CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 24-Mar-2015
Day Change Summary
Previous Current
23-Mar-2015 24-Mar-2015 Change Change % Previous Week
Open 0.7758 0.7842 0.0084 1.1% 0.7587
High 0.7862 0.7901 0.0039 0.5% 0.7806
Low 0.7725 0.7800 0.0075 1.0% 0.7550
Close 0.7842 0.7829 -0.0013 -0.2% 0.7736
Range 0.0137 0.0101 -0.0036 -26.3% 0.0256
ATR 0.0114 0.0113 -0.0001 -0.8% 0.0000
Volume 128,149 109,458 -18,691 -14.6% 526,108
Daily Pivots for day following 24-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8146 0.8089 0.7885
R3 0.8045 0.7988 0.7857
R2 0.7944 0.7944 0.7848
R1 0.7887 0.7887 0.7838 0.7865
PP 0.7843 0.7843 0.7843 0.7833
S1 0.7786 0.7786 0.7820 0.7764
S2 0.7742 0.7742 0.7810
S3 0.7641 0.7685 0.7801
S4 0.7540 0.7584 0.7773
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8465 0.8357 0.7877
R3 0.8209 0.8101 0.7806
R2 0.7953 0.7953 0.7783
R1 0.7845 0.7845 0.7759 0.7899
PP 0.7697 0.7697 0.7697 0.7725
S1 0.7589 0.7589 0.7713 0.7643
S2 0.7441 0.7441 0.7689
S3 0.7185 0.7333 0.7666
S4 0.6929 0.7077 0.7595
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7901 0.7550 0.0351 4.5% 0.0170 2.2% 79% True False 121,803
10 0.7901 0.7517 0.0384 4.9% 0.0133 1.7% 81% True False 100,306
20 0.7901 0.7517 0.0384 4.9% 0.0108 1.4% 81% True False 56,420
40 0.7942 0.7517 0.0425 5.4% 0.0099 1.3% 73% False False 28,394
60 0.8208 0.7517 0.0691 8.8% 0.0092 1.2% 45% False False 18,998
80 0.8430 0.7517 0.0913 11.7% 0.0077 1.0% 34% False False 14,252
100 0.8690 0.7517 0.1173 15.0% 0.0064 0.8% 27% False False 11,402
120 0.8746 0.7517 0.1229 15.7% 0.0055 0.7% 25% False False 9,502
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 0.0025
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8330
2.618 0.8165
1.618 0.8064
1.000 0.8002
0.618 0.7963
HIGH 0.7901
0.618 0.7862
0.500 0.7851
0.382 0.7839
LOW 0.7800
0.618 0.7738
1.000 0.7699
1.618 0.7637
2.618 0.7536
4.250 0.7371
Fisher Pivots for day following 24-Mar-2015
Pivot 1 day 3 day
R1 0.7851 0.7804
PP 0.7843 0.7779
S1 0.7836 0.7754

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

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