CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 05-Jun-2015
Day Change Summary
Previous Current
04-Jun-2015 05-Jun-2015 Change Change % Previous Week
Open 0.7774 0.7674 -0.0100 -1.3% 0.7639
High 0.7777 0.7753 -0.0024 -0.3% 0.7819
Low 0.7661 0.7596 -0.0065 -0.8% 0.7591
Close 0.7681 0.7616 -0.0065 -0.8% 0.7616
Range 0.0116 0.0157 0.0041 35.3% 0.0228
ATR 0.0103 0.0107 0.0004 3.8% 0.0000
Volume 92,534 88,503 -4,031 -4.4% 464,213
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8126 0.8028 0.7702
R3 0.7969 0.7871 0.7659
R2 0.7812 0.7812 0.7645
R1 0.7714 0.7714 0.7630 0.7685
PP 0.7655 0.7655 0.7655 0.7640
S1 0.7557 0.7557 0.7602 0.7528
S2 0.7498 0.7498 0.7587
S3 0.7341 0.7400 0.7573
S4 0.7184 0.7243 0.7530
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8359 0.8216 0.7741
R3 0.8131 0.7988 0.7679
R2 0.7903 0.7903 0.7658
R1 0.7760 0.7760 0.7637 0.7718
PP 0.7675 0.7675 0.7675 0.7654
S1 0.7532 0.7532 0.7595 0.7490
S2 0.7447 0.7447 0.7574
S3 0.7219 0.7304 0.7553
S4 0.6991 0.7076 0.7491
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7819 0.7591 0.0228 3.0% 0.0120 1.6% 11% False False 92,842
10 0.7922 0.7591 0.0331 4.3% 0.0110 1.4% 8% False False 89,197
20 0.8151 0.7591 0.0560 7.4% 0.0102 1.3% 4% False False 83,492
40 0.8151 0.7526 0.0625 8.2% 0.0106 1.4% 14% False False 93,285
60 0.8151 0.7504 0.0647 8.5% 0.0108 1.4% 17% False False 94,382
80 0.8151 0.7504 0.0647 8.5% 0.0101 1.3% 17% False False 73,329
100 0.8208 0.7504 0.0704 9.2% 0.0101 1.3% 16% False False 58,734
120 0.8208 0.7504 0.0704 9.2% 0.0092 1.2% 16% False False 48,957
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8420
2.618 0.8164
1.618 0.8007
1.000 0.7910
0.618 0.7850
HIGH 0.7753
0.618 0.7693
0.500 0.7675
0.382 0.7656
LOW 0.7596
0.618 0.7499
1.000 0.7439
1.618 0.7342
2.618 0.7185
4.250 0.6929
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 0.7675 0.7708
PP 0.7655 0.7677
S1 0.7636 0.7647

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

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