CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 13-Jan-2015
Day Change Summary
Previous Current
12-Jan-2015 13-Jan-2015 Change Change % Previous Week
Open 0.8133 0.8048 -0.0085 -1.0% 0.7981
High 0.8158 0.8100 -0.0058 -0.7% 0.8117
Low 0.8044 0.8048 0.0004 0.0% 0.7952
Close 0.8075 0.8066 -0.0009 -0.1% 0.8111
Range 0.0114 0.0052 -0.0062 -54.4% 0.0165
ATR 0.0059 0.0059 -0.0001 -0.9% 0.0000
Volume 184 169 -15 -8.2% 865
Daily Pivots for day following 13-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8227 0.8199 0.8095
R3 0.8175 0.8147 0.8080
R2 0.8123 0.8123 0.8076
R1 0.8095 0.8095 0.8071 0.8109
PP 0.8071 0.8071 0.8071 0.8079
S1 0.8043 0.8043 0.8061 0.8057
S2 0.8019 0.8019 0.8056
S3 0.7967 0.7991 0.8052
S4 0.7915 0.7939 0.8037
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% 55% False False 150
10 0.8158 0.7952 0.0206 2.6% 0.0063 0.8% 55% False False 137
20 0.8158 0.7952 0.0206 2.6% 0.0051 0.6% 55% False False 81
40 0.8624 0.7952 0.0672 8.3% 0.0034 0.4% 17% False False 42
60 0.8746 0.7952 0.0794 9.8% 0.0027 0.3% 14% False False 28
80 0.8765 0.7952 0.0813 10.1% 0.0023 0.3% 14% False False 22
100 0.9200 0.7952 0.1248 15.5% 0.0020 0.2% 9% False False 18
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8321
2.618 0.8236
1.618 0.8184
1.000 0.8152
0.618 0.8132
HIGH 0.8100
0.618 0.8080
0.500 0.8074
0.382 0.8068
LOW 0.8048
0.618 0.8016
1.000 0.7996
1.618 0.7964
2.618 0.7912
4.250 0.7827
Fisher Pivots for day following 13-Jan-2015
Pivot 1 day 3 day
R1 0.8074 0.8097
PP 0.8071 0.8086
S1 0.8069 0.8076

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

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