CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 02-Mar-2015
Day Change Summary
Previous Current
27-Feb-2015 02-Mar-2015 Change Change % Previous Week
Open 0.7761 0.7758 -0.0003 0.0% 0.7791
High 0.7786 0.7758 -0.0028 -0.4% 0.7865
Low 0.7732 0.7711 -0.0021 -0.3% 0.7691
Close 0.7764 0.7726 -0.0038 -0.5% 0.7764
Range 0.0054 0.0047 -0.0007 -13.0% 0.0174
ATR 0.0085 0.0083 -0.0002 -2.7% 0.0000
Volume 1,598 1,614 16 1.0% 4,370
Daily Pivots for day following 02-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7873 0.7846 0.7752
R3 0.7826 0.7799 0.7739
R2 0.7779 0.7779 0.7735
R1 0.7752 0.7752 0.7730 0.7742
PP 0.7732 0.7732 0.7732 0.7727
S1 0.7705 0.7705 0.7722 0.7695
S2 0.7685 0.7685 0.7717
S3 0.7638 0.7658 0.7713
S4 0.7591 0.7611 0.7700
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8295 0.8204 0.7860
R3 0.8121 0.8030 0.7812
R2 0.7947 0.7947 0.7796
R1 0.7856 0.7856 0.7780 0.7815
PP 0.7773 0.7773 0.7773 0.7753
S1 0.7682 0.7682 0.7748 0.7641
S2 0.7599 0.7599 0.7732
S3 0.7425 0.7508 0.7716
S4 0.7251 0.7334 0.7668
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7865 0.7691 0.0174 2.3% 0.0078 1.0% 20% False False 1,107
10 0.7865 0.7691 0.0174 2.3% 0.0071 0.9% 20% False False 706
20 0.7865 0.7571 0.0294 3.8% 0.0084 1.1% 53% False False 536
40 0.8208 0.7571 0.0637 8.2% 0.0087 1.1% 24% False False 413
60 0.8290 0.7571 0.0719 9.3% 0.0071 0.9% 22% False False 283
80 0.8624 0.7571 0.1053 13.6% 0.0057 0.7% 15% False False 212
100 0.8746 0.7571 0.1175 15.2% 0.0047 0.6% 13% False False 170
120 0.9020 0.7571 0.1449 18.8% 0.0041 0.5% 11% False False 142
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 0.0014
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 0.7958
2.618 0.7881
1.618 0.7834
1.000 0.7805
0.618 0.7787
HIGH 0.7758
0.618 0.7740
0.500 0.7735
0.382 0.7729
LOW 0.7711
0.618 0.7682
1.000 0.7664
1.618 0.7635
2.618 0.7588
4.250 0.7511
Fisher Pivots for day following 02-Mar-2015
Pivot 1 day 3 day
R1 0.7735 0.7788
PP 0.7732 0.7767
S1 0.7729 0.7747

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

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