CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 17-Dec-2014
Day Change Summary
Previous Current
16-Dec-2014 17-Dec-2014 Change Change % Previous Week
Open 0.8119 0.8129 0.0010 0.1% 0.8199
High 0.8145 0.8129 -0.0016 -0.2% 0.8231
Low 0.8106 0.8009 -0.0097 -1.2% 0.8139
Close 0.8108 0.8010 -0.0098 -1.2% 0.8143
Range 0.0039 0.0120 0.0081 207.7% 0.0092
ATR 0.0046 0.0051 0.0005 11.6% 0.0000
Volume 5 79 74 1,480.0% 26
Daily Pivots for day following 17-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8409 0.8330 0.8076
R3 0.8289 0.8210 0.8043
R2 0.8169 0.8169 0.8032
R1 0.8090 0.8090 0.8021 0.8070
PP 0.8049 0.8049 0.8049 0.8039
S1 0.7970 0.7970 0.7999 0.7950
S2 0.7929 0.7929 0.7988
S3 0.7809 0.7850 0.7977
S4 0.7689 0.7730 0.7944
Weekly Pivots for week ending 12-Dec-2014
Classic Woodie Camarilla DeMark
R4 0.8447 0.8387 0.8194
R3 0.8355 0.8295 0.8168
R2 0.8263 0.8263 0.8160
R1 0.8203 0.8203 0.8151 0.8187
PP 0.8171 0.8171 0.8171 0.8163
S1 0.8111 0.8111 0.8135 0.8095
S2 0.8079 0.8079 0.8126
S3 0.7987 0.8019 0.8118
S4 0.7895 0.7927 0.8092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8225 0.8009 0.0216 2.7% 0.0053 0.7% 0% False True 18
10 0.8271 0.8009 0.0262 3.3% 0.0039 0.5% 0% False True 14
20 0.8552 0.8009 0.0543 6.8% 0.0025 0.3% 0% False True 7
40 0.8746 0.8009 0.0737 9.2% 0.0019 0.2% 0% False True 4
60 0.8746 0.8009 0.0737 9.2% 0.0016 0.2% 0% False True 3
80 0.9200 0.8009 0.1191 14.9% 0.0014 0.2% 0% False True 3
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 0.0004
Widest range in 98 trading days
Fibonacci Retracements and Extensions
4.250 0.8639
2.618 0.8443
1.618 0.8323
1.000 0.8249
0.618 0.8203
HIGH 0.8129
0.618 0.8083
0.500 0.8069
0.382 0.8055
LOW 0.8009
0.618 0.7935
1.000 0.7889
1.618 0.7815
2.618 0.7695
4.250 0.7499
Fisher Pivots for day following 17-Dec-2014
Pivot 1 day 3 day
R1 0.8069 0.8077
PP 0.8049 0.8055
S1 0.8030 0.8032

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

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