CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 20-May-2015
Day Change Summary
Previous Current
19-May-2015 20-May-2015 Change Change % Previous Week
Open 0.7980 0.7907 -0.0073 -0.9% 0.7910
High 0.7998 0.7924 -0.0074 -0.9% 0.8151
Low 0.7894 0.7850 -0.0044 -0.6% 0.7862
Close 0.7905 0.7890 -0.0015 -0.2% 0.8034
Range 0.0104 0.0074 -0.0030 -28.8% 0.0289
ATR 0.0107 0.0104 -0.0002 -2.2% 0.0000
Volume 82,160 68,980 -13,180 -16.0% 407,688
Daily Pivots for day following 20-May-2015
Classic Woodie Camarilla DeMark
R4 0.8110 0.8074 0.7931
R3 0.8036 0.8000 0.7910
R2 0.7962 0.7962 0.7904
R1 0.7926 0.7926 0.7897 0.7907
PP 0.7888 0.7888 0.7888 0.7879
S1 0.7852 0.7852 0.7883 0.7833
S2 0.7814 0.7814 0.7876
S3 0.7740 0.7778 0.7870
S4 0.7666 0.7704 0.7849
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 0.8883 0.8747 0.8193
R3 0.8594 0.8458 0.8113
R2 0.8305 0.8305 0.8087
R1 0.8169 0.8169 0.8060 0.8237
PP 0.8016 0.8016 0.8016 0.8050
S1 0.7880 0.7880 0.8008 0.7948
S2 0.7727 0.7727 0.7981
S3 0.7438 0.7591 0.7955
S4 0.7149 0.7302 0.7875
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8151 0.7850 0.0301 3.8% 0.0090 1.1% 13% False True 74,627
10 0.8151 0.7848 0.0303 3.8% 0.0100 1.3% 14% False False 82,277
20 0.8151 0.7689 0.0462 5.9% 0.0107 1.4% 44% False False 94,106
40 0.8151 0.7504 0.0647 8.2% 0.0102 1.3% 60% False False 94,805
60 0.8151 0.7504 0.0647 8.2% 0.0104 1.3% 60% False False 82,010
80 0.8151 0.7504 0.0647 8.2% 0.0100 1.3% 60% False False 61,600
100 0.8208 0.7504 0.0704 8.9% 0.0096 1.2% 55% False False 49,321
120 0.8430 0.7504 0.0926 11.7% 0.0085 1.1% 42% False False 41,103
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0022
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.8239
2.618 0.8118
1.618 0.8044
1.000 0.7998
0.618 0.7970
HIGH 0.7924
0.618 0.7896
0.500 0.7887
0.382 0.7878
LOW 0.7850
0.618 0.7804
1.000 0.7776
1.618 0.7730
2.618 0.7656
4.250 0.7536
Fisher Pivots for day following 20-May-2015
Pivot 1 day 3 day
R1 0.7889 0.7945
PP 0.7888 0.7927
S1 0.7887 0.7908

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

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