CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 08-Jan-2015
Day Change Summary
Previous Current
07-Jan-2015 08-Jan-2015 Change Change % Previous Week
Open 0.7988 0.7989 0.0001 0.0% 0.8045
High 0.7995 0.8040 0.0045 0.6% 0.8120
Low 0.7952 0.7989 0.0037 0.5% 0.7996
Close 0.7992 0.8020 0.0028 0.4% 0.8023
Range 0.0043 0.0051 0.0008 18.6% 0.0124
ATR 0.0052 0.0052 0.0000 -0.1% 0.0000
Volume 186 143 -43 -23.1% 169
Daily Pivots for day following 08-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8169 0.8146 0.8048
R3 0.8118 0.8095 0.8034
R2 0.8067 0.8067 0.8029
R1 0.8044 0.8044 0.8025 0.8056
PP 0.8016 0.8016 0.8016 0.8022
S1 0.7993 0.7993 0.8015 0.8005
S2 0.7965 0.7965 0.8011
S3 0.7914 0.7942 0.8006
S4 0.7863 0.7891 0.7992
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 0.8058 0.7952 0.0106 1.3% 0.0051 0.6% 64% False False 163
10 0.8120 0.7952 0.0168 2.1% 0.0041 0.5% 40% False False 101
20 0.8225 0.7952 0.0273 3.4% 0.0043 0.5% 25% False False 61
40 0.8624 0.7952 0.0672 8.4% 0.0028 0.3% 10% False False 31
60 0.8746 0.7952 0.0794 9.9% 0.0023 0.3% 9% False False 21
80 0.8919 0.7952 0.0967 12.1% 0.0020 0.2% 7% False False 16
100 0.9200 0.7952 0.1248 15.6% 0.0017 0.2% 5% False False 14
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8257
2.618 0.8174
1.618 0.8123
1.000 0.8091
0.618 0.8072
HIGH 0.8040
0.618 0.8021
0.500 0.8015
0.382 0.8008
LOW 0.7989
0.618 0.7957
1.000 0.7938
1.618 0.7906
2.618 0.7855
4.250 0.7772
Fisher Pivots for day following 08-Jan-2015
Pivot 1 day 3 day
R1 0.8018 0.8015
PP 0.8016 0.8010
S1 0.8015 0.8005

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

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