CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 20-Jul-2015
Day Change Summary
Previous Current
17-Jul-2015 20-Jul-2015 Change Change % Previous Week
Open 0.7362 0.7302 -0.0060 -0.8% 0.7380
High 0.7362 0.7322 -0.0040 -0.5% 0.7422
Low 0.7319 0.7280 -0.0039 -0.5% 0.7300
Close 0.7320 0.7317 -0.0003 0.0% 0.7320
Range 0.0043 0.0042 -0.0001 -2.3% 0.0122
ATR 0.0073 0.0071 -0.0002 -3.1% 0.0000
Volume 74 168 94 127.0% 1,134
Daily Pivots for day following 20-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7432 0.7417 0.7340
R3 0.7390 0.7375 0.7329
R2 0.7348 0.7348 0.7325
R1 0.7333 0.7333 0.7321 0.7341
PP 0.7306 0.7306 0.7306 0.7310
S1 0.7291 0.7291 0.7313 0.7299
S2 0.7264 0.7264 0.7309
S3 0.7222 0.7249 0.7305
S4 0.7180 0.7207 0.7294
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7713 0.7639 0.7387
R3 0.7591 0.7517 0.7354
R2 0.7469 0.7469 0.7342
R1 0.7395 0.7395 0.7331 0.7371
PP 0.7347 0.7347 0.7347 0.7336
S1 0.7273 0.7273 0.7309 0.7249
S2 0.7225 0.7225 0.7298
S3 0.7103 0.7151 0.7286
S4 0.6981 0.7029 0.7253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7422 0.7280 0.0142 1.9% 0.0071 1.0% 26% False True 202
10 0.7436 0.7280 0.0156 2.1% 0.0071 1.0% 24% False True 158
20 0.7719 0.7280 0.0439 6.0% 0.0070 1.0% 8% False True 94
40 0.7764 0.7280 0.0484 6.6% 0.0058 0.8% 8% False True 54
60 0.8046 0.7280 0.0766 10.5% 0.0048 0.7% 5% False True 37
80 0.8046 0.7280 0.0766 10.5% 0.0041 0.6% 5% False True 29
100 0.8046 0.7280 0.0766 10.5% 0.0039 0.5% 5% False True 25
120 0.8046 0.7280 0.0766 10.5% 0.0034 0.5% 5% False True 21
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0010
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7501
2.618 0.7432
1.618 0.7390
1.000 0.7364
0.618 0.7348
HIGH 0.7322
0.618 0.7306
0.500 0.7301
0.382 0.7296
LOW 0.7280
0.618 0.7254
1.000 0.7238
1.618 0.7212
2.618 0.7170
4.250 0.7102
Fisher Pivots for day following 20-Jul-2015
Pivot 1 day 3 day
R1 0.7312 0.7328
PP 0.7306 0.7324
S1 0.7301 0.7321

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

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