CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 02-Jun-2015
Day Change Summary
Previous Current
01-Jun-2015 02-Jun-2015 Change Change % Previous Week
Open 0.7639 0.7602 -0.0037 -0.5% 0.7802
High 0.7663 0.7785 0.0122 1.6% 0.7832
Low 0.7591 0.7602 0.0011 0.1% 0.7611
Close 0.7600 0.7776 0.0176 2.3% 0.7649
Range 0.0072 0.0183 0.0111 154.2% 0.0221
ATR 0.0098 0.0104 0.0006 6.4% 0.0000
Volume 78,158 123,543 45,385 58.1% 354,704
Daily Pivots for day following 02-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8270 0.8206 0.7877
R3 0.8087 0.8023 0.7826
R2 0.7904 0.7904 0.7810
R1 0.7840 0.7840 0.7793 0.7872
PP 0.7721 0.7721 0.7721 0.7737
S1 0.7657 0.7657 0.7759 0.7689
S2 0.7538 0.7538 0.7742
S3 0.7355 0.7474 0.7726
S4 0.7172 0.7291 0.7675
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 0.8360 0.8226 0.7771
R3 0.8139 0.8005 0.7710
R2 0.7918 0.7918 0.7690
R1 0.7784 0.7784 0.7669 0.7741
PP 0.7697 0.7697 0.7697 0.7676
S1 0.7563 0.7563 0.7629 0.7520
S2 0.7476 0.7476 0.7608
S3 0.7255 0.7342 0.7588
S4 0.7034 0.7121 0.7527
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7785 0.7591 0.0194 2.5% 0.0104 1.3% 95% True False 92,928
10 0.7998 0.7591 0.0407 5.2% 0.0098 1.3% 45% False False 83,111
20 0.8151 0.7591 0.0560 7.2% 0.0105 1.3% 33% False False 87,213
40 0.8151 0.7526 0.0625 8.0% 0.0105 1.3% 40% False False 94,230
60 0.8151 0.7504 0.0647 8.3% 0.0106 1.4% 42% False False 92,844
80 0.8151 0.7504 0.0647 8.3% 0.0100 1.3% 42% False False 70,055
100 0.8208 0.7504 0.0704 9.1% 0.0100 1.3% 39% False False 56,113
120 0.8231 0.7504 0.0727 9.3% 0.0091 1.2% 37% False False 46,770
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 0.0022
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 0.8563
2.618 0.8264
1.618 0.8081
1.000 0.7968
0.618 0.7898
HIGH 0.7785
0.618 0.7715
0.500 0.7694
0.382 0.7672
LOW 0.7602
0.618 0.7489
1.000 0.7419
1.618 0.7306
2.618 0.7123
4.250 0.6824
Fisher Pivots for day following 02-Jun-2015
Pivot 1 day 3 day
R1 0.7749 0.7747
PP 0.7721 0.7717
S1 0.7694 0.7688

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

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