CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 26-Mar-2015
Day Change Summary
Previous Current
25-Mar-2015 26-Mar-2015 Change Change % Previous Week
Open 0.7837 0.7810 -0.0027 -0.3% 0.7587
High 0.7868 0.7849 -0.0019 -0.2% 0.7806
Low 0.7793 0.7766 -0.0027 -0.3% 0.7550
Close 0.7803 0.7780 -0.0023 -0.3% 0.7736
Range 0.0075 0.0083 0.0008 10.7% 0.0256
ATR 0.0111 0.0109 -0.0002 -1.8% 0.0000
Volume 72,969 74,927 1,958 2.7% 526,108
Daily Pivots for day following 26-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8047 0.7997 0.7826
R3 0.7964 0.7914 0.7803
R2 0.7881 0.7881 0.7795
R1 0.7831 0.7831 0.7788 0.7815
PP 0.7798 0.7798 0.7798 0.7790
S1 0.7748 0.7748 0.7772 0.7732
S2 0.7715 0.7715 0.7765
S3 0.7632 0.7665 0.7757
S4 0.7549 0.7582 0.7734
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8465 0.8357 0.7877
R3 0.8209 0.8101 0.7806
R2 0.7953 0.7953 0.7783
R1 0.7845 0.7845 0.7759 0.7899
PP 0.7697 0.7697 0.7697 0.7725
S1 0.7589 0.7589 0.7713 0.7643
S2 0.7441 0.7441 0.7689
S3 0.7185 0.7333 0.7666
S4 0.6929 0.7077 0.7595
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7901 0.7606 0.0295 3.8% 0.0111 1.4% 59% False False 98,628
10 0.7901 0.7550 0.0351 4.5% 0.0123 1.6% 66% False False 101,424
20 0.7901 0.7517 0.0384 4.9% 0.0106 1.4% 68% False False 63,717
40 0.7901 0.7517 0.0384 4.9% 0.0098 1.3% 68% False False 32,079
60 0.8208 0.7517 0.0691 8.9% 0.0094 1.2% 38% False False 21,463
80 0.8394 0.7517 0.0877 11.3% 0.0079 1.0% 30% False False 16,101
100 0.8656 0.7517 0.1139 14.6% 0.0066 0.8% 23% False False 12,881
120 0.8746 0.7517 0.1229 15.8% 0.0056 0.7% 21% False False 10,734
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 0.0028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8202
2.618 0.8066
1.618 0.7983
1.000 0.7932
0.618 0.7900
HIGH 0.7849
0.618 0.7817
0.500 0.7808
0.382 0.7798
LOW 0.7766
0.618 0.7715
1.000 0.7683
1.618 0.7632
2.618 0.7549
4.250 0.7413
Fisher Pivots for day following 26-Mar-2015
Pivot 1 day 3 day
R1 0.7808 0.7834
PP 0.7798 0.7816
S1 0.7789 0.7798

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

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