CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 13-Apr-2015
Day Change Summary
Previous Current
10-Apr-2015 13-Apr-2015 Change Change % Previous Week
Open 0.7665 0.7643 -0.0022 -0.3% 0.7609
High 0.7693 0.7650 -0.0043 -0.6% 0.7709
Low 0.7609 0.7526 -0.0083 -1.1% 0.7548
Close 0.7655 0.7559 -0.0096 -1.3% 0.7655
Range 0.0084 0.0124 0.0040 47.6% 0.0161
ATR 0.0100 0.0102 0.0002 2.1% 0.0000
Volume 83,357 114,508 31,151 37.4% 430,689
Daily Pivots for day following 13-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7950 0.7879 0.7627
R3 0.7826 0.7755 0.7593
R2 0.7702 0.7702 0.7582
R1 0.7631 0.7631 0.7570 0.7605
PP 0.7578 0.7578 0.7578 0.7565
S1 0.7507 0.7507 0.7548 0.7481
S2 0.7454 0.7454 0.7536
S3 0.7330 0.7383 0.7525
S4 0.7206 0.7259 0.7491
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8120 0.8049 0.7744
R3 0.7959 0.7888 0.7699
R2 0.7798 0.7798 0.7685
R1 0.7727 0.7727 0.7670 0.7763
PP 0.7637 0.7637 0.7637 0.7655
S1 0.7566 0.7566 0.7640 0.7602
S2 0.7476 0.7476 0.7625
S3 0.7315 0.7405 0.7611
S4 0.7154 0.7244 0.7566
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7709 0.7526 0.0183 2.4% 0.0103 1.4% 18% False True 99,632
10 0.7714 0.7504 0.0210 2.8% 0.0095 1.3% 26% False False 96,612
20 0.7901 0.7504 0.0397 5.3% 0.0109 1.4% 14% False False 98,244
40 0.7901 0.7504 0.0397 5.3% 0.0096 1.3% 14% False False 58,307
60 0.8208 0.7504 0.0704 9.3% 0.0099 1.3% 8% False False 38,994
80 0.8208 0.7504 0.0704 9.3% 0.0088 1.2% 8% False False 29,266
100 0.8605 0.7504 0.1101 14.6% 0.0074 1.0% 5% False False 23,414
120 0.8746 0.7504 0.1242 16.4% 0.0064 0.8% 4% False False 19,511
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8177
2.618 0.7975
1.618 0.7851
1.000 0.7774
0.618 0.7727
HIGH 0.7650
0.618 0.7603
0.500 0.7588
0.382 0.7573
LOW 0.7526
0.618 0.7449
1.000 0.7402
1.618 0.7325
2.618 0.7201
4.250 0.6999
Fisher Pivots for day following 13-Apr-2015
Pivot 1 day 3 day
R1 0.7588 0.7618
PP 0.7578 0.7598
S1 0.7569 0.7579

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

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