CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 09-Jun-2015
Day Change Summary
Previous Current
08-Jun-2015 09-Jun-2015 Change Change % Previous Week
Open 0.7564 0.7636 0.0072 1.0% 0.7529
High 0.7619 0.7636 0.0017 0.2% 0.7724
Low 0.7564 0.7590 0.0026 0.3% 0.7529
Close 0.7619 0.7606 -0.0013 -0.2% 0.7544
Range 0.0055 0.0046 -0.0009 -16.4% 0.0195
ATR 0.0063 0.0062 -0.0001 -1.9% 0.0000
Volume 8 2 -6 -75.0% 18
Daily Pivots for day following 09-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.7749 0.7723 0.7631
R3 0.7703 0.7677 0.7619
R2 0.7657 0.7657 0.7614
R1 0.7631 0.7631 0.7610 0.7621
PP 0.7611 0.7611 0.7611 0.7606
S1 0.7585 0.7585 0.7602 0.7575
S2 0.7565 0.7565 0.7598
S3 0.7519 0.7539 0.7593
S4 0.7473 0.7493 0.7581
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.8184 0.8059 0.7651
R3 0.7989 0.7864 0.7598
R2 0.7794 0.7794 0.7580
R1 0.7669 0.7669 0.7562 0.7732
PP 0.7599 0.7599 0.7599 0.7630
S1 0.7474 0.7474 0.7526 0.7537
S2 0.7404 0.7404 0.7508
S3 0.7209 0.7279 0.7490
S4 0.7014 0.7084 0.7437
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7724 0.7536 0.0188 2.5% 0.0053 0.7% 37% False False 2
10 0.7724 0.7529 0.0195 2.6% 0.0037 0.5% 39% False False 4
20 0.8046 0.7529 0.0517 6.8% 0.0030 0.4% 15% False False 3
40 0.8046 0.7486 0.0560 7.4% 0.0030 0.4% 21% False False 3
60 0.8046 0.7465 0.0581 7.6% 0.0031 0.4% 24% False False 5
80 0.8046 0.7448 0.0598 7.9% 0.0025 0.3% 26% False False 5
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7832
2.618 0.7756
1.618 0.7710
1.000 0.7682
0.618 0.7664
HIGH 0.7636
0.618 0.7618
0.500 0.7613
0.382 0.7608
LOW 0.7590
0.618 0.7562
1.000 0.7544
1.618 0.7516
2.618 0.7470
4.250 0.7395
Fisher Pivots for day following 09-Jun-2015
Pivot 1 day 3 day
R1 0.7613 0.7599
PP 0.7611 0.7593
S1 0.7608 0.7586

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

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