CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 04-Jun-2015
Day Change Summary
Previous Current
03-Jun-2015 04-Jun-2015 Change Change % Previous Week
Open 0.7732 0.7736 0.0004 0.1% 0.7767
High 0.7776 0.7737 -0.0039 -0.5% 0.7792
Low 0.7708 0.7623 -0.0085 -1.1% 0.7575
Close 0.7726 0.7643 -0.0083 -1.1% 0.7612
Range 0.0068 0.0114 0.0046 67.6% 0.0217
ATR 0.0095 0.0096 0.0001 1.4% 0.0000
Volume 6,396 7,242 846 13.2% 4,129
Daily Pivots for day following 04-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8010 0.7940 0.7706
R3 0.7896 0.7826 0.7674
R2 0.7782 0.7782 0.7664
R1 0.7712 0.7712 0.7653 0.7690
PP 0.7668 0.7668 0.7668 0.7657
S1 0.7598 0.7598 0.7633 0.7576
S2 0.7554 0.7554 0.7622
S3 0.7440 0.7484 0.7612
S4 0.7326 0.7370 0.7580
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% 0.0094 1.2% 40% False False 5,001
10 0.7880 0.7554 0.0326 4.3% 0.0096 1.3% 27% False False 2,841
20 0.8109 0.7554 0.0555 7.3% 0.0096 1.2% 16% False False 1,590
40 0.8109 0.7499 0.0610 8.0% 0.0094 1.2% 24% False False 874
60 0.8109 0.7470 0.0639 8.4% 0.0092 1.2% 27% False False 604
80 0.8109 0.7470 0.0639 8.4% 0.0074 1.0% 27% False False 454
100 0.8138 0.7470 0.0668 8.7% 0.0064 0.8% 26% False False 364
120 0.8138 0.7470 0.0668 8.7% 0.0054 0.7% 26% False False 303
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8222
2.618 0.8035
1.618 0.7921
1.000 0.7851
0.618 0.7807
HIGH 0.7737
0.618 0.7693
0.500 0.7680
0.382 0.7667
LOW 0.7623
0.618 0.7553
1.000 0.7509
1.618 0.7439
2.618 0.7325
4.250 0.7139
Fisher Pivots for day following 04-Jun-2015
Pivot 1 day 3 day
R1 0.7680 0.7671
PP 0.7668 0.7661
S1 0.7655 0.7652

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

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