CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 31-Mar-2015

Day Change Summary
	Previous	Current
	30-Mar-2015	31-Mar-2015	Change	Change %	Previous Week
Open	0.7704	0.7619	-0.0085	-1.1%	0.7758
High	0.7714	0.7633	-0.0081	-1.1%	0.7901
Low	0.7600	0.7558	-0.0042	-0.6%	0.7709
Close	0.7618	0.7581	-0.0037	-0.5%	0.7725
Range	0.0114	0.0075	-0.0039	-34.2%	0.0192
ATR	0.0109	0.0106	-0.0002	-2.2%	0.0000
Volume	95,283	95,061	-222	-0.2%	472,651

Daily Pivots for day following 31-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7816	0.7773	0.7622
R3	0.7741	0.7698	0.7602
R2	0.7666	0.7666	0.7595
R1	0.7623	0.7623	0.7588	0.7607
PP	0.7591	0.7591	0.7591	0.7583
S1	0.7548	0.7548	0.7574	0.7532
S2	0.7516	0.7516	0.7567
S3	0.7441	0.7473	0.7560
S4	0.7366	0.7398	0.7540

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	0.7868	0.7558	0.0310	4.1%	0.0088	1.2%	7%	False	True	85,077
10	0.7901	0.7550	0.0351	4.6%	0.0129	1.7%	9%	False	False	103,440
20	0.7901	0.7517	0.0384	5.1%	0.0111	1.5%	17%	False	False	77,302
40	0.7901	0.7517	0.0384	5.1%	0.0099	1.3%	17%	False	False	38,976
60	0.8208	0.7517	0.0691	9.1%	0.0096	1.3%	9%	False	False	26,085
80	0.8271	0.7517	0.0754	9.9%	0.0081	1.1%	8%	False	False	19,570
100	0.8624	0.7517	0.1107	14.6%	0.0069	0.9%	6%	False	False	15,656
120	0.8746	0.7517	0.1229	16.2%	0.0059	0.8%	5%	False	False	13,047

Crabel Price Patterns
NR	True
NR4	True
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	0.0027
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7952
2.618	0.7829
1.618	0.7754
1.000	0.7708
0.618	0.7679
HIGH	0.7633
0.618	0.7604
0.500	0.7596
0.382	0.7587
LOW	0.7558
0.618	0.7512
1.000	0.7483
1.618	0.7437
2.618	0.7362
4.250	0.7239

Fisher Pivots for day following 31-Mar-2015
Pivot	1 day	3 day
R1	0.7596	0.7679
PP	0.7591	0.7646
S1	0.7586	0.7614

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