CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 11-Feb-2015
Day Change Summary
Previous Current
10-Feb-2015 11-Feb-2015 Change Change % Previous Week
Open 0.7736 0.7726 -0.0010 -0.1% 0.7717
High 0.7775 0.7734 -0.0041 -0.5% 0.7805
Low 0.7690 0.7643 -0.0047 -0.6% 0.7571
Close 0.7712 0.7656 -0.0056 -0.7% 0.7733
Range 0.0085 0.0091 0.0006 7.1% 0.0234
ATR 0.0094 0.0094 0.0000 -0.2% 0.0000
Volume 225 208 -17 -7.6% 1,934
Daily Pivots for day following 11-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.7951 0.7894 0.7706
R3 0.7860 0.7803 0.7681
R2 0.7769 0.7769 0.7673
R1 0.7712 0.7712 0.7664 0.7695
PP 0.7678 0.7678 0.7678 0.7669
S1 0.7621 0.7621 0.7648 0.7604
S2 0.7587 0.7587 0.7639
S3 0.7496 0.7530 0.7631
S4 0.7405 0.7439 0.7606
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8405 0.8303 0.7862
R3 0.8171 0.8069 0.7797
R2 0.7937 0.7937 0.7776
R1 0.7835 0.7835 0.7754 0.7886
PP 0.7703 0.7703 0.7703 0.7729
S1 0.7601 0.7601 0.7712 0.7652
S2 0.7469 0.7469 0.7690
S3 0.7235 0.7367 0.7669
S4 0.7001 0.7133 0.7604
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7805 0.7643 0.0162 2.1% 0.0085 1.1% 8% False True 319
10 0.7829 0.7571 0.0258 3.4% 0.0101 1.3% 33% False False 389
20 0.8208 0.7571 0.0637 8.3% 0.0104 1.4% 13% False False 357
40 0.8208 0.7571 0.0637 8.3% 0.0077 1.0% 13% False False 219
60 0.8624 0.7571 0.1053 13.8% 0.0057 0.7% 8% False False 147
80 0.8746 0.7571 0.1175 15.3% 0.0046 0.6% 7% False False 110
100 0.8765 0.7571 0.1194 15.6% 0.0039 0.5% 7% False False 89
120 0.9200 0.7571 0.1629 21.3% 0.0034 0.4% 5% False False 75
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8121
2.618 0.7972
1.618 0.7881
1.000 0.7825
0.618 0.7790
HIGH 0.7734
0.618 0.7699
0.500 0.7689
0.382 0.7678
LOW 0.7643
0.618 0.7587
1.000 0.7552
1.618 0.7496
2.618 0.7405
4.250 0.7256
Fisher Pivots for day following 11-Feb-2015
Pivot 1 day 3 day
R1 0.7689 0.7709
PP 0.7678 0.7691
S1 0.7667 0.7674

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

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