CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 28-May-2015
Day Change Summary
Previous Current
27-May-2015 28-May-2015 Change Change % Previous Week
Open 0.7726 0.7725 -0.0001 0.0% 0.8026
High 0.7761 0.7755 -0.0006 -0.1% 0.8040
Low 0.7683 0.7611 -0.0072 -0.9% 0.7801
Close 0.7712 0.7647 -0.0065 -0.8% 0.7819
Range 0.0078 0.0144 0.0066 84.6% 0.0239
ATR 0.0101 0.0104 0.0003 3.1% 0.0000
Volume 70,360 114,346 43,986 62.5% 325,957
Daily Pivots for day following 28-May-2015
Classic Woodie Camarilla DeMark
R4 0.8103 0.8019 0.7726
R3 0.7959 0.7875 0.7687
R2 0.7815 0.7815 0.7673
R1 0.7731 0.7731 0.7660 0.7701
PP 0.7671 0.7671 0.7671 0.7656
S1 0.7587 0.7587 0.7634 0.7557
S2 0.7527 0.7527 0.7621
S3 0.7383 0.7443 0.7607
S4 0.7239 0.7299 0.7568
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 0.8604 0.8450 0.7950
R3 0.8365 0.8211 0.7885
R2 0.8126 0.8126 0.7863
R1 0.7972 0.7972 0.7841 0.7930
PP 0.7887 0.7887 0.7887 0.7865
S1 0.7733 0.7733 0.7797 0.7691
S2 0.7648 0.7648 0.7775
S3 0.7409 0.7494 0.7753
S4 0.7170 0.7255 0.7688
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7922 0.7611 0.0311 4.1% 0.0101 1.3% 12% False True 80,008
10 0.8151 0.7611 0.0540 7.1% 0.0095 1.2% 7% False True 77,317
20 0.8151 0.7611 0.0540 7.1% 0.0105 1.4% 7% False True 87,651
40 0.8151 0.7504 0.0647 8.5% 0.0104 1.4% 22% False False 94,172
60 0.8151 0.7504 0.0647 8.5% 0.0106 1.4% 22% False False 88,549
80 0.8151 0.7504 0.0647 8.5% 0.0101 1.3% 22% False False 66,574
100 0.8208 0.7504 0.0704 9.2% 0.0099 1.3% 20% False False 53,320
120 0.8271 0.7504 0.0767 10.0% 0.0089 1.2% 19% False False 44,437
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8367
2.618 0.8132
1.618 0.7988
1.000 0.7899
0.618 0.7844
HIGH 0.7755
0.618 0.7700
0.500 0.7683
0.382 0.7666
LOW 0.7611
0.618 0.7522
1.000 0.7467
1.618 0.7378
2.618 0.7234
4.250 0.6999
Fisher Pivots for day following 28-May-2015
Pivot 1 day 3 day
R1 0.7683 0.7722
PP 0.7671 0.7697
S1 0.7659 0.7672

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

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