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 0.7361 0.7269 0.0092 1.3% 0.0056 0.8% 55% False True 449
10 0.7370 0.7175 0.0195 2.7% 0.0077 1.1% 74% False False 353
20 0.7376 0.7175 0.0201 2.7% 0.0075 1.0% 72% False False 300
40 0.7698 0.7175 0.0523 7.1% 0.0073 1.0% 28% False False 201
60 0.7764 0.7175 0.0589 8.0% 0.0065 0.9% 25% False False 139
80 0.8046 0.7175 0.0871 11.9% 0.0056 0.8% 17% False False 105
100 0.8046 0.7175 0.0871 11.9% 0.0049 0.7% 17% False False 85
120 0.8046 0.7175 0.0871 11.9% 0.0046 0.6% 17% False False 72
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7579
2.618 0.7482
1.618 0.7423
1.000 0.7387
0.618 0.7364
HIGH 0.7328
0.618 0.7305
0.500 0.7299
0.382 0.7292
LOW 0.7269
0.618 0.7233
1.000 0.7210
1.618 0.7174
2.618 0.7115
4.250 0.7018
Fisher Pivots for day following 19-Aug-2015
Pivot 1 day 3 day
R1 0.7313 0.7315
PP 0.7306 0.7310
S1 0.7299 0.7305

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

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