CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 09-Jul-2015
Day Change Summary
Previous Current
08-Jul-2015 09-Jul-2015 Change Change % Previous Week
Open 0.7391 0.7348 -0.0043 -0.6% 0.7563
High 0.7391 0.7424 0.0033 0.4% 0.7660
Low 0.7320 0.7348 0.0028 0.4% 0.7528
Close 0.7359 0.7383 0.0024 0.3% 0.7558
Range 0.0071 0.0076 0.0005 7.0% 0.0132
ATR 0.0072 0.0073 0.0000 0.4% 0.0000
Volume 65 19 -46 -70.8% 152
Daily Pivots for day following 09-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7613 0.7574 0.7425
R3 0.7537 0.7498 0.7404
R2 0.7461 0.7461 0.7397
R1 0.7422 0.7422 0.7390 0.7442
PP 0.7385 0.7385 0.7385 0.7395
S1 0.7346 0.7346 0.7376 0.7366
S2 0.7309 0.7309 0.7369
S3 0.7233 0.7270 0.7362
S4 0.7157 0.7194 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 0.7586 0.7320 0.0266 3.6% 0.0073 1.0% 24% False False 42
10 0.7676 0.7320 0.0356 4.8% 0.0069 0.9% 18% False False 38
20 0.7764 0.7320 0.0444 6.0% 0.0065 0.9% 14% False False 32
40 0.8046 0.7320 0.0726 9.8% 0.0048 0.7% 9% False False 19
60 0.8046 0.7320 0.0726 9.8% 0.0043 0.6% 9% False False 13
80 0.8046 0.7320 0.0726 9.8% 0.0041 0.5% 9% False False 12
100 0.8046 0.7320 0.0726 9.8% 0.0034 0.5% 9% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7747
2.618 0.7623
1.618 0.7547
1.000 0.7500
0.618 0.7471
HIGH 0.7424
0.618 0.7395
0.500 0.7386
0.382 0.7377
LOW 0.7348
0.618 0.7301
1.000 0.7272
1.618 0.7225
2.618 0.7149
4.250 0.7025
Fisher Pivots for day following 09-Jul-2015
Pivot 1 day 3 day
R1 0.7386 0.7379
PP 0.7385 0.7376
S1 0.7384 0.7372

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

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