CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 05-May-2015
Day Change Summary
Previous Current
04-May-2015 05-May-2015 Change Change % Previous Week
Open 0.7817 0.7818 0.0001 0.0% 0.7802
High 0.7834 0.7939 0.0105 1.3% 0.8055
Low 0.7784 0.7765 -0.0019 -0.2% 0.7770
Close 0.7828 0.7925 0.0097 1.2% 0.7805
Range 0.0050 0.0174 0.0124 248.0% 0.0285
ATR 0.0105 0.0110 0.0005 4.7% 0.0000
Volume 54,334 126,622 72,288 133.0% 594,709
Daily Pivots for day following 05-May-2015
Classic Woodie Camarilla DeMark
R4 0.8398 0.8336 0.8021
R3 0.8224 0.8162 0.7973
R2 0.8050 0.8050 0.7957
R1 0.7988 0.7988 0.7941 0.8019
PP 0.7876 0.7876 0.7876 0.7892
S1 0.7814 0.7814 0.7909 0.7845
S2 0.7702 0.7702 0.7893
S3 0.7528 0.7640 0.7877
S4 0.7354 0.7466 0.7829
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 0.8732 0.8553 0.7962
R3 0.8447 0.8268 0.7883
R2 0.8162 0.8162 0.7857
R1 0.7983 0.7983 0.7831 0.8073
PP 0.7877 0.7877 0.7877 0.7921
S1 0.7698 0.7698 0.7779 0.7788
S2 0.7592 0.7592 0.7753
S3 0.7307 0.7413 0.7727
S4 0.7022 0.7128 0.7648
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8055 0.7765 0.0290 3.7% 0.0117 1.5% 55% False True 111,498
10 0.8055 0.7682 0.0373 4.7% 0.0112 1.4% 65% False False 102,137
20 0.8055 0.7526 0.0529 6.7% 0.0107 1.4% 75% False False 101,974
40 0.8055 0.7504 0.0551 7.0% 0.0110 1.4% 76% False False 98,062
60 0.8055 0.7504 0.0551 7.0% 0.0100 1.3% 76% False False 66,443
80 0.8208 0.7504 0.0704 8.9% 0.0101 1.3% 60% False False 49,919
100 0.8225 0.7504 0.0721 9.1% 0.0089 1.1% 58% False False 39,947
120 0.8624 0.7504 0.1120 14.1% 0.0076 1.0% 38% False False 33,290
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8679
2.618 0.8395
1.618 0.8221
1.000 0.8113
0.618 0.8047
HIGH 0.7939
0.618 0.7873
0.500 0.7852
0.382 0.7831
LOW 0.7765
0.618 0.7657
1.000 0.7591
1.618 0.7483
2.618 0.7309
4.250 0.7026
Fisher Pivots for day following 05-May-2015
Pivot 1 day 3 day
R1 0.7901 0.7901
PP 0.7876 0.7876
S1 0.7852 0.7852

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

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