CME Australian Dollar Future March 2015


Trading Metrics calculated at close of trading on 06-Feb-2015
Day Change Summary
Previous Current
05-Feb-2015 06-Feb-2015 Change Change % Previous Week
Open 0.7737 0.7784 0.0047 0.6% 0.7746
High 0.7806 0.7859 0.0053 0.7% 0.7859
Low 0.7716 0.7761 0.0045 0.6% 0.7607
Close 0.7787 0.7776 -0.0011 -0.1% 0.7776
Range 0.0090 0.0098 0.0008 8.9% 0.0252
ATR 0.0112 0.0111 -0.0001 -0.9% 0.0000
Volume 80,733 121,081 40,348 50.0% 565,646
Daily Pivots for day following 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8093 0.8032 0.7830
R3 0.7995 0.7934 0.7803
R2 0.7897 0.7897 0.7794
R1 0.7836 0.7836 0.7785 0.7818
PP 0.7799 0.7799 0.7799 0.7789
S1 0.7738 0.7738 0.7767 0.7720
S2 0.7701 0.7701 0.7758
S3 0.7603 0.7640 0.7749
S4 0.7505 0.7542 0.7722
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8503 0.8392 0.7915
R3 0.8251 0.8140 0.7845
R2 0.7999 0.7999 0.7822
R1 0.7888 0.7888 0.7799 0.7944
PP 0.7747 0.7747 0.7747 0.7775
S1 0.7636 0.7636 0.7753 0.7692
S2 0.7495 0.7495 0.7730
S3 0.7243 0.7384 0.7707
S4 0.6991 0.7132 0.7637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7859 0.7607 0.0252 3.2% 0.0119 1.5% 67% True False 113,129
10 0.7999 0.7607 0.0392 5.0% 0.0113 1.5% 43% False False 101,948
20 0.8261 0.7607 0.0654 8.4% 0.0118 1.5% 26% False False 103,947
40 0.8320 0.7607 0.0713 9.2% 0.0096 1.2% 24% False False 82,188
60 0.8714 0.7607 0.1107 14.2% 0.0095 1.2% 15% False False 56,702
80 0.8815 0.7607 0.1208 15.5% 0.0093 1.2% 14% False False 42,582
100 0.8979 0.7607 0.1372 17.6% 0.0092 1.2% 12% False False 34,093
120 0.9257 0.7607 0.1650 21.2% 0.0082 1.1% 10% False False 28,415
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8276
2.618 0.8116
1.618 0.8018
1.000 0.7957
0.618 0.7920
HIGH 0.7859
0.618 0.7822
0.500 0.7810
0.382 0.7798
LOW 0.7761
0.618 0.7700
1.000 0.7663
1.618 0.7602
2.618 0.7504
4.250 0.7345
Fisher Pivots for day following 06-Feb-2015
Pivot 1 day 3 day
R1 0.7810 0.7788
PP 0.7799 0.7784
S1 0.7787 0.7780

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

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