CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 14-Apr-2015
Day Change Summary
Previous Current
13-Apr-2015 14-Apr-2015 Change Change % Previous Week
Open 0.7643 0.7561 -0.0082 -1.1% 0.7609
High 0.7650 0.7622 -0.0028 -0.4% 0.7709
Low 0.7526 0.7528 0.0002 0.0% 0.7548
Close 0.7559 0.7605 0.0046 0.6% 0.7655
Range 0.0124 0.0094 -0.0030 -24.2% 0.0161
ATR 0.0102 0.0102 -0.0001 -0.6% 0.0000
Volume 114,508 108,134 -6,374 -5.6% 430,689
Daily Pivots for day following 14-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7867 0.7830 0.7657
R3 0.7773 0.7736 0.7631
R2 0.7679 0.7679 0.7622
R1 0.7642 0.7642 0.7614 0.7661
PP 0.7585 0.7585 0.7585 0.7594
S1 0.7548 0.7548 0.7596 0.7567
S2 0.7491 0.7491 0.7588
S3 0.7397 0.7454 0.7579
S4 0.7303 0.7360 0.7553
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% 0.0095 1.2% 43% False False 98,846
10 0.7709 0.7504 0.0205 2.7% 0.0093 1.2% 49% False False 97,897
20 0.7901 0.7504 0.0397 5.2% 0.0110 1.4% 25% False False 99,874
40 0.7901 0.7504 0.0397 5.2% 0.0097 1.3% 25% False False 60,990
60 0.8162 0.7504 0.0658 8.7% 0.0098 1.3% 15% False False 40,793
80 0.8208 0.7504 0.0704 9.3% 0.0089 1.2% 14% False False 30,618
100 0.8605 0.7504 0.1101 14.5% 0.0075 1.0% 9% False False 24,495
120 0.8746 0.7504 0.1242 16.3% 0.0065 0.8% 8% False False 20,413
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8022
2.618 0.7868
1.618 0.7774
1.000 0.7716
0.618 0.7680
HIGH 0.7622
0.618 0.7586
0.500 0.7575
0.382 0.7564
LOW 0.7528
0.618 0.7470
1.000 0.7434
1.618 0.7376
2.618 0.7282
4.250 0.7129
Fisher Pivots for day following 14-Apr-2015
Pivot 1 day 3 day
R1 0.7595 0.7610
PP 0.7585 0.7608
S1 0.7575 0.7607

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

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