CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 03-Jun-2015
Day Change Summary
Previous Current
02-Jun-2015 03-Jun-2015 Change Change % Previous Week
Open 0.7566 0.7732 0.0166 2.2% 0.7767
High 0.7745 0.7776 0.0031 0.4% 0.7792
Low 0.7565 0.7708 0.0143 1.9% 0.7575
Close 0.7738 0.7726 -0.0012 -0.2% 0.7612
Range 0.0180 0.0068 -0.0112 -62.2% 0.0217
ATR 0.0097 0.0095 -0.0002 -2.1% 0.0000
Volume 7,627 6,396 -1,231 -16.1% 4,129
Daily Pivots for day following 03-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.7941 0.7901 0.7763
R3 0.7873 0.7833 0.7745
R2 0.7805 0.7805 0.7738
R1 0.7765 0.7765 0.7732 0.7751
PP 0.7737 0.7737 0.7737 0.7730
S1 0.7697 0.7697 0.7720 0.7683
S2 0.7669 0.7669 0.7714
S3 0.7601 0.7629 0.7707
S4 0.7533 0.7561 0.7689
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 0.7776 0.7554 0.0222 2.9% 0.0098 1.3% 77% True False 3,769
10 0.7880 0.7554 0.0326 4.2% 0.0090 1.2% 53% False False 2,159
20 0.8109 0.7554 0.0555 7.2% 0.0095 1.2% 31% False False 1,245
40 0.8109 0.7499 0.0610 7.9% 0.0093 1.2% 37% False False 699
60 0.8109 0.7470 0.0639 8.3% 0.0091 1.2% 40% False False 484
80 0.8109 0.7470 0.0639 8.3% 0.0072 0.9% 40% False False 364
100 0.8138 0.7470 0.0668 8.6% 0.0063 0.8% 38% False False 292
120 0.8138 0.7470 0.0668 8.6% 0.0053 0.7% 38% False False 243
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8065
2.618 0.7954
1.618 0.7886
1.000 0.7844
0.618 0.7818
HIGH 0.7776
0.618 0.7750
0.500 0.7742
0.382 0.7734
LOW 0.7708
0.618 0.7666
1.000 0.7640
1.618 0.7598
2.618 0.7530
4.250 0.7419
Fisher Pivots for day following 03-Jun-2015
Pivot 1 day 3 day
R1 0.7742 0.7706
PP 0.7737 0.7685
S1 0.7731 0.7665

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

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