CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 27-Jan-2015
Day Change Summary
Previous Current
26-Jan-2015 27-Jan-2015 Change Change % Previous Week
Open 0.7814 0.7853 0.0039 0.5% 0.8142
High 0.7853 0.7900 0.0047 0.6% 0.8153
Low 0.7787 0.7845 0.0058 0.7% 0.7807
Close 0.7846 0.7866 0.0020 0.3% 0.7853
Range 0.0066 0.0055 -0.0011 -16.7% 0.0346
ATR 0.0083 0.0081 -0.0002 -2.4% 0.0000
Volume 461 247 -214 -46.4% 1,160
Daily Pivots for day following 27-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8035 0.8006 0.7896
R3 0.7980 0.7951 0.7881
R2 0.7925 0.7925 0.7876
R1 0.7896 0.7896 0.7871 0.7911
PP 0.7870 0.7870 0.7870 0.7878
S1 0.7841 0.7841 0.7861 0.7856
S2 0.7815 0.7815 0.7856
S3 0.7760 0.7786 0.7851
S4 0.7705 0.7731 0.7836
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 0.8140 0.7787 0.0353 4.5% 0.0109 1.4% 22% False False 342
10 0.8208 0.7787 0.0421 5.4% 0.0099 1.3% 19% False False 318
20 0.8208 0.7787 0.0421 5.4% 0.0080 1.0% 19% False False 219
40 0.8394 0.7787 0.0607 7.7% 0.0056 0.7% 13% False False 117
60 0.8690 0.7787 0.0903 11.5% 0.0042 0.5% 9% False False 78
80 0.8746 0.7787 0.0959 12.2% 0.0034 0.4% 8% False False 59
100 0.9200 0.7787 0.1413 18.0% 0.0029 0.4% 6% False False 48
120 0.9200 0.7787 0.1413 18.0% 0.0025 0.3% 6% False False 41
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 0.0027
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8134
2.618 0.8044
1.618 0.7989
1.000 0.7955
0.618 0.7934
HIGH 0.7900
0.618 0.7879
0.500 0.7873
0.382 0.7866
LOW 0.7845
0.618 0.7811
1.000 0.7790
1.618 0.7756
2.618 0.7701
4.250 0.7611
Fisher Pivots for day following 27-Jan-2015
Pivot 1 day 3 day
R1 0.7873 0.7876
PP 0.7870 0.7872
S1 0.7868 0.7869

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

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