CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 30-Mar-2015
Day Change Summary
Previous Current
27-Mar-2015 30-Mar-2015 Change Change % Previous Week
Open 0.7792 0.7704 -0.0088 -1.1% 0.7758
High 0.7800 0.7714 -0.0086 -1.1% 0.7901
Low 0.7709 0.7600 -0.0109 -1.4% 0.7709
Close 0.7725 0.7618 -0.0107 -1.4% 0.7725
Range 0.0091 0.0114 0.0023 25.3% 0.0192
ATR 0.0107 0.0109 0.0001 1.2% 0.0000
Volume 87,148 95,283 8,135 9.3% 472,651
Daily Pivots for day following 30-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7986 0.7916 0.7681
R3 0.7872 0.7802 0.7649
R2 0.7758 0.7758 0.7639
R1 0.7688 0.7688 0.7628 0.7666
PP 0.7644 0.7644 0.7644 0.7633
S1 0.7574 0.7574 0.7608 0.7552
S2 0.7530 0.7530 0.7597
S3 0.7416 0.7460 0.7587
S4 0.7302 0.7346 0.7555
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.8354 0.8232 0.7831
R3 0.8162 0.8040 0.7778
R2 0.7970 0.7970 0.7760
R1 0.7848 0.7848 0.7743 0.7813
PP 0.7778 0.7778 0.7778 0.7761
S1 0.7656 0.7656 0.7707 0.7621
S2 0.7586 0.7586 0.7690
S3 0.7394 0.7464 0.7672
S4 0.7202 0.7272 0.7619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7901 0.7600 0.0301 4.0% 0.0093 1.2% 6% False True 87,957
10 0.7901 0.7550 0.0351 4.6% 0.0127 1.7% 19% False False 101,852
20 0.7901 0.7517 0.0384 5.0% 0.0112 1.5% 26% False False 72,678
40 0.7901 0.7517 0.0384 5.0% 0.0098 1.3% 26% False False 36,607
60 0.8208 0.7517 0.0691 9.1% 0.0095 1.2% 15% False False 24,501
80 0.8290 0.7517 0.0773 10.1% 0.0081 1.1% 13% False False 18,381
100 0.8624 0.7517 0.1107 14.5% 0.0068 0.9% 9% False False 14,705
120 0.8746 0.7517 0.1229 16.1% 0.0058 0.8% 8% False False 12,255
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8199
2.618 0.8012
1.618 0.7898
1.000 0.7828
0.618 0.7784
HIGH 0.7714
0.618 0.7670
0.500 0.7657
0.382 0.7644
LOW 0.7600
0.618 0.7530
1.000 0.7486
1.618 0.7416
2.618 0.7302
4.250 0.7116
Fisher Pivots for day following 30-Mar-2015
Pivot 1 day 3 day
R1 0.7657 0.7725
PP 0.7644 0.7689
S1 0.7631 0.7654

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

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