CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 27-Apr-2015
Day Change Summary
Previous Current
24-Apr-2015 27-Apr-2015 Change Change % Previous Week
Open 0.7757 0.7802 0.0045 0.6% 0.7783
High 0.7819 0.7851 0.0032 0.4% 0.7819
Low 0.7743 0.7770 0.0027 0.3% 0.7659
Close 0.7803 0.7830 0.0027 0.3% 0.7803
Range 0.0076 0.0081 0.0005 6.6% 0.0160
ATR 0.0100 0.0098 -0.0001 -1.3% 0.0000
Volume 79,305 79,720 415 0.5% 404,978
Daily Pivots for day following 27-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8060 0.8026 0.7875
R3 0.7979 0.7945 0.7852
R2 0.7898 0.7898 0.7845
R1 0.7864 0.7864 0.7837 0.7881
PP 0.7817 0.7817 0.7817 0.7826
S1 0.7783 0.7783 0.7823 0.7800
S2 0.7736 0.7736 0.7815
S3 0.7655 0.7702 0.7808
S4 0.7574 0.7621 0.7785
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 0.8240 0.8182 0.7891
R3 0.8080 0.8022 0.7847
R2 0.7920 0.7920 0.7832
R1 0.7862 0.7862 0.7818 0.7891
PP 0.7760 0.7760 0.7760 0.7775
S1 0.7702 0.7702 0.7788 0.7731
S2 0.7600 0.7600 0.7774
S3 0.7440 0.7542 0.7759
S4 0.7280 0.7382 0.7715
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7851 0.7659 0.0192 2.5% 0.0082 1.0% 89% True False 80,355
10 0.7851 0.7528 0.0323 4.1% 0.0098 1.3% 93% True False 95,745
20 0.7851 0.7504 0.0347 4.4% 0.0097 1.2% 94% True False 96,179
40 0.7901 0.7504 0.0397 5.1% 0.0102 1.3% 82% False False 82,086
60 0.7901 0.7504 0.0397 5.1% 0.0097 1.2% 82% False False 54,878
80 0.8208 0.7504 0.0704 9.0% 0.0095 1.2% 46% False False 41,231
100 0.8352 0.7504 0.0848 10.8% 0.0083 1.1% 38% False False 32,988
120 0.8624 0.7504 0.1120 14.3% 0.0072 0.9% 29% False False 27,490
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8195
2.618 0.8063
1.618 0.7982
1.000 0.7932
0.618 0.7901
HIGH 0.7851
0.618 0.7820
0.500 0.7811
0.382 0.7801
LOW 0.7770
0.618 0.7720
1.000 0.7689
1.618 0.7639
2.618 0.7558
4.250 0.7426
Fisher Pivots for day following 27-Apr-2015
Pivot 1 day 3 day
R1 0.7824 0.7810
PP 0.7817 0.7790
S1 0.7811 0.7770

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

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