CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 14-Apr-2015

Day Change Summary
	Previous	Current
	13-Apr-2015	14-Apr-2015	Change	Change %	Previous Week
Open	0.7643	0.7561	-0.0082	-1.1%	0.7609
High	0.7650	0.7622	-0.0028	-0.4%	0.7709
Low	0.7526	0.7528	0.0002	0.0%	0.7548
Close	0.7559	0.7605	0.0046	0.6%	0.7655
Range	0.0124	0.0094	-0.0030	-24.2%	0.0161
ATR	0.0102	0.0102	-0.0001	-0.6%	0.0000
Volume	114,508	108,134	-6,374	-5.6%	430,689

Daily Pivots for day following 14-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7867	0.7830	0.7657
R3	0.7773	0.7736	0.7631
R2	0.7679	0.7679	0.7622
R1	0.7642	0.7642	0.7614	0.7661
PP	0.7585	0.7585	0.7585	0.7594
S1	0.7548	0.7548	0.7596	0.7567
S2	0.7491	0.7491	0.7588
S3	0.7397	0.7454	0.7579
S4	0.7303	0.7360	0.7553

Weekly Pivots for week ending 10-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8120	0.8049	0.7744
R3	0.7959	0.7888	0.7699
R2	0.7798	0.7798	0.7685
R1	0.7727	0.7727	0.7670	0.7763
PP	0.7637	0.7637	0.7637	0.7655
S1	0.7566	0.7566	0.7640	0.7602
S2	0.7476	0.7476	0.7625
S3	0.7315	0.7405	0.7611
S4	0.7154	0.7244	0.7566

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7709	0.7526	0.0183	2.4%	0.0095	1.2%	43%	False	False	98,846
10	0.7709	0.7504	0.0205	2.7%	0.0093	1.2%	49%	False	False	97,897
20	0.7901	0.7504	0.0397	5.2%	0.0110	1.4%	25%	False	False	99,874
40	0.7901	0.7504	0.0397	5.2%	0.0097	1.3%	25%	False	False	60,990
60	0.8162	0.7504	0.0658	8.7%	0.0098	1.3%	15%	False	False	40,793
80	0.8208	0.7504	0.0704	9.3%	0.0089	1.2%	14%	False	False	30,618
100	0.8605	0.7504	0.1101	14.5%	0.0075	1.0%	9%	False	False	24,495
120	0.8746	0.7504	0.1242	16.3%	0.0065	0.8%	8%	False	False	20,413

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8022
2.618	0.7868
1.618	0.7774
1.000	0.7716
0.618	0.7680
HIGH	0.7622
0.618	0.7586
0.500	0.7575
0.382	0.7564
LOW	0.7528
0.618	0.7470
1.000	0.7434
1.618	0.7376
2.618	0.7282
4.250	0.7129

Fisher Pivots for day following 14-Apr-2015
Pivot	1 day	3 day
R1	0.7595	0.7610
PP	0.7585	0.7608
S1	0.7575	0.7607

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