CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 28-Apr-2015
Day Change Summary
Previous Current
27-Apr-2015 28-Apr-2015 Change Change % Previous Week
Open 0.7802 0.7828 0.0026 0.3% 0.7783
High 0.7851 0.8006 0.0155 2.0% 0.7819
Low 0.7770 0.7813 0.0043 0.6% 0.7659
Close 0.7830 0.7993 0.0163 2.1% 0.7803
Range 0.0081 0.0193 0.0112 138.3% 0.0160
ATR 0.0098 0.0105 0.0007 6.9% 0.0000
Volume 79,720 138,453 58,733 73.7% 404,978
Daily Pivots for day following 28-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8516 0.8448 0.8099
R3 0.8323 0.8255 0.8046
R2 0.8130 0.8130 0.8028
R1 0.8062 0.8062 0.8011 0.8096
PP 0.7937 0.7937 0.7937 0.7955
S1 0.7869 0.7869 0.7975 0.7903
S2 0.7744 0.7744 0.7958
S3 0.7551 0.7676 0.7940
S4 0.7358 0.7483 0.7887
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8240 0.8182 0.7891
R3 0.8080 0.8022 0.7847
R2 0.7920 0.7920 0.7832
R1 0.7862 0.7862 0.7818 0.7891
PP 0.7760 0.7760 0.7760 0.7775
S1 0.7702 0.7702 0.7788 0.7731
S2 0.7600 0.7600 0.7774
S3 0.7440 0.7542 0.7759
S4 0.7280 0.7382 0.7715
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8006 0.7682 0.0324 4.1% 0.0106 1.3% 96% True False 92,776
10 0.8006 0.7545 0.0461 5.8% 0.0108 1.4% 97% True False 98,777
20 0.8006 0.7504 0.0502 6.3% 0.0101 1.3% 97% True False 98,337
40 0.8006 0.7504 0.0502 6.3% 0.0106 1.3% 97% True False 85,507
60 0.8006 0.7504 0.0502 6.3% 0.0099 1.2% 97% True False 57,184
80 0.8208 0.7504 0.0704 8.8% 0.0097 1.2% 69% False False 42,960
100 0.8290 0.7504 0.0786 9.8% 0.0085 1.1% 62% False False 34,373
120 0.8624 0.7504 0.1120 14.0% 0.0073 0.9% 44% False False 28,644
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 0.8826
2.618 0.8511
1.618 0.8318
1.000 0.8199
0.618 0.8125
HIGH 0.8006
0.618 0.7932
0.500 0.7910
0.382 0.7887
LOW 0.7813
0.618 0.7694
1.000 0.7620
1.618 0.7501
2.618 0.7308
4.250 0.6993
Fisher Pivots for day following 28-Apr-2015
Pivot 1 day 3 day
R1 0.7965 0.7954
PP 0.7937 0.7914
S1 0.7910 0.7875

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

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