CME Australian Dollar Future June 2015

Trading Metrics calculated at close of trading on 15-Apr-2015

Day Change Summary
	Previous	Current
	14-Apr-2015	15-Apr-2015	Change	Change %	Previous Week
Open	0.7561	0.7597	0.0036	0.5%	0.7609
High	0.7622	0.7674	0.0052	0.7%	0.7709
Low	0.7528	0.7545	0.0017	0.2%	0.7548
Close	0.7605	0.7657	0.0052	0.7%	0.7655
Range	0.0094	0.0129	0.0035	37.2%	0.0161
ATR	0.0102	0.0104	0.0002	1.9%	0.0000
Volume	108,134	120,151	12,017	11.1%	430,689

Daily Pivots for day following 15-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.8012	0.7964	0.7728
R3	0.7883	0.7835	0.7692
R2	0.7754	0.7754	0.7681
R1	0.7706	0.7706	0.7669	0.7730
PP	0.7625	0.7625	0.7625	0.7638
S1	0.7577	0.7577	0.7645	0.7601
S2	0.7496	0.7496	0.7633
S3	0.7367	0.7448	0.7622
S4	0.7238	0.7319	0.7586

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%	0.0102	1.3%	72%	False	False	103,495
10	0.7709	0.7504	0.0205	2.7%	0.0098	1.3%	75%	False	False	100,406
20	0.7901	0.7504	0.0397	5.2%	0.0114	1.5%	39%	False	False	101,923
40	0.7901	0.7504	0.0397	5.2%	0.0098	1.3%	39%	False	False	63,989
60	0.8153	0.7504	0.0649	8.5%	0.0099	1.3%	24%	False	False	42,780
80	0.8208	0.7504	0.0704	9.2%	0.0089	1.2%	22%	False	False	32,119
100	0.8552	0.7504	0.1048	13.7%	0.0076	1.0%	15%	False	False	25,696
120	0.8746	0.7504	0.1242	16.2%	0.0066	0.9%	12%	False	False	21,414

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	0.0024
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8222
2.618	0.8012
1.618	0.7883
1.000	0.7803
0.618	0.7754
HIGH	0.7674
0.618	0.7625
0.500	0.7610
0.382	0.7594
LOW	0.7545
0.618	0.7465
1.000	0.7416
1.618	0.7336
2.618	0.7207
4.250	0.6997

Fisher Pivots for day following 15-Apr-2015
Pivot	1 day	3 day
R1	0.7641	0.7638
PP	0.7625	0.7619
S1	0.7610	0.7600

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