CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 12-Jun-2015
Day Change Summary
Previous Current
11-Jun-2015 12-Jun-2015 Change Change % Previous Week
Open 0.7742 0.7753 0.0011 0.1% 0.7617
High 0.7793 0.7759 -0.0034 -0.4% 0.7793
Low 0.7693 0.7678 -0.0015 -0.2% 0.7599
Close 0.7750 0.7737 -0.0013 -0.2% 0.7737
Range 0.0100 0.0081 -0.0019 -19.0% 0.0194
ATR 0.0108 0.0106 -0.0002 -1.8% 0.0000
Volume 95,857 18,722 -77,135 -80.5% 443,502
Daily Pivots for day following 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.7968 0.7933 0.7782
R3 0.7887 0.7852 0.7759
R2 0.7806 0.7806 0.7752
R1 0.7771 0.7771 0.7744 0.7748
PP 0.7725 0.7725 0.7725 0.7713
S1 0.7690 0.7690 0.7730 0.7667
S2 0.7644 0.7644 0.7722
S3 0.7563 0.7609 0.7715
S4 0.7482 0.7528 0.7692
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8292 0.8208 0.7844
R3 0.8098 0.8014 0.7790
R2 0.7904 0.7904 0.7773
R1 0.7820 0.7820 0.7755 0.7862
PP 0.7710 0.7710 0.7710 0.7731
S1 0.7626 0.7626 0.7719 0.7668
S2 0.7516 0.7516 0.7701
S3 0.7322 0.7432 0.7684
S4 0.7128 0.7238 0.7630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7793 0.7599 0.0194 2.5% 0.0104 1.3% 71% False False 88,700
10 0.7819 0.7591 0.0228 2.9% 0.0112 1.5% 64% False False 90,771
20 0.8077 0.7591 0.0486 6.3% 0.0101 1.3% 30% False False 83,086
40 0.8151 0.7591 0.0560 7.2% 0.0104 1.3% 26% False False 90,192
60 0.8151 0.7504 0.0647 8.4% 0.0106 1.4% 36% False False 94,117
80 0.8151 0.7504 0.0647 8.4% 0.0102 1.3% 36% False False 78,851
100 0.8151 0.7504 0.0647 8.4% 0.0102 1.3% 36% False False 63,154
120 0.8208 0.7504 0.0704 9.1% 0.0095 1.2% 33% False False 52,652
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8103
2.618 0.7971
1.618 0.7890
1.000 0.7840
0.618 0.7809
HIGH 0.7759
0.618 0.7728
0.500 0.7719
0.382 0.7709
LOW 0.7678
0.618 0.7628
1.000 0.7597
1.618 0.7547
2.618 0.7466
4.250 0.7334
Fisher Pivots for day following 12-Jun-2015
Pivot 1 day 3 day
R1 0.7731 0.7729
PP 0.7725 0.7721
S1 0.7719 0.7713

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

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