CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 07-Jul-2015
Day Change Summary
Previous Current
06-Jul-2015 07-Jul-2015 Change Change % Previous Week
Open 0.7518 0.7411 -0.0107 -1.4% 0.7563
High 0.7518 0.7411 -0.0107 -1.4% 0.7660
Low 0.7420 0.7348 -0.0072 -1.0% 0.7528
Close 0.7433 0.7376 -0.0057 -0.8% 0.7558
Range 0.0098 0.0063 -0.0035 -35.7% 0.0132
ATR 0.0072 0.0072 0.0001 1.3% 0.0000
Volume 26 72 46 176.9% 152
Daily Pivots for day following 07-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7567 0.7535 0.7411
R3 0.7504 0.7472 0.7393
R2 0.7441 0.7441 0.7388
R1 0.7409 0.7409 0.7382 0.7394
PP 0.7378 0.7378 0.7378 0.7371
S1 0.7346 0.7346 0.7370 0.7331
S2 0.7315 0.7315 0.7364
S3 0.7252 0.7283 0.7359
S4 0.7189 0.7220 0.7341
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7978 0.7900 0.7631
R3 0.7846 0.7768 0.7594
R2 0.7714 0.7714 0.7582
R1 0.7636 0.7636 0.7570 0.7609
PP 0.7582 0.7582 0.7582 0.7569
S1 0.7504 0.7504 0.7546 0.7477
S2 0.7450 0.7450 0.7534
S3 0.7318 0.7372 0.7522
S4 0.7186 0.7240 0.7485
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7660 0.7348 0.0312 4.2% 0.0070 0.9% 9% False True 39
10 0.7698 0.7348 0.0350 4.7% 0.0068 0.9% 8% False True 36
20 0.7764 0.7348 0.0416 5.6% 0.0065 0.9% 7% False True 31
40 0.8046 0.7348 0.0698 9.5% 0.0047 0.6% 4% False True 17
60 0.8046 0.7348 0.0698 9.5% 0.0041 0.6% 4% False True 12
80 0.8046 0.7348 0.0698 9.5% 0.0039 0.5% 4% False True 11
100 0.8046 0.7348 0.0698 9.5% 0.0033 0.4% 4% False True 10
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7679
2.618 0.7576
1.618 0.7513
1.000 0.7474
0.618 0.7450
HIGH 0.7411
0.618 0.7387
0.500 0.7380
0.382 0.7372
LOW 0.7348
0.618 0.7309
1.000 0.7285
1.618 0.7246
2.618 0.7183
4.250 0.7080
Fisher Pivots for day following 07-Jul-2015
Pivot 1 day 3 day
R1 0.7380 0.7467
PP 0.7378 0.7437
S1 0.7377 0.7406

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

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