CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 27-Mar-2015
Day Change Summary
Previous Current
26-Mar-2015 27-Mar-2015 Change Change % Previous Week
Open 0.7810 0.7792 -0.0018 -0.2% 0.7758
High 0.7849 0.7800 -0.0049 -0.6% 0.7901
Low 0.7766 0.7709 -0.0057 -0.7% 0.7709
Close 0.7780 0.7725 -0.0055 -0.7% 0.7725
Range 0.0083 0.0091 0.0008 9.6% 0.0192
ATR 0.0109 0.0107 -0.0001 -1.2% 0.0000
Volume 74,927 87,148 12,221 16.3% 472,651
Daily Pivots for day following 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8018 0.7962 0.7775
R3 0.7927 0.7871 0.7750
R2 0.7836 0.7836 0.7742
R1 0.7780 0.7780 0.7733 0.7763
PP 0.7745 0.7745 0.7745 0.7736
S1 0.7689 0.7689 0.7717 0.7672
S2 0.7654 0.7654 0.7708
S3 0.7563 0.7598 0.7700
S4 0.7472 0.7507 0.7675
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8354 0.8232 0.7831
R3 0.8162 0.8040 0.7778
R2 0.7970 0.7970 0.7760
R1 0.7848 0.7848 0.7743 0.7813
PP 0.7778 0.7778 0.7778 0.7761
S1 0.7656 0.7656 0.7707 0.7621
S2 0.7586 0.7586 0.7690
S3 0.7394 0.7464 0.7672
S4 0.7202 0.7272 0.7619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7901 0.7709 0.0192 2.5% 0.0097 1.3% 8% False True 94,530
10 0.7901 0.7550 0.0351 4.5% 0.0122 1.6% 50% False False 99,875
20 0.7901 0.7517 0.0384 5.0% 0.0108 1.4% 54% False False 67,994
40 0.7901 0.7517 0.0384 5.0% 0.0097 1.3% 54% False False 34,228
60 0.8208 0.7517 0.0691 8.9% 0.0094 1.2% 30% False False 22,915
80 0.8352 0.7517 0.0835 10.8% 0.0080 1.0% 25% False False 17,190
100 0.8624 0.7517 0.1107 14.3% 0.0067 0.9% 19% False False 13,752
120 0.8746 0.7517 0.1229 15.9% 0.0057 0.7% 17% False False 11,461
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 0.0029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8187
2.618 0.8038
1.618 0.7947
1.000 0.7891
0.618 0.7856
HIGH 0.7800
0.618 0.7765
0.500 0.7755
0.382 0.7744
LOW 0.7709
0.618 0.7653
1.000 0.7618
1.618 0.7562
2.618 0.7471
4.250 0.7322
Fisher Pivots for day following 27-Mar-2015
Pivot 1 day 3 day
R1 0.7755 0.7789
PP 0.7745 0.7767
S1 0.7735 0.7746

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

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