CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 16-Jan-2015
Day Change Summary
Previous Current
15-Jan-2015 16-Jan-2015 Change Change % Previous Week
Open 0.8108 0.8133 0.0025 0.3% 0.8133
High 0.8208 0.8162 -0.0046 -0.6% 0.8208
Low 0.8064 0.8090 0.0026 0.3% 0.7984
Close 0.8138 0.8145 0.0007 0.1% 0.8145
Range 0.0144 0.0072 -0.0072 -50.0% 0.0224
ATR 0.0068 0.0069 0.0000 0.4% 0.0000
Volume 212 881 669 315.6% 1,497
Daily Pivots for day following 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8348 0.8319 0.8185
R3 0.8276 0.8247 0.8165
R2 0.8204 0.8204 0.8158
R1 0.8175 0.8175 0.8152 0.8190
PP 0.8132 0.8132 0.8132 0.8140
S1 0.8103 0.8103 0.8138 0.8118
S2 0.8060 0.8060 0.8132
S3 0.7988 0.8031 0.8125
S4 0.7916 0.7959 0.8105
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8784 0.8689 0.8268
R3 0.8560 0.8465 0.8207
R2 0.8336 0.8336 0.8186
R1 0.8241 0.8241 0.8166 0.8289
PP 0.8112 0.8112 0.8112 0.8136
S1 0.8017 0.8017 0.8124 0.8065
S2 0.7888 0.7888 0.8104
S3 0.7664 0.7793 0.8083
S4 0.7440 0.7569 0.8022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8208 0.7984 0.0224 2.8% 0.0098 1.2% 72% False False 299
10 0.8208 0.7952 0.0256 3.1% 0.0077 0.9% 75% False False 236
20 0.8208 0.7952 0.0256 3.1% 0.0058 0.7% 75% False False 134
40 0.8552 0.7952 0.0600 7.4% 0.0042 0.5% 32% False False 71
60 0.8746 0.7952 0.0794 9.7% 0.0032 0.4% 24% False False 47
80 0.8746 0.7952 0.0794 9.7% 0.0027 0.3% 24% False False 36
100 0.9200 0.7952 0.1248 15.3% 0.0023 0.3% 15% False False 30
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8468
2.618 0.8350
1.618 0.8278
1.000 0.8234
0.618 0.8206
HIGH 0.8162
0.618 0.8134
0.500 0.8126
0.382 0.8118
LOW 0.8090
0.618 0.8046
1.000 0.8018
1.618 0.7974
2.618 0.7902
4.250 0.7784
Fisher Pivots for day following 16-Jan-2015
Pivot 1 day 3 day
R1 0.8139 0.8129
PP 0.8132 0.8112
S1 0.8126 0.8096

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

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