CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 28-Oct-2015
Day Change Summary
Previous Current
27-Oct-2015 28-Oct-2015 Change Change % Previous Week
Open 0.7226 0.7182 -0.0044 -0.6% 0.7243
High 0.7240 0.7190 -0.0050 -0.7% 0.7286
Low 0.7161 0.7064 -0.0097 -1.4% 0.7163
Close 0.7175 0.7065 -0.0110 -1.5% 0.7193
Range 0.0079 0.0126 0.0047 59.5% 0.0123
ATR 0.0086 0.0089 0.0003 3.3% 0.0000
Volume 59,240 117,406 58,166 98.2% 379,221
Daily Pivots for day following 28-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7484 0.7401 0.7134
R3 0.7358 0.7275 0.7100
R2 0.7232 0.7232 0.7088
R1 0.7149 0.7149 0.7077 0.7128
PP 0.7106 0.7106 0.7106 0.7096
S1 0.7023 0.7023 0.7053 0.7002
S2 0.6980 0.6980 0.7042
S3 0.6854 0.6897 0.7030
S4 0.6728 0.6771 0.6996
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7583 0.7511 0.7261
R3 0.7460 0.7388 0.7227
R2 0.7337 0.7337 0.7216
R1 0.7265 0.7265 0.7204 0.7240
PP 0.7214 0.7214 0.7214 0.7201
S1 0.7142 0.7142 0.7182 0.7117
S2 0.7091 0.7091 0.7170
S3 0.6968 0.7019 0.7159
S4 0.6845 0.6896 0.7125
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7280 0.7064 0.0216 3.1% 0.0085 1.2% 0% False True 81,990
10 0.7341 0.7064 0.0277 3.9% 0.0082 1.2% 0% False True 77,303
20 0.7358 0.6972 0.0386 5.5% 0.0090 1.3% 24% False False 79,566
40 0.7358 0.6874 0.0484 6.9% 0.0089 1.3% 39% False False 71,409
60 0.7370 0.6874 0.0496 7.0% 0.0090 1.3% 39% False False 47,906
80 0.7436 0.6874 0.0562 8.0% 0.0086 1.2% 34% False False 35,975
100 0.7764 0.6874 0.0890 12.6% 0.0082 1.2% 21% False False 28,786
120 0.8046 0.6874 0.1172 16.6% 0.0073 1.0% 16% False False 23,989
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7726
2.618 0.7520
1.618 0.7394
1.000 0.7316
0.618 0.7268
HIGH 0.7190
0.618 0.7142
0.500 0.7127
0.382 0.7112
LOW 0.7064
0.618 0.6986
1.000 0.6938
1.618 0.6860
2.618 0.6734
4.250 0.6529
Fisher Pivots for day following 28-Oct-2015
Pivot 1 day 3 day
R1 0.7127 0.7158
PP 0.7106 0.7127
S1 0.7086 0.7096

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

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