CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 20-Jan-2015
Day Change Summary
Previous Current
16-Jan-2015 20-Jan-2015 Change Change % Previous Week
Open 0.8133 0.8142 0.0009 0.1% 0.8133
High 0.8162 0.8153 -0.0009 -0.1% 0.8208
Low 0.8090 0.8080 -0.0010 -0.1% 0.7984
Close 0.8145 0.8089 -0.0056 -0.7% 0.8145
Range 0.0072 0.0073 0.0001 1.4% 0.0224
ATR 0.0069 0.0069 0.0000 0.5% 0.0000
Volume 881 154 -727 -82.5% 1,497
Daily Pivots for day following 20-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8326 0.8281 0.8129
R3 0.8253 0.8208 0.8109
R2 0.8180 0.8180 0.8102
R1 0.8135 0.8135 0.8096 0.8121
PP 0.8107 0.8107 0.8107 0.8101
S1 0.8062 0.8062 0.8082 0.8048
S2 0.8034 0.8034 0.8076
S3 0.7961 0.7989 0.8069
S4 0.7888 0.7916 0.8049
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% 0.0090 1.1% 47% False False 293
10 0.8208 0.7952 0.0256 3.2% 0.0079 1.0% 54% False False 226
20 0.8208 0.7952 0.0256 3.2% 0.0059 0.7% 54% False False 139
40 0.8552 0.7952 0.0600 7.4% 0.0043 0.5% 23% False False 74
60 0.8746 0.7952 0.0794 9.8% 0.0033 0.4% 17% False False 50
80 0.8746 0.7952 0.0794 9.8% 0.0028 0.3% 17% False False 38
100 0.9200 0.7952 0.1248 15.4% 0.0024 0.3% 11% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8463
2.618 0.8344
1.618 0.8271
1.000 0.8226
0.618 0.8198
HIGH 0.8153
0.618 0.8125
0.500 0.8117
0.382 0.8108
LOW 0.8080
0.618 0.8035
1.000 0.8007
1.618 0.7962
2.618 0.7889
4.250 0.7770
Fisher Pivots for day following 20-Jan-2015
Pivot 1 day 3 day
R1 0.8117 0.8136
PP 0.8107 0.8120
S1 0.8098 0.8105

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

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