CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 12-Jan-2015
Day Change Summary
Previous Current
09-Jan-2015 12-Jan-2015 Change Change % Previous Week
Open 0.8048 0.8133 0.0085 1.1% 0.7981
High 0.8117 0.8158 0.0041 0.5% 0.8117
Low 0.8035 0.8044 0.0009 0.1% 0.7952
Close 0.8111 0.8075 -0.0036 -0.4% 0.8111
Range 0.0082 0.0114 0.0032 39.0% 0.0165
ATR 0.0055 0.0059 0.0004 7.7% 0.0000
Volume 72 184 112 155.6% 865
Daily Pivots for day following 12-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8434 0.8369 0.8138
R3 0.8320 0.8255 0.8106
R2 0.8206 0.8206 0.8096
R1 0.8141 0.8141 0.8085 0.8117
PP 0.8092 0.8092 0.8092 0.8080
S1 0.8027 0.8027 0.8065 0.8003
S2 0.7978 0.7978 0.8054
S3 0.7864 0.7913 0.8044
S4 0.7750 0.7799 0.8012
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 0.8158 0.7952 0.0206 2.6% 0.0068 0.8% 60% True False 159
10 0.8158 0.7952 0.0206 2.6% 0.0060 0.7% 60% True False 121
20 0.8158 0.7952 0.0206 2.6% 0.0048 0.6% 60% True False 73
40 0.8624 0.7952 0.0672 8.3% 0.0032 0.4% 18% False False 38
60 0.8746 0.7952 0.0794 9.8% 0.0026 0.3% 15% False False 25
80 0.8810 0.7952 0.0858 10.6% 0.0022 0.3% 14% False False 19
100 0.9200 0.7952 0.1248 15.5% 0.0019 0.2% 10% False False 17
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 0.0011
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.8643
2.618 0.8456
1.618 0.8342
1.000 0.8272
0.618 0.8228
HIGH 0.8158
0.618 0.8114
0.500 0.8101
0.382 0.8088
LOW 0.8044
0.618 0.7974
1.000 0.7930
1.618 0.7860
2.618 0.7746
4.250 0.7560
Fisher Pivots for day following 12-Jan-2015
Pivot 1 day 3 day
R1 0.8101 0.8075
PP 0.8092 0.8074
S1 0.8084 0.8074

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

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