CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 23-Apr-2015
Day Change Summary
Previous Current
22-Apr-2015 23-Apr-2015 Change Change % Previous Week
Open 0.7688 0.7729 0.0041 0.5% 0.7643
High 0.7783 0.7768 -0.0015 -0.2% 0.7817
Low 0.7682 0.7689 0.0007 0.1% 0.7526
Close 0.7748 0.7756 0.0008 0.1% 0.7754
Range 0.0101 0.0079 -0.0022 -21.8% 0.0291
ATR 0.0103 0.0102 -0.0002 -1.7% 0.0000
Volume 76,918 89,485 12,567 16.3% 587,264
Daily Pivots for day following 23-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.7975 0.7944 0.7799
R3 0.7896 0.7865 0.7778
R2 0.7817 0.7817 0.7770
R1 0.7786 0.7786 0.7763 0.7802
PP 0.7738 0.7738 0.7738 0.7745
S1 0.7707 0.7707 0.7749 0.7723
S2 0.7659 0.7659 0.7742
S3 0.7580 0.7628 0.7734
S4 0.7501 0.7549 0.7713
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8572 0.8454 0.7914
R3 0.8281 0.8163 0.7834
R2 0.7990 0.7990 0.7807
R1 0.7872 0.7872 0.7781 0.7931
PP 0.7699 0.7699 0.7699 0.7729
S1 0.7581 0.7581 0.7727 0.7640
S2 0.7408 0.7408 0.7701
S3 0.7117 0.7290 0.7674
S4 0.6826 0.6999 0.7594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7817 0.7659 0.0158 2.0% 0.0091 1.2% 61% False False 85,812
10 0.7817 0.7526 0.0291 3.8% 0.0103 1.3% 79% False False 99,629
20 0.7849 0.7504 0.0345 4.4% 0.0097 1.3% 73% False False 96,331
40 0.7901 0.7504 0.0397 5.1% 0.0103 1.3% 63% False False 78,186
60 0.7942 0.7504 0.0438 5.6% 0.0099 1.3% 58% False False 52,252
80 0.8208 0.7504 0.0704 9.1% 0.0094 1.2% 36% False False 39,244
100 0.8394 0.7504 0.0890 11.5% 0.0082 1.1% 28% False False 31,398
120 0.8690 0.7504 0.1186 15.3% 0.0070 0.9% 21% False False 26,165
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8104
2.618 0.7975
1.618 0.7896
1.000 0.7847
0.618 0.7817
HIGH 0.7768
0.618 0.7738
0.500 0.7729
0.382 0.7719
LOW 0.7689
0.618 0.7640
1.000 0.7610
1.618 0.7561
2.618 0.7482
4.250 0.7353
Fisher Pivots for day following 23-Apr-2015
Pivot 1 day 3 day
R1 0.7747 0.7744
PP 0.7738 0.7733
S1 0.7729 0.7721

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

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