CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 02-Jun-2015
Day Change Summary
Previous Current
01-Jun-2015 02-Jun-2015 Change Change % Previous Week
Open 0.7600 0.7566 -0.0034 -0.4% 0.7767
High 0.7625 0.7745 0.0120 1.6% 0.7792
Low 0.7554 0.7565 0.0011 0.1% 0.7575
Close 0.7562 0.7738 0.0176 2.3% 0.7612
Range 0.0071 0.0180 0.0109 153.5% 0.0217
ATR 0.0091 0.0097 0.0007 7.3% 0.0000
Volume 1,664 7,627 5,963 358.4% 4,129
Daily Pivots for day following 02-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8223 0.8160 0.7837
R3 0.8043 0.7980 0.7788
R2 0.7863 0.7863 0.7771
R1 0.7800 0.7800 0.7755 0.7832
PP 0.7683 0.7683 0.7683 0.7698
S1 0.7620 0.7620 0.7722 0.7652
S2 0.7503 0.7503 0.7705
S3 0.7323 0.7440 0.7689
S4 0.7143 0.7260 0.7639
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 0.8311 0.8178 0.7731
R3 0.8094 0.7961 0.7672
R2 0.7877 0.7877 0.7652
R1 0.7744 0.7744 0.7632 0.7702
PP 0.7660 0.7660 0.7660 0.7639
S1 0.7527 0.7527 0.7592 0.7485
S2 0.7443 0.7443 0.7572
S3 0.7226 0.7310 0.7552
S4 0.7009 0.7093 0.7493
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7745 0.7554 0.0191 2.5% 0.0100 1.3% 96% True False 2,570
10 0.7956 0.7554 0.0402 5.2% 0.0093 1.2% 46% False False 1,640
20 0.8109 0.7554 0.0555 7.2% 0.0100 1.3% 33% False False 930
40 0.8109 0.7499 0.0610 7.9% 0.0094 1.2% 39% False False 540
60 0.8109 0.7470 0.0639 8.3% 0.0091 1.2% 42% False False 377
80 0.8109 0.7470 0.0639 8.3% 0.0072 0.9% 42% False False 284
100 0.8138 0.7470 0.0668 8.6% 0.0062 0.8% 40% False False 228
120 0.8180 0.7470 0.0710 9.2% 0.0053 0.7% 38% False False 190
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 0.0020
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 0.8510
2.618 0.8216
1.618 0.8036
1.000 0.7925
0.618 0.7856
HIGH 0.7745
0.618 0.7676
0.500 0.7655
0.382 0.7634
LOW 0.7565
0.618 0.7454
1.000 0.7385
1.618 0.7274
2.618 0.7094
4.250 0.6800
Fisher Pivots for day following 02-Jun-2015
Pivot 1 day 3 day
R1 0.7710 0.7709
PP 0.7683 0.7679
S1 0.7655 0.7650

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

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