CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 26-Jan-2015
Day Change Summary
Previous Current
23-Jan-2015 26-Jan-2015 Change Change % Previous Week
Open 0.7939 0.7814 -0.0125 -1.6% 0.8142
High 0.7964 0.7853 -0.0111 -1.4% 0.8153
Low 0.7807 0.7787 -0.0020 -0.3% 0.7807
Close 0.7853 0.7846 -0.0007 -0.1% 0.7853
Range 0.0157 0.0066 -0.0091 -58.0% 0.0346
ATR 0.0085 0.0083 -0.0001 -1.6% 0.0000
Volume 279 461 182 65.2% 1,160
Daily Pivots for day following 26-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8027 0.8002 0.7882
R3 0.7961 0.7936 0.7864
R2 0.7895 0.7895 0.7858
R1 0.7870 0.7870 0.7852 0.7883
PP 0.7829 0.7829 0.7829 0.7835
S1 0.7804 0.7804 0.7840 0.7817
S2 0.7763 0.7763 0.7834
S3 0.7697 0.7738 0.7828
S4 0.7631 0.7672 0.7810
Weekly Pivots for week ending 23-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8976 0.8760 0.8043
R3 0.8630 0.8414 0.7948
R2 0.8284 0.8284 0.7916
R1 0.8068 0.8068 0.7885 0.8003
PP 0.7938 0.7938 0.7938 0.7905
S1 0.7722 0.7722 0.7821 0.7657
S2 0.7592 0.7592 0.7790
S3 0.7246 0.7376 0.7758
S4 0.6900 0.7030 0.7663
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8153 0.7787 0.0366 4.7% 0.0112 1.4% 16% False True 324
10 0.8208 0.7787 0.0421 5.4% 0.0105 1.3% 14% False True 311
20 0.8208 0.7787 0.0421 5.4% 0.0077 1.0% 14% False True 208
40 0.8430 0.7787 0.0643 8.2% 0.0055 0.7% 9% False True 111
60 0.8690 0.7787 0.0903 11.5% 0.0041 0.5% 7% False True 74
80 0.8746 0.7787 0.0959 12.2% 0.0033 0.4% 6% False True 56
100 0.9200 0.7787 0.1413 18.0% 0.0028 0.4% 4% False True 45
120 0.9200 0.7787 0.1413 18.0% 0.0024 0.3% 4% False True 39
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0029
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8134
2.618 0.8026
1.618 0.7960
1.000 0.7919
0.618 0.7894
HIGH 0.7853
0.618 0.7828
0.500 0.7820
0.382 0.7812
LOW 0.7787
0.618 0.7746
1.000 0.7721
1.618 0.7680
2.618 0.7614
4.250 0.7507
Fisher Pivots for day following 26-Jan-2015
Pivot 1 day 3 day
R1 0.7837 0.7918
PP 0.7829 0.7894
S1 0.7820 0.7870

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

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