CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 17-Mar-2015

Day Change Summary
	Previous	Current
	16-Mar-2015	17-Mar-2015	Change	Change %	Previous Week
Open	0.7587	0.7598	0.0011	0.1%	0.7666
High	0.7638	0.7624	-0.0014	-0.2%	0.7700
Low	0.7572	0.7565	-0.0007	-0.1%	0.7517
Close	0.7601	0.7585	-0.0016	-0.2%	0.7577
Range	0.0066	0.0059	-0.0007	-10.6%	0.0183
ATR	0.0091	0.0088	-0.0002	-2.5%	0.0000
Volume	75,521	79,176	3,655	4.8%	334,772

Daily Pivots for day following 17-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7768	0.7736	0.7617
R3	0.7709	0.7677	0.7601
R2	0.7650	0.7650	0.7596
R1	0.7618	0.7618	0.7590	0.7605
PP	0.7591	0.7591	0.7591	0.7585
S1	0.7559	0.7559	0.7580	0.7546
S2	0.7532	0.7532	0.7574
S3	0.7473	0.7500	0.7569
S4	0.7414	0.7441	0.7553

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8147	0.8045	0.7678
R3	0.7964	0.7862	0.7627
R2	0.7781	0.7781	0.7611
R1	0.7679	0.7679	0.7594	0.7639
PP	0.7598	0.7598	0.7598	0.7578
S1	0.7496	0.7496	0.7560	0.7456
S2	0.7415	0.7415	0.7543
S3	0.7232	0.7313	0.7527
S4	0.7049	0.7130	0.7476

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7700	0.7517	0.0183	2.4%	0.0096	1.3%	37%	False	False	78,808
10	0.7813	0.7517	0.0296	3.9%	0.0093	1.2%	23%	False	False	51,164
20	0.7865	0.7517	0.0348	4.6%	0.0083	1.1%	20%	False	False	26,054
40	0.8153	0.7517	0.0636	8.4%	0.0092	1.2%	11%	False	False	13,209
60	0.8208	0.7517	0.0691	9.1%	0.0081	1.1%	10%	False	False	8,851
80	0.8552	0.7517	0.1035	13.6%	0.0067	0.9%	7%	False	False	6,640
100	0.8746	0.7517	0.1229	16.2%	0.0056	0.7%	6%	False	False	5,312
120	0.8746	0.7517	0.1229	16.2%	0.0048	0.6%	6%	False	False	4,427

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7875
2.618	0.7778
1.618	0.7719
1.000	0.7683
0.618	0.7660
HIGH	0.7624
0.618	0.7601
0.500	0.7595
0.382	0.7588
LOW	0.7565
0.618	0.7529
1.000	0.7506
1.618	0.7470
2.618	0.7411
4.250	0.7314

Fisher Pivots for day following 17-Mar-2015
Pivot	1 day	3 day
R1	0.7595	0.7616
PP	0.7591	0.7606
S1	0.7588	0.7595

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols