CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 29-May-2015
Day Change Summary
Previous Current
28-May-2015 29-May-2015 Change Change % Previous Week
Open 0.7725 0.7645 -0.0080 -1.0% 0.7802
High 0.7755 0.7668 -0.0087 -1.1% 0.7832
Low 0.7611 0.7623 0.0012 0.2% 0.7611
Close 0.7647 0.7649 0.0002 0.0% 0.7649
Range 0.0144 0.0045 -0.0099 -68.8% 0.0221
ATR 0.0104 0.0100 -0.0004 -4.0% 0.0000
Volume 114,346 78,236 -36,110 -31.6% 354,704
Daily Pivots for day following 29-May-2015
Classic Woodie Camarilla DeMark
R4 0.7782 0.7760 0.7674
R3 0.7737 0.7715 0.7661
R2 0.7692 0.7692 0.7657
R1 0.7670 0.7670 0.7653 0.7681
PP 0.7647 0.7647 0.7647 0.7652
S1 0.7625 0.7625 0.7645 0.7636
S2 0.7602 0.7602 0.7641
S3 0.7557 0.7580 0.7637
S4 0.7512 0.7535 0.7624
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 0.8360 0.8226 0.7771
R3 0.8139 0.8005 0.7710
R2 0.7918 0.7918 0.7690
R1 0.7784 0.7784 0.7669 0.7741
PP 0.7697 0.7697 0.7697 0.7676
S1 0.7563 0.7563 0.7629 0.7520
S2 0.7476 0.7476 0.7608
S3 0.7255 0.7342 0.7588
S4 0.7034 0.7121 0.7527
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7922 0.7611 0.0311 4.1% 0.0100 1.3% 12% False False 85,552
10 0.8077 0.7611 0.0466 6.1% 0.0090 1.2% 8% False False 75,400
20 0.8151 0.7611 0.0540 7.1% 0.0100 1.3% 7% False False 84,421
40 0.8151 0.7504 0.0647 8.5% 0.0103 1.3% 22% False False 93,224
60 0.8151 0.7504 0.0647 8.5% 0.0106 1.4% 22% False False 89,814
80 0.8151 0.7504 0.0647 8.5% 0.0099 1.3% 22% False False 67,551
100 0.8208 0.7504 0.0704 9.2% 0.0099 1.3% 21% False False 54,100
120 0.8231 0.7504 0.0727 9.5% 0.0089 1.2% 20% False False 45,089
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 98 trading days
Fibonacci Retracements and Extensions
4.250 0.7859
2.618 0.7786
1.618 0.7741
1.000 0.7713
0.618 0.7696
HIGH 0.7668
0.618 0.7651
0.500 0.7646
0.382 0.7640
LOW 0.7623
0.618 0.7595
1.000 0.7578
1.618 0.7550
2.618 0.7505
4.250 0.7432
Fisher Pivots for day following 29-May-2015
Pivot 1 day 3 day
R1 0.7648 0.7686
PP 0.7647 0.7674
S1 0.7646 0.7661

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

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