CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 0.7658 0.7579 -0.0079 -1.0% 0.7758
High 0.7660 0.7600 -0.0060 -0.8% 0.7813
Low 0.7557 0.7517 -0.0040 -0.5% 0.7659
Close 0.7570 0.7535 -0.0035 -0.5% 0.7676
Range 0.0103 0.0083 -0.0020 -19.4% 0.0154
ATR 0.0086 0.0086 0.0000 -0.3% 0.0000
Volume 64,871 74,851 9,980 15.4% 26,362
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7800 0.7750 0.7581
R3 0.7717 0.7667 0.7558
R2 0.7634 0.7634 0.7550
R1 0.7584 0.7584 0.7543 0.7568
PP 0.7551 0.7551 0.7551 0.7542
S1 0.7501 0.7501 0.7527 0.7485
S2 0.7468 0.7468 0.7520
S3 0.7385 0.7418 0.7512
S4 0.7302 0.7335 0.7489
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8178 0.8081 0.7761
R3 0.8024 0.7927 0.7718
R2 0.7870 0.7870 0.7704
R1 0.7773 0.7773 0.7690 0.7745
PP 0.7716 0.7716 0.7716 0.7702
S1 0.7619 0.7619 0.7662 0.7591
S2 0.7562 0.7562 0.7648
S3 0.7408 0.7465 0.7634
S4 0.7254 0.7311 0.7591
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7800 0.7517 0.0283 3.8% 0.0093 1.2% 6% False True 38,030
10 0.7865 0.7517 0.0348 4.6% 0.0085 1.1% 5% False True 19,965
20 0.7865 0.7517 0.0348 4.6% 0.0081 1.1% 5% False True 10,169
40 0.8208 0.7517 0.0691 9.2% 0.0091 1.2% 3% False True 5,262
60 0.8208 0.7517 0.0691 9.2% 0.0077 1.0% 3% False True 3,532
80 0.8624 0.7517 0.1107 14.7% 0.0062 0.8% 2% False True 2,650
100 0.8746 0.7517 0.1229 16.3% 0.0052 0.7% 1% False True 2,120
120 0.8810 0.7517 0.1293 17.2% 0.0045 0.6% 1% False True 1,767
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7953
2.618 0.7817
1.618 0.7734
1.000 0.7683
0.618 0.7651
HIGH 0.7600
0.618 0.7568
0.500 0.7559
0.382 0.7549
LOW 0.7517
0.618 0.7466
1.000 0.7434
1.618 0.7383
2.618 0.7300
4.250 0.7164
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 0.7559 0.7606
PP 0.7551 0.7582
S1 0.7543 0.7559

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

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