CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 15-Jan-2015
Day Change Summary
Previous Current
14-Jan-2015 15-Jan-2015 Change Change % Previous Week
Open 0.8076 0.8108 0.0032 0.4% 0.7981
High 0.8092 0.8208 0.0116 1.4% 0.8117
Low 0.7984 0.8064 0.0080 1.0% 0.7952
Close 0.8060 0.8138 0.0078 1.0% 0.8111
Range 0.0108 0.0144 0.0036 33.3% 0.0165
ATR 0.0062 0.0068 0.0006 9.8% 0.0000
Volume 51 212 161 315.7% 865
Daily Pivots for day following 15-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8569 0.8497 0.8217
R3 0.8425 0.8353 0.8178
R2 0.8281 0.8281 0.8164
R1 0.8209 0.8209 0.8151 0.8245
PP 0.8137 0.8137 0.8137 0.8155
S1 0.8065 0.8065 0.8125 0.8101
S2 0.7993 0.7993 0.8112
S3 0.7849 0.7921 0.8098
S4 0.7705 0.7777 0.8059
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8555 0.8498 0.8202
R3 0.8390 0.8333 0.8156
R2 0.8225 0.8225 0.8141
R1 0.8168 0.8168 0.8126 0.8197
PP 0.8060 0.8060 0.8060 0.8074
S1 0.8003 0.8003 0.8096 0.8032
S2 0.7895 0.7895 0.8081
S3 0.7730 0.7838 0.8066
S4 0.7565 0.7673 0.8020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8208 0.7984 0.0224 2.8% 0.0100 1.2% 69% True False 137
10 0.8208 0.7952 0.0256 3.1% 0.0075 0.9% 73% True False 150
20 0.8208 0.7952 0.0256 3.1% 0.0060 0.7% 73% True False 94
40 0.8605 0.7952 0.0653 8.0% 0.0040 0.5% 28% False False 49
60 0.8746 0.7952 0.0794 9.8% 0.0031 0.4% 23% False False 33
80 0.8746 0.7952 0.0794 9.8% 0.0026 0.3% 23% False False 25
100 0.9200 0.7952 0.1248 15.3% 0.0022 0.3% 15% False False 21
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 0.0013
Widest range in 117 trading days
Fibonacci Retracements and Extensions
4.250 0.8820
2.618 0.8585
1.618 0.8441
1.000 0.8352
0.618 0.8297
HIGH 0.8208
0.618 0.8153
0.500 0.8136
0.382 0.8119
LOW 0.8064
0.618 0.7975
1.000 0.7920
1.618 0.7831
2.618 0.7687
4.250 0.7452
Fisher Pivots for day following 15-Jan-2015
Pivot 1 day 3 day
R1 0.8137 0.8124
PP 0.8137 0.8110
S1 0.8136 0.8096

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

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