CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 23-Jan-2015
Day Change Summary
Previous Current
22-Jan-2015 23-Jan-2015 Change Change % Previous Week
Open 0.7998 0.7939 -0.0059 -0.7% 0.8142
High 0.8049 0.7964 -0.0085 -1.1% 0.8153
Low 0.7923 0.7807 -0.0116 -1.5% 0.7807
Close 0.7983 0.7853 -0.0130 -1.6% 0.7853
Range 0.0126 0.0157 0.0031 24.6% 0.0346
ATR 0.0078 0.0085 0.0007 9.0% 0.0000
Volume 371 279 -92 -24.8% 1,160
Daily Pivots for day following 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8346 0.8256 0.7939
R3 0.8189 0.8099 0.7896
R2 0.8032 0.8032 0.7882
R1 0.7942 0.7942 0.7867 0.7909
PP 0.7875 0.7875 0.7875 0.7858
S1 0.7785 0.7785 0.7839 0.7752
S2 0.7718 0.7718 0.7824
S3 0.7561 0.7628 0.7810
S4 0.7404 0.7471 0.7767
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8976 0.8760 0.8043
R3 0.8630 0.8414 0.7948
R2 0.8284 0.8284 0.7916
R1 0.8068 0.8068 0.7885 0.8003
PP 0.7938 0.7938 0.7938 0.7905
S1 0.7722 0.7722 0.7821 0.7657
S2 0.7592 0.7592 0.7790
S3 0.7246 0.7376 0.7758
S4 0.6900 0.7030 0.7663
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8162 0.7807 0.0355 4.5% 0.0114 1.4% 13% False True 408
10 0.8208 0.7807 0.0401 5.1% 0.0107 1.4% 11% False True 272
20 0.8208 0.7807 0.0401 5.1% 0.0074 0.9% 11% False True 187
40 0.8430 0.7807 0.0623 7.9% 0.0054 0.7% 7% False True 99
60 0.8746 0.7807 0.0939 12.0% 0.0040 0.5% 5% False True 67
80 0.8746 0.7807 0.0939 12.0% 0.0032 0.4% 5% False True 50
100 0.9200 0.7807 0.1393 17.7% 0.0028 0.4% 3% False True 41
120 0.9200 0.7807 0.1393 17.7% 0.0024 0.3% 3% False True 35
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 0.0027
Widest range in 122 trading days
Fibonacci Retracements and Extensions
4.250 0.8631
2.618 0.8375
1.618 0.8218
1.000 0.8121
0.618 0.8061
HIGH 0.7964
0.618 0.7904
0.500 0.7886
0.382 0.7867
LOW 0.7807
0.618 0.7710
1.000 0.7650
1.618 0.7553
2.618 0.7396
4.250 0.7140
Fisher Pivots for day following 23-Jan-2015
Pivot 1 day 3 day
R1 0.7886 0.7974
PP 0.7875 0.7933
S1 0.7864 0.7893

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

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