CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 07-Jan-2015
Day Change Summary
Previous Current
06-Jan-2015 07-Jan-2015 Change Change % Previous Week
Open 0.8008 0.7988 -0.0020 -0.2% 0.8045
High 0.8058 0.7995 -0.0063 -0.8% 0.8120
Low 0.8008 0.7952 -0.0056 -0.7% 0.7996
Close 0.8017 0.7992 -0.0025 -0.3% 0.8023
Range 0.0050 0.0043 -0.0007 -14.0% 0.0124
ATR 0.0051 0.0052 0.0001 2.0% 0.0000
Volume 214 186 -28 -13.1% 169
Daily Pivots for day following 07-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8109 0.8093 0.8016
R3 0.8066 0.8050 0.8004
R2 0.8023 0.8023 0.8000
R1 0.8007 0.8007 0.7996 0.8015
PP 0.7980 0.7980 0.7980 0.7984
S1 0.7964 0.7964 0.7988 0.7972
S2 0.7937 0.7937 0.7984
S3 0.7894 0.7921 0.7980
S4 0.7851 0.7878 0.7968
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8418 0.8345 0.8091
R3 0.8294 0.8221 0.8057
R2 0.8170 0.8170 0.8046
R1 0.8097 0.8097 0.8034 0.8072
PP 0.8046 0.8046 0.8046 0.8034
S1 0.7973 0.7973 0.8012 0.7948
S2 0.7922 0.7922 0.8000
S3 0.7798 0.7849 0.7989
S4 0.7674 0.7725 0.7955
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8120 0.7952 0.0168 2.1% 0.0051 0.6% 24% False True 154
10 0.8120 0.7952 0.0168 2.1% 0.0041 0.5% 24% False True 91
20 0.8231 0.7952 0.0279 3.5% 0.0043 0.5% 14% False True 54
40 0.8624 0.7952 0.0672 8.4% 0.0027 0.3% 6% False True 28
60 0.8746 0.7952 0.0794 9.9% 0.0022 0.3% 5% False True 19
80 0.8919 0.7952 0.0967 12.1% 0.0019 0.2% 4% False True 14
100 0.9200 0.7952 0.1248 15.6% 0.0017 0.2% 3% False True 13
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0007
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8178
2.618 0.8108
1.618 0.8065
1.000 0.8038
0.618 0.8022
HIGH 0.7995
0.618 0.7979
0.500 0.7974
0.382 0.7968
LOW 0.7952
0.618 0.7925
1.000 0.7909
1.618 0.7882
2.618 0.7839
4.250 0.7769
Fisher Pivots for day following 07-Jan-2015
Pivot 1 day 3 day
R1 0.7986 0.8005
PP 0.7980 0.8001
S1 0.7974 0.7996

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

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