CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 13-May-2015
Day Change Summary
Previous Current
12-May-2015 13-May-2015 Change Change % Previous Week
Open 0.7878 0.7972 0.0094 1.2% 0.7817
High 0.7987 0.8110 0.0123 1.5% 0.8014
Low 0.7872 0.7950 0.0078 1.0% 0.7765
Close 0.7977 0.8087 0.0110 1.4% 0.7902
Range 0.0115 0.0160 0.0045 39.1% 0.0249
ATR 0.0107 0.0111 0.0004 3.5% 0.0000
Volume 78,937 99,296 20,359 25.8% 508,548
Daily Pivots for day following 13-May-2015
Classic Woodie Camarilla DeMark
R4 0.8529 0.8468 0.8175
R3 0.8369 0.8308 0.8131
R2 0.8209 0.8209 0.8116
R1 0.8148 0.8148 0.8102 0.8179
PP 0.8049 0.8049 0.8049 0.8064
S1 0.7988 0.7988 0.8072 0.8019
S2 0.7889 0.7889 0.8058
S3 0.7729 0.7828 0.8043
S4 0.7569 0.7668 0.7999
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 0.8641 0.8520 0.8039
R3 0.8392 0.8271 0.7970
R2 0.8143 0.8143 0.7948
R1 0.8022 0.8022 0.7925 0.8083
PP 0.7894 0.7894 0.7894 0.7924
S1 0.7773 0.7773 0.7879 0.7834
S2 0.7645 0.7645 0.7856
S3 0.7396 0.7524 0.7834
S4 0.7147 0.7275 0.7765
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8110 0.7848 0.0262 3.2% 0.0111 1.4% 91% True False 89,926
10 0.8110 0.7765 0.0345 4.3% 0.0116 1.4% 93% True False 97,984
20 0.8110 0.7647 0.0463 5.7% 0.0110 1.4% 95% True False 99,482
40 0.8110 0.7504 0.0606 7.5% 0.0112 1.4% 96% True False 100,702
60 0.8110 0.7504 0.0606 7.5% 0.0102 1.3% 96% True False 75,820
80 0.8153 0.7504 0.0649 8.0% 0.0102 1.3% 90% False False 56,956
100 0.8208 0.7504 0.0704 8.7% 0.0093 1.2% 83% False False 45,591
120 0.8552 0.7504 0.1048 13.0% 0.0082 1.0% 56% False False 37,994
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 0.8790
2.618 0.8529
1.618 0.8369
1.000 0.8270
0.618 0.8209
HIGH 0.8110
0.618 0.8049
0.500 0.8030
0.382 0.8011
LOW 0.7950
0.618 0.7851
1.000 0.7790
1.618 0.7691
2.618 0.7531
4.250 0.7270
Fisher Pivots for day following 13-May-2015
Pivot 1 day 3 day
R1 0.8068 0.8053
PP 0.8049 0.8020
S1 0.8030 0.7986

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

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