CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary
Previous Current
20-Aug-2015 21-Aug-2015 Change Change % Previous Week
Open 0.7312 0.7295 -0.0017 -0.2% 0.7333
High 0.7327 0.7315 -0.0012 -0.2% 0.7341
Low 0.7242 0.7246 0.0004 0.1% 0.7242
Close 0.7296 0.7285 -0.0011 -0.2% 0.7285
Range 0.0085 0.0069 -0.0016 -18.8% 0.0099
ATR 0.0075 0.0075 0.0000 -0.6% 0.0000
Volume 341 250 -91 -26.7% 1,679
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7489 0.7456 0.7323
R3 0.7420 0.7387 0.7304
R2 0.7351 0.7351 0.7298
R1 0.7318 0.7318 0.7291 0.7300
PP 0.7282 0.7282 0.7282 0.7273
S1 0.7249 0.7249 0.7279 0.7231
S2 0.7213 0.7213 0.7272
S3 0.7144 0.7180 0.7266
S4 0.7075 0.7111 0.7247
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7586 0.7535 0.7339
R3 0.7487 0.7436 0.7312
R2 0.7388 0.7388 0.7303
R1 0.7337 0.7337 0.7294 0.7313
PP 0.7289 0.7289 0.7289 0.7278
S1 0.7238 0.7238 0.7276 0.7214
S2 0.7190 0.7190 0.7267
S3 0.7091 0.7139 0.7258
S4 0.6992 0.7040 0.7231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7341 0.7242 0.0099 1.4% 0.0062 0.9% 43% False False 335
10 0.7370 0.7175 0.0195 2.7% 0.0079 1.1% 56% False False 371
20 0.7376 0.7175 0.0201 2.8% 0.0075 1.0% 55% False False 324
40 0.7660 0.7175 0.0485 6.7% 0.0074 1.0% 23% False False 214
60 0.7764 0.7175 0.0589 8.1% 0.0066 0.9% 19% False False 149
80 0.8046 0.7175 0.0871 12.0% 0.0057 0.8% 13% False False 112
100 0.8046 0.7175 0.0871 12.0% 0.0050 0.7% 13% False False 91
120 0.8046 0.7175 0.0871 12.0% 0.0047 0.6% 13% False False 77
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7608
2.618 0.7496
1.618 0.7427
1.000 0.7384
0.618 0.7358
HIGH 0.7315
0.618 0.7289
0.500 0.7281
0.382 0.7272
LOW 0.7246
0.618 0.7203
1.000 0.7177
1.618 0.7134
2.618 0.7065
4.250 0.6953
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 0.7284 0.7285
PP 0.7282 0.7285
S1 0.7281 0.7285

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

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