CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 30-Jan-2015
Day Change Summary
Previous Current
29-Jan-2015 30-Jan-2015 Change Change % Previous Week
Open 0.7817 0.7714 -0.0103 -1.3% 0.7814
High 0.7829 0.7732 -0.0097 -1.2% 0.7942
Low 0.7669 0.7670 0.0001 0.0% 0.7669
Close 0.7689 0.7718 0.0029 0.4% 0.7718
Range 0.0160 0.0062 -0.0098 -61.3% 0.0273
ATR 0.0094 0.0092 -0.0002 -2.4% 0.0000
Volume 1,188 126 -1,062 -89.4% 2,264
Daily Pivots for day following 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.7893 0.7867 0.7752
R3 0.7831 0.7805 0.7735
R2 0.7769 0.7769 0.7729
R1 0.7743 0.7743 0.7724 0.7756
PP 0.7707 0.7707 0.7707 0.7713
S1 0.7681 0.7681 0.7712 0.7694
S2 0.7645 0.7645 0.7707
S3 0.7583 0.7619 0.7701
S4 0.7521 0.7557 0.7684
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8595 0.8430 0.7868
R3 0.8322 0.8157 0.7793
R2 0.8049 0.8049 0.7768
R1 0.7884 0.7884 0.7743 0.7830
PP 0.7776 0.7776 0.7776 0.7750
S1 0.7611 0.7611 0.7693 0.7557
S2 0.7503 0.7503 0.7668
S3 0.7230 0.7338 0.7643
S4 0.6957 0.7065 0.7568
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7942 0.7669 0.0273 3.5% 0.0094 1.2% 18% False False 452
10 0.8162 0.7669 0.0493 6.4% 0.0104 1.3% 10% False False 430
20 0.8208 0.7669 0.0539 7.0% 0.0090 1.2% 9% False False 290
40 0.8290 0.7669 0.0621 8.0% 0.0064 0.8% 8% False False 156
60 0.8624 0.7669 0.0955 12.4% 0.0048 0.6% 5% False False 104
80 0.8746 0.7669 0.1077 14.0% 0.0038 0.5% 5% False False 78
100 0.9020 0.7669 0.1351 17.5% 0.0032 0.4% 4% False False 63
120 0.9200 0.7669 0.1531 19.8% 0.0027 0.4% 3% False False 54
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 0.0028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7996
2.618 0.7894
1.618 0.7832
1.000 0.7794
0.618 0.7770
HIGH 0.7732
0.618 0.7708
0.500 0.7701
0.382 0.7694
LOW 0.7670
0.618 0.7632
1.000 0.7608
1.618 0.7570
2.618 0.7508
4.250 0.7407
Fisher Pivots for day following 30-Jan-2015
Pivot 1 day 3 day
R1 0.7712 0.7806
PP 0.7707 0.7776
S1 0.7701 0.7747

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

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