CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 18-Aug-2015
Day Change Summary
Previous Current
17-Aug-2015 18-Aug-2015 Change Change % Previous Week
Open 0.7333 0.7326 -0.0007 -0.1% 0.7360
High 0.7341 0.7334 -0.0007 -0.1% 0.7370
Low 0.7300 0.7276 -0.0024 -0.3% 0.7175
Close 0.7335 0.7294 -0.0041 -0.6% 0.7332
Range 0.0041 0.0058 0.0017 41.5% 0.0195
ATR 0.0077 0.0075 -0.0001 -1.6% 0.0000
Volume 572 112 -460 -80.4% 2,037
Daily Pivots for day following 18-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7475 0.7443 0.7326
R3 0.7417 0.7385 0.7310
R2 0.7359 0.7359 0.7305
R1 0.7327 0.7327 0.7299 0.7314
PP 0.7301 0.7301 0.7301 0.7295
S1 0.7269 0.7269 0.7289 0.7256
S2 0.7243 0.7243 0.7283
S3 0.7185 0.7211 0.7278
S4 0.7127 0.7153 0.7262
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7877 0.7800 0.7439
R3 0.7682 0.7605 0.7386
R2 0.7487 0.7487 0.7368
R1 0.7410 0.7410 0.7350 0.7351
PP 0.7292 0.7292 0.7292 0.7263
S1 0.7215 0.7215 0.7314 0.7156
S2 0.7097 0.7097 0.7296
S3 0.6902 0.7020 0.7278
S4 0.6707 0.6825 0.7225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7361 0.7175 0.0186 2.6% 0.0077 1.1% 64% False False 469
10 0.7370 0.7175 0.0195 2.7% 0.0075 1.0% 61% False False 364
20 0.7376 0.7175 0.0201 2.8% 0.0075 1.0% 59% False False 282
40 0.7698 0.7175 0.0523 7.2% 0.0073 1.0% 23% False False 191
60 0.7764 0.7175 0.0589 8.1% 0.0065 0.9% 20% False False 132
80 0.8046 0.7175 0.0871 11.9% 0.0056 0.8% 14% False False 100
100 0.8046 0.7175 0.0871 11.9% 0.0049 0.7% 14% False False 81
120 0.8046 0.7175 0.0871 11.9% 0.0045 0.6% 14% False False 69
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7581
2.618 0.7486
1.618 0.7428
1.000 0.7392
0.618 0.7370
HIGH 0.7334
0.618 0.7312
0.500 0.7305
0.382 0.7298
LOW 0.7276
0.618 0.7240
1.000 0.7218
1.618 0.7182
2.618 0.7124
4.250 0.7030
Fisher Pivots for day following 18-Aug-2015
Pivot 1 day 3 day
R1 0.7305 0.7313
PP 0.7301 0.7307
S1 0.7298 0.7300

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

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