CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 09-Jan-2015
Day Change Summary
Previous Current
08-Jan-2015 09-Jan-2015 Change Change % Previous Week
Open 0.7989 0.8048 0.0059 0.7% 0.7981
High 0.8040 0.8117 0.0077 1.0% 0.8117
Low 0.7989 0.8035 0.0046 0.6% 0.7952
Close 0.8020 0.8111 0.0091 1.1% 0.8111
Range 0.0051 0.0082 0.0031 60.8% 0.0165
ATR 0.0052 0.0055 0.0003 6.2% 0.0000
Volume 143 72 -71 -49.7% 865
Daily Pivots for day following 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8334 0.8304 0.8156
R3 0.8252 0.8222 0.8134
R2 0.8170 0.8170 0.8126
R1 0.8140 0.8140 0.8119 0.8155
PP 0.8088 0.8088 0.8088 0.8095
S1 0.8058 0.8058 0.8103 0.8073
S2 0.8006 0.8006 0.8096
S3 0.7924 0.7976 0.8088
S4 0.7842 0.7894 0.8066
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8555 0.8498 0.8202
R3 0.8390 0.8333 0.8156
R2 0.8225 0.8225 0.8141
R1 0.8168 0.8168 0.8126 0.8197
PP 0.8060 0.8060 0.8060 0.8074
S1 0.8003 0.8003 0.8096 0.8032
S2 0.7895 0.7895 0.8081
S3 0.7730 0.7838 0.8066
S4 0.7565 0.7673 0.8020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8117 0.7952 0.0165 2.0% 0.0056 0.7% 96% True False 173
10 0.8120 0.7952 0.0168 2.1% 0.0049 0.6% 95% False False 104
20 0.8225 0.7952 0.0273 3.4% 0.0047 0.6% 58% False False 64
40 0.8624 0.7952 0.0672 8.3% 0.0030 0.4% 24% False False 33
60 0.8746 0.7952 0.0794 9.8% 0.0025 0.3% 20% False False 22
80 0.8834 0.7952 0.0882 10.9% 0.0021 0.3% 18% False False 17
100 0.9200 0.7952 0.1248 15.4% 0.0018 0.2% 13% False False 15
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 0.0008
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8466
2.618 0.8332
1.618 0.8250
1.000 0.8199
0.618 0.8168
HIGH 0.8117
0.618 0.8086
0.500 0.8076
0.382 0.8066
LOW 0.8035
0.618 0.7984
1.000 0.7953
1.618 0.7902
2.618 0.7820
4.250 0.7687
Fisher Pivots for day following 09-Jan-2015
Pivot 1 day 3 day
R1 0.8099 0.8086
PP 0.8088 0.8060
S1 0.8076 0.8035

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

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