CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 02-Jan-2015
Day Change Summary
Previous Current
31-Dec-2014 02-Jan-2015 Change Change % Previous Week
Open 0.8093 0.8048 -0.0045 -0.6% 0.8045
High 0.8120 0.8051 -0.0069 -0.8% 0.8120
Low 0.8070 0.7996 -0.0074 -0.9% 0.7996
Close 0.8072 0.8023 -0.0049 -0.6% 0.8023
Range 0.0050 0.0055 0.0005 10.0% 0.0124
ATR 0.0047 0.0049 0.0002 4.3% 0.0000
Volume 100 24 -76 -76.0% 169
Daily Pivots for day following 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8188 0.8161 0.8053
R3 0.8133 0.8106 0.8038
R2 0.8078 0.8078 0.8033
R1 0.8051 0.8051 0.8028 0.8037
PP 0.8023 0.8023 0.8023 0.8017
S1 0.7996 0.7996 0.8018 0.7982
S2 0.7968 0.7968 0.8013
S3 0.7913 0.7941 0.8008
S4 0.7858 0.7886 0.7993
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8418 0.8345 0.8091
R3 0.8294 0.8221 0.8057
R2 0.8170 0.8170 0.8046
R1 0.8097 0.8097 0.8034 0.8072
PP 0.8046 0.8046 0.8046 0.8034
S1 0.7973 0.7973 0.8012 0.7948
S2 0.7922 0.7922 0.8000
S3 0.7798 0.7849 0.7989
S4 0.7674 0.7725 0.7955
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8120 0.7996 0.0124 1.5% 0.0042 0.5% 22% False True 36
10 0.8120 0.7996 0.0124 1.5% 0.0039 0.5% 22% False True 32
20 0.8271 0.7996 0.0275 3.4% 0.0039 0.5% 10% False True 23
40 0.8624 0.7996 0.0628 7.8% 0.0028 0.3% 4% False True 12
60 0.8746 0.7996 0.0750 9.3% 0.0022 0.3% 4% False True 8
80 0.8980 0.7996 0.0984 12.3% 0.0018 0.2% 3% False True 7
100 0.9200 0.7996 0.1204 15.0% 0.0015 0.2% 2% False True 7
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8285
2.618 0.8195
1.618 0.8140
1.000 0.8106
0.618 0.8085
HIGH 0.8051
0.618 0.8030
0.500 0.8024
0.382 0.8017
LOW 0.7996
0.618 0.7962
1.000 0.7941
1.618 0.7907
2.618 0.7852
4.250 0.7762
Fisher Pivots for day following 02-Jan-2015
Pivot 1 day 3 day
R1 0.8024 0.8058
PP 0.8023 0.8046
S1 0.8023 0.8035

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

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