CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 03-Feb-2015
Day Change Summary
Previous Current
02-Feb-2015 03-Feb-2015 Change Change % Previous Week
Open 0.7640 0.7552 -0.0088 -1.2% 0.7803
High 0.7702 0.7695 -0.0007 -0.1% 0.7839
Low 0.7640 0.7547 -0.0093 -1.2% 0.7648
Close 0.7702 0.7695 -0.0007 -0.1% 0.7678
Range 0.0062 0.0148 0.0086 138.7% 0.0191
ATR 0.0052 0.0060 0.0007 14.0% 0.0000
Volume 9 10 1 11.1% 5
Daily Pivots for day following 03-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8090 0.8040 0.7776
R3 0.7942 0.7892 0.7736
R2 0.7794 0.7794 0.7722
R1 0.7744 0.7744 0.7709 0.7769
PP 0.7646 0.7646 0.7646 0.7658
S1 0.7596 0.7596 0.7681 0.7621
S2 0.7498 0.7498 0.7668
S3 0.7350 0.7448 0.7654
S4 0.7202 0.7300 0.7614
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8295 0.8177 0.7783
R3 0.8104 0.7986 0.7731
R2 0.7913 0.7913 0.7713
R1 0.7795 0.7795 0.7696 0.7759
PP 0.7722 0.7722 0.7722 0.7703
S1 0.7604 0.7604 0.7660 0.7568
S2 0.7531 0.7531 0.7643
S3 0.7340 0.7413 0.7625
S4 0.7149 0.7222 0.7573
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7839 0.7547 0.0292 3.8% 0.0043 0.6% 51% False True 4
10 0.8008 0.7547 0.0461 6.0% 0.0033 0.4% 32% False True 2
20 0.8138 0.7547 0.0591 7.7% 0.0024 0.3% 25% False True 1
40 0.8180 0.7547 0.0633 8.2% 0.0015 0.2% 23% False True 1
60 0.8569 0.7547 0.1022 13.3% 0.0011 0.1% 14% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 0.8324
2.618 0.8082
1.618 0.7934
1.000 0.7843
0.618 0.7786
HIGH 0.7695
0.618 0.7638
0.500 0.7621
0.382 0.7604
LOW 0.7547
0.618 0.7456
1.000 0.7399
1.618 0.7308
2.618 0.7160
4.250 0.6918
Fisher Pivots for day following 03-Feb-2015
Pivot 1 day 3 day
R1 0.7670 0.7672
PP 0.7646 0.7648
S1 0.7621 0.7625

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

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