CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 05-Jan-2015
Day Change Summary
Previous Current
02-Jan-2015 05-Jan-2015 Change Change % Previous Week
Open 0.8048 0.7981 -0.0067 -0.8% 0.8045
High 0.8051 0.8015 -0.0036 -0.4% 0.8120
Low 0.7996 0.7960 -0.0036 -0.5% 0.7996
Close 0.8023 0.8001 -0.0022 -0.3% 0.8023
Range 0.0055 0.0055 0.0000 0.0% 0.0124
ATR 0.0049 0.0050 0.0001 2.0% 0.0000
Volume 24 250 226 941.7% 169
Daily Pivots for day following 05-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8157 0.8134 0.8031
R3 0.8102 0.8079 0.8016
R2 0.8047 0.8047 0.8011
R1 0.8024 0.8024 0.8006 0.8036
PP 0.7992 0.7992 0.7992 0.7998
S1 0.7969 0.7969 0.7996 0.7981
S2 0.7937 0.7937 0.7991
S3 0.7882 0.7914 0.7986
S4 0.7827 0.7859 0.7971
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 0.7960 0.0160 2.0% 0.0053 0.7% 26% False True 83
10 0.8120 0.7960 0.0160 2.0% 0.0040 0.5% 26% False True 52
20 0.8231 0.7960 0.0271 3.4% 0.0042 0.5% 15% False True 35
40 0.8624 0.7960 0.0664 8.3% 0.0028 0.4% 6% False True 18
60 0.8746 0.7960 0.0786 9.8% 0.0021 0.3% 5% False True 12
80 0.8942 0.7960 0.0982 12.3% 0.0019 0.2% 4% False True 10
100 0.9200 0.7960 0.1240 15.5% 0.0016 0.2% 3% False True 9
Crabel Price Patterns
NR False
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 0.0007
Fibonacci Retracements and Extensions
4.250 0.8249
2.618 0.8159
1.618 0.8104
1.000 0.8070
0.618 0.8049
HIGH 0.8015
0.618 0.7994
0.500 0.7988
0.382 0.7981
LOW 0.7960
0.618 0.7926
1.000 0.7905
1.618 0.7871
2.618 0.7816
4.250 0.7726
Fisher Pivots for day following 05-Jan-2015
Pivot 1 day 3 day
R1 0.7997 0.8040
PP 0.7992 0.8027
S1 0.7988 0.8014

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

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