CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 21-Apr-2015
Day Change Summary
Previous Current
20-Apr-2015 21-Apr-2015 Change Change % Previous Week
Open 0.7783 0.7700 -0.0083 -1.1% 0.7643
High 0.7801 0.7730 -0.0071 -0.9% 0.7817
Low 0.7682 0.7659 -0.0023 -0.3% 0.7526
Close 0.7693 0.7682 -0.0011 -0.1% 0.7754
Range 0.0119 0.0071 -0.0048 -40.3% 0.0291
ATR 0.0106 0.0104 -0.0003 -2.4% 0.0000
Volume 82,921 76,349 -6,572 -7.9% 587,264
Daily Pivots for day following 21-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7903 0.7864 0.7721
R3 0.7832 0.7793 0.7702
R2 0.7761 0.7761 0.7695
R1 0.7722 0.7722 0.7689 0.7706
PP 0.7690 0.7690 0.7690 0.7683
S1 0.7651 0.7651 0.7675 0.7635
S2 0.7619 0.7619 0.7669
S3 0.7548 0.7580 0.7662
S4 0.7477 0.7509 0.7643
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8572 0.8454 0.7914
R3 0.8281 0.8163 0.7834
R2 0.7990 0.7990 0.7807
R1 0.7872 0.7872 0.7781 0.7931
PP 0.7699 0.7699 0.7699 0.7729
S1 0.7581 0.7581 0.7727 0.7640
S2 0.7408 0.7408 0.7701
S3 0.7117 0.7290 0.7674
S4 0.6826 0.6999 0.7594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7817 0.7545 0.0272 3.5% 0.0110 1.4% 50% False False 104,778
10 0.7817 0.7526 0.0291 3.8% 0.0103 1.3% 54% False False 101,812
20 0.7901 0.7504 0.0397 5.2% 0.0097 1.3% 45% False False 97,132
40 0.7901 0.7504 0.0397 5.2% 0.0103 1.3% 45% False False 74,049
60 0.7942 0.7504 0.0438 5.7% 0.0098 1.3% 41% False False 49,490
80 0.8208 0.7504 0.0704 9.2% 0.0092 1.2% 25% False False 37,164
100 0.8430 0.7504 0.0926 12.1% 0.0080 1.0% 19% False False 29,734
120 0.8746 0.7504 0.1242 16.2% 0.0069 0.9% 14% False False 24,778
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0024
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.8032
2.618 0.7916
1.618 0.7845
1.000 0.7801
0.618 0.7774
HIGH 0.7730
0.618 0.7703
0.500 0.7695
0.382 0.7686
LOW 0.7659
0.618 0.7615
1.000 0.7588
1.618 0.7544
2.618 0.7473
4.250 0.7357
Fisher Pivots for day following 21-Apr-2015
Pivot 1 day 3 day
R1 0.7695 0.7738
PP 0.7690 0.7719
S1 0.7686 0.7701

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

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