CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 04-Aug-2015
Day Change Summary
Previous Current
03-Aug-2015 04-Aug-2015 Change Change % Previous Week
Open 0.7240 0.7225 -0.0015 -0.2% 0.7239
High 0.7244 0.7376 0.0132 1.8% 0.7313
Low 0.7214 0.7216 0.0002 0.0% 0.7189
Close 0.7220 0.7333 0.0113 1.6% 0.7242
Range 0.0030 0.0160 0.0130 433.3% 0.0124
ATR 0.0070 0.0076 0.0006 9.3% 0.0000
Volume 230 143 -87 -37.8% 1,468
Daily Pivots for day following 04-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7788 0.7721 0.7421
R3 0.7628 0.7561 0.7377
R2 0.7468 0.7468 0.7362
R1 0.7401 0.7401 0.7348 0.7435
PP 0.7308 0.7308 0.7308 0.7325
S1 0.7241 0.7241 0.7318 0.7275
S2 0.7148 0.7148 0.7304
S3 0.6988 0.7081 0.7289
S4 0.6828 0.6921 0.7245
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7620 0.7555 0.7310
R3 0.7496 0.7431 0.7276
R2 0.7372 0.7372 0.7265
R1 0.7307 0.7307 0.7253 0.7340
PP 0.7248 0.7248 0.7248 0.7264
S1 0.7183 0.7183 0.7231 0.7216
S2 0.7124 0.7124 0.7219
S3 0.7000 0.7059 0.7208
S4 0.6876 0.6935 0.7174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7376 0.7189 0.0187 2.6% 0.0084 1.1% 77% True False 218
10 0.7376 0.7189 0.0187 2.6% 0.0075 1.0% 77% True False 200
20 0.7436 0.7189 0.0247 3.4% 0.0074 1.0% 58% False False 183
40 0.7764 0.7189 0.0575 7.8% 0.0070 0.9% 25% False False 107
60 0.8046 0.7189 0.0857 11.7% 0.0056 0.8% 17% False False 72
80 0.8046 0.7189 0.0857 11.7% 0.0049 0.7% 17% False False 55
100 0.8046 0.7189 0.0857 11.7% 0.0046 0.6% 17% False False 45
120 0.8046 0.7189 0.0857 11.7% 0.0040 0.5% 17% False False 39
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 0.0014
Widest range in 132 trading days
Fibonacci Retracements and Extensions
4.250 0.8056
2.618 0.7795
1.618 0.7635
1.000 0.7536
0.618 0.7475
HIGH 0.7376
0.618 0.7315
0.500 0.7296
0.382 0.7277
LOW 0.7216
0.618 0.7117
1.000 0.7056
1.618 0.6957
2.618 0.6797
4.250 0.6536
Fisher Pivots for day following 04-Aug-2015
Pivot 1 day 3 day
R1 0.7321 0.7316
PP 0.7308 0.7299
S1 0.7296 0.7283

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

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