CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 0.7294 0.7312 0.0018 0.2% 0.7360
High 0.7328 0.7327 -0.0001 0.0% 0.7370
Low 0.7269 0.7242 -0.0027 -0.4% 0.7175
Close 0.7320 0.7296 -0.0024 -0.3% 0.7332
Range 0.0059 0.0085 0.0026 44.1% 0.0195
ATR 0.0074 0.0075 0.0001 1.0% 0.0000
Volume 404 341 -63 -15.6% 2,037
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7543 0.7505 0.7343
R3 0.7458 0.7420 0.7319
R2 0.7373 0.7373 0.7312
R1 0.7335 0.7335 0.7304 0.7312
PP 0.7288 0.7288 0.7288 0.7277
S1 0.7250 0.7250 0.7288 0.7227
S2 0.7203 0.7203 0.7280
S3 0.7118 0.7165 0.7273
S4 0.7033 0.7080 0.7249
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 0.7350 0.7242 0.0108 1.5% 0.0056 0.8% 50% False True 364
10 0.7370 0.7175 0.0195 2.7% 0.0080 1.1% 62% False False 368
20 0.7376 0.7175 0.0201 2.8% 0.0076 1.0% 60% False False 313
40 0.7676 0.7175 0.0501 6.9% 0.0073 1.0% 24% False False 208
60 0.7764 0.7175 0.0589 8.1% 0.0067 0.9% 21% False False 145
80 0.8046 0.7175 0.0871 11.9% 0.0056 0.8% 14% False False 109
100 0.8046 0.7175 0.0871 11.9% 0.0050 0.7% 14% False False 88
120 0.8046 0.7175 0.0871 11.9% 0.0047 0.6% 14% False False 75
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7688
2.618 0.7550
1.618 0.7465
1.000 0.7412
0.618 0.7380
HIGH 0.7327
0.618 0.7295
0.500 0.7285
0.382 0.7274
LOW 0.7242
0.618 0.7189
1.000 0.7157
1.618 0.7104
2.618 0.7019
4.250 0.6881
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 0.7292 0.7293
PP 0.7288 0.7291
S1 0.7285 0.7288

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

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