CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 31-Aug-2015
Day Change Summary
Previous Current
28-Aug-2015 31-Aug-2015 Change Change % Previous Week
Open 0.7139 0.7133 -0.0006 -0.1% 0.7265
High 0.7167 0.7133 -0.0034 -0.5% 0.7265
Low 0.7083 0.7045 -0.0038 -0.5% 0.7003
Close 0.7128 0.7086 -0.0042 -0.6% 0.7128
Range 0.0084 0.0088 0.0004 4.8% 0.0262
ATR 0.0090 0.0090 0.0000 -0.2% 0.0000
Volume 1,174 2,772 1,598 136.1% 7,507
Daily Pivots for day following 31-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7352 0.7307 0.7134
R3 0.7264 0.7219 0.7110
R2 0.7176 0.7176 0.7102
R1 0.7131 0.7131 0.7094 0.7110
PP 0.7088 0.7088 0.7088 0.7077
S1 0.7043 0.7043 0.7078 0.7022
S2 0.7000 0.7000 0.7070
S3 0.6912 0.6955 0.7062
S4 0.6824 0.6867 0.7038
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7918 0.7785 0.7272
R3 0.7656 0.7523 0.7200
R2 0.7394 0.7394 0.7176
R1 0.7261 0.7261 0.7152 0.7197
PP 0.7132 0.7132 0.7132 0.7100
S1 0.6999 0.6999 0.7104 0.6935
S2 0.6870 0.6870 0.7080
S3 0.6608 0.6737 0.7056
S4 0.6346 0.6475 0.6984
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7209 0.7032 0.0177 2.5% 0.0092 1.3% 31% False False 1,918
10 0.7334 0.7003 0.0331 4.7% 0.0099 1.4% 25% False False 1,138
20 0.7376 0.7003 0.0373 5.3% 0.0092 1.3% 22% False False 753
40 0.7436 0.7003 0.0433 6.1% 0.0081 1.1% 19% False False 466
60 0.7764 0.7003 0.0761 10.7% 0.0075 1.1% 11% False False 320
80 0.8046 0.7003 0.1043 14.7% 0.0063 0.9% 8% False False 240
100 0.8046 0.7003 0.1043 14.7% 0.0056 0.8% 8% False False 193
120 0.8046 0.7003 0.1043 14.7% 0.0052 0.7% 8% False False 162
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7507
2.618 0.7363
1.618 0.7275
1.000 0.7221
0.618 0.7187
HIGH 0.7133
0.618 0.7099
0.500 0.7089
0.382 0.7079
LOW 0.7045
0.618 0.6991
1.000 0.6957
1.618 0.6903
2.618 0.6815
4.250 0.6671
Fisher Pivots for day following 31-Aug-2015
Pivot 1 day 3 day
R1 0.7089 0.7106
PP 0.7088 0.7099
S1 0.7087 0.7093

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

View Archives - Comment on this page... - Back to Index of Symbols