CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 02-Apr-2015

Day Change Summary
	Previous	Current
	01-Apr-2015	02-Apr-2015	Change	Change %	Previous Week
Open	0.7580	0.7569	-0.0011	-0.1%	0.7758
High	0.7635	0.7582	-0.0053	-0.7%	0.7901
Low	0.7553	0.7504	-0.0049	-0.6%	0.7709
Close	0.7569	0.7555	-0.0014	-0.2%	0.7725
Range	0.0082	0.0078	-0.0004	-4.9%	0.0192
ATR	0.0104	0.0103	-0.0002	-1.8%	0.0000
Volume	116,148	114,438	-1,710	-1.5%	472,651

Daily Pivots for day following 02-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7781	0.7746	0.7598
R3	0.7703	0.7668	0.7576
R2	0.7625	0.7625	0.7569
R1	0.7590	0.7590	0.7562	0.7569
PP	0.7547	0.7547	0.7547	0.7536
S1	0.7512	0.7512	0.7548	0.7491
S2	0.7469	0.7469	0.7541
S3	0.7391	0.7434	0.7534
S4	0.7313	0.7356	0.7512

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	0.7800	0.7504	0.0296	3.9%	0.0088	1.2%	17%	False	True	101,615
10	0.7901	0.7504	0.0397	5.3%	0.0099	1.3%	13%	False	True	100,121
20	0.7901	0.7504	0.0397	5.3%	0.0111	1.5%	13%	False	True	88,408
40	0.7901	0.7504	0.0397	5.3%	0.0095	1.3%	13%	False	True	44,724
60	0.8208	0.7504	0.0704	9.3%	0.0096	1.3%	7%	False	True	29,921
80	0.8231	0.7504	0.0727	9.6%	0.0083	1.1%	7%	False	True	22,452
100	0.8624	0.7504	0.1120	14.8%	0.0069	0.9%	5%	False	True	17,962
120	0.8746	0.7504	0.1242	16.4%	0.0059	0.8%	4%	False	True	14,968

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	0.7914
2.618	0.7786
1.618	0.7708
1.000	0.7660
0.618	0.7630
HIGH	0.7582
0.618	0.7552
0.500	0.7543
0.382	0.7534
LOW	0.7504
0.618	0.7456
1.000	0.7426
1.618	0.7378
2.618	0.7300
4.250	0.7173

Fisher Pivots for day following 02-Apr-2015
Pivot	1 day	3 day
R1	0.7551	0.7570
PP	0.7547	0.7565
S1	0.7543	0.7560

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