CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 09-Mar-2015
Day Change Summary
Previous Current
06-Mar-2015 09-Mar-2015 Change Change % Previous Week
Open 0.7734 0.7666 -0.0068 -0.9% 0.7758
High 0.7800 0.7694 -0.0106 -1.4% 0.7813
Low 0.7659 0.7639 -0.0020 -0.3% 0.7659
Close 0.7676 0.7667 -0.0009 -0.1% 0.7676
Range 0.0141 0.0055 -0.0086 -61.0% 0.0154
ATR 0.0087 0.0084 -0.0002 -2.6% 0.0000
Volume 13,715 30,555 16,840 122.8% 26,362
Daily Pivots for day following 09-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7832 0.7804 0.7697
R3 0.7777 0.7749 0.7682
R2 0.7722 0.7722 0.7677
R1 0.7694 0.7694 0.7672 0.7708
PP 0.7667 0.7667 0.7667 0.7674
S1 0.7639 0.7639 0.7662 0.7653
S2 0.7612 0.7612 0.7657
S3 0.7557 0.7584 0.7652
S4 0.7502 0.7529 0.7637
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8178 0.8081 0.7761
R3 0.8024 0.7927 0.7718
R2 0.7870 0.7870 0.7704
R1 0.7773 0.7773 0.7690 0.7745
PP 0.7716 0.7716 0.7716 0.7702
S1 0.7619 0.7619 0.7662 0.7591
S2 0.7562 0.7562 0.7648
S3 0.7408 0.7465 0.7634
S4 0.7254 0.7311 0.7591
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7813 0.7639 0.0174 2.3% 0.0087 1.1% 16% False True 11,060
10 0.7865 0.7639 0.0226 2.9% 0.0083 1.1% 12% False True 6,084
20 0.7865 0.7595 0.0270 3.5% 0.0080 1.0% 27% False False 3,205
40 0.8208 0.7571 0.0637 8.3% 0.0092 1.2% 15% False False 1,775
60 0.8225 0.7571 0.0654 8.5% 0.0076 1.0% 15% False False 1,204
80 0.8624 0.7571 0.1053 13.7% 0.0060 0.8% 9% False False 903
100 0.8746 0.7571 0.1175 15.3% 0.0051 0.7% 8% False False 723
120 0.8919 0.7571 0.1348 17.6% 0.0044 0.6% 7% False False 603
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 0.0023
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7928
2.618 0.7838
1.618 0.7783
1.000 0.7749
0.618 0.7728
HIGH 0.7694
0.618 0.7673
0.500 0.7667
0.382 0.7660
LOW 0.7639
0.618 0.7605
1.000 0.7584
1.618 0.7550
2.618 0.7495
4.250 0.7405
Fisher Pivots for day following 09-Mar-2015
Pivot 1 day 3 day
R1 0.7667 0.7720
PP 0.7667 0.7702
S1 0.7667 0.7685

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

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