CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 13-Feb-2015
Day Change Summary
Previous Current
12-Feb-2015 13-Feb-2015 Change Change % Previous Week
Open 0.7667 0.7678 0.0011 0.1% 0.7712
High 0.7726 0.7734 0.0008 0.1% 0.7775
Low 0.7595 0.7676 0.0081 1.1% 0.7595
Close 0.7700 0.7709 0.0009 0.1% 0.7709
Range 0.0131 0.0058 -0.0073 -55.7% 0.0180
ATR 0.0097 0.0094 -0.0003 -2.9% 0.0000
Volume 280 815 535 191.1% 1,741
Daily Pivots for day following 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.7880 0.7853 0.7741
R3 0.7822 0.7795 0.7725
R2 0.7764 0.7764 0.7720
R1 0.7737 0.7737 0.7714 0.7751
PP 0.7706 0.7706 0.7706 0.7713
S1 0.7679 0.7679 0.7704 0.7693
S2 0.7648 0.7648 0.7698
S3 0.7590 0.7621 0.7693
S4 0.7532 0.7563 0.7677
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8233 0.8151 0.7808
R3 0.8053 0.7971 0.7759
R2 0.7873 0.7873 0.7742
R1 0.7791 0.7791 0.7726 0.7742
PP 0.7693 0.7693 0.7693 0.7669
S1 0.7611 0.7611 0.7693 0.7562
S2 0.7513 0.7513 0.7676
S3 0.7333 0.7431 0.7660
S4 0.7153 0.7251 0.7610
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7775 0.7595 0.0180 2.3% 0.0089 1.2% 63% False False 348
10 0.7805 0.7571 0.0234 3.0% 0.0098 1.3% 59% False False 367
20 0.8162 0.7571 0.0591 7.7% 0.0101 1.3% 23% False False 399
40 0.8208 0.7571 0.0637 8.3% 0.0081 1.0% 22% False False 246
60 0.8605 0.7571 0.1034 13.4% 0.0060 0.8% 13% False False 165
80 0.8746 0.7571 0.1175 15.2% 0.0048 0.6% 12% False False 124
100 0.8746 0.7571 0.1175 15.2% 0.0041 0.5% 12% False False 100
120 0.9200 0.7571 0.1629 21.1% 0.0035 0.5% 8% False False 84
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0025
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7981
2.618 0.7886
1.618 0.7828
1.000 0.7792
0.618 0.7770
HIGH 0.7734
0.618 0.7712
0.500 0.7705
0.382 0.7698
LOW 0.7676
0.618 0.7640
1.000 0.7618
1.618 0.7582
2.618 0.7524
4.250 0.7430
Fisher Pivots for day following 13-Feb-2015
Pivot 1 day 3 day
R1 0.7708 0.7694
PP 0.7706 0.7679
S1 0.7705 0.7665

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

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