CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 04-Nov-2015
Day Change Summary
Previous Current
03-Nov-2015 04-Nov-2015 Change Change % Previous Week
Open 0.7127 0.7166 0.0039 0.5% 0.7193
High 0.7204 0.7208 0.0004 0.1% 0.7252
Low 0.7090 0.7120 0.0030 0.4% 0.7052
Close 0.7182 0.7133 -0.0049 -0.7% 0.7117
Range 0.0114 0.0088 -0.0026 -22.8% 0.0200
ATR 0.0085 0.0085 0.0000 0.3% 0.0000
Volume 90,195 74,072 -16,123 -17.9% 380,190
Daily Pivots for day following 04-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7418 0.7363 0.7181
R3 0.7330 0.7275 0.7157
R2 0.7242 0.7242 0.7149
R1 0.7187 0.7187 0.7141 0.7171
PP 0.7154 0.7154 0.7154 0.7145
S1 0.7099 0.7099 0.7125 0.7083
S2 0.7066 0.7066 0.7117
S3 0.6978 0.7011 0.7109
S4 0.6890 0.6923 0.7085
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7740 0.7629 0.7227
R3 0.7540 0.7429 0.7172
R2 0.7340 0.7340 0.7154
R1 0.7229 0.7229 0.7135 0.7185
PP 0.7140 0.7140 0.7140 0.7118
S1 0.7029 0.7029 0.7099 0.6985
S2 0.6940 0.6940 0.7080
S3 0.6740 0.6829 0.7062
S4 0.6540 0.6629 0.7007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7208 0.7052 0.0156 2.2% 0.0073 1.0% 52% True False 74,181
10 0.7280 0.7052 0.0228 3.2% 0.0079 1.1% 36% False False 78,085
20 0.7358 0.7052 0.0306 4.3% 0.0087 1.2% 26% False False 79,122
40 0.7358 0.6908 0.0450 6.3% 0.0087 1.2% 50% False False 77,185
60 0.7361 0.6874 0.0487 6.8% 0.0090 1.3% 53% False False 54,066
80 0.7422 0.6874 0.0548 7.7% 0.0086 1.2% 47% False False 40,604
100 0.7764 0.6874 0.0890 12.5% 0.0083 1.2% 29% False False 32,495
120 0.7894 0.6874 0.1020 14.3% 0.0075 1.0% 25% False False 27,080
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7582
2.618 0.7438
1.618 0.7350
1.000 0.7296
0.618 0.7262
HIGH 0.7208
0.618 0.7174
0.500 0.7164
0.382 0.7154
LOW 0.7120
0.618 0.7066
1.000 0.7032
1.618 0.6978
2.618 0.6890
4.250 0.6746
Fisher Pivots for day following 04-Nov-2015
Pivot 1 day 3 day
R1 0.7164 0.7149
PP 0.7154 0.7144
S1 0.7143 0.7138

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

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