CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 04-Feb-2015
Day Change Summary
Previous Current
03-Feb-2015 04-Feb-2015 Change Change % Previous Week
Open 0.7552 0.7707 0.0155 2.1% 0.7803
High 0.7695 0.7707 0.0012 0.2% 0.7839
Low 0.7547 0.7679 0.0132 1.7% 0.7648
Close 0.7695 0.7679 -0.0016 -0.2% 0.7678
Range 0.0148 0.0028 -0.0120 -81.1% 0.0191
ATR 0.0060 0.0057 -0.0002 -3.8% 0.0000
Volume 10 21 11 110.0% 5
Daily Pivots for day following 04-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.7772 0.7754 0.7694
R3 0.7744 0.7726 0.7687
R2 0.7716 0.7716 0.7684
R1 0.7698 0.7698 0.7682 0.7693
PP 0.7688 0.7688 0.7688 0.7686
S1 0.7670 0.7670 0.7676 0.7665
S2 0.7660 0.7660 0.7674
S3 0.7632 0.7642 0.7671
S4 0.7604 0.7614 0.7664
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 0.7707 0.7547 0.0160 2.1% 0.0048 0.6% 83% True False 8
10 0.7984 0.7547 0.0437 5.7% 0.0031 0.4% 30% False False 4
20 0.8138 0.7547 0.0591 7.7% 0.0026 0.3% 22% False False 2
40 0.8180 0.7547 0.0633 8.2% 0.0016 0.2% 21% False False 2
60 0.8569 0.7547 0.1022 13.3% 0.0012 0.2% 13% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7826
2.618 0.7780
1.618 0.7752
1.000 0.7735
0.618 0.7724
HIGH 0.7707
0.618 0.7696
0.500 0.7693
0.382 0.7690
LOW 0.7679
0.618 0.7662
1.000 0.7651
1.618 0.7634
2.618 0.7606
4.250 0.7560
Fisher Pivots for day following 04-Feb-2015
Pivot 1 day 3 day
R1 0.7693 0.7662
PP 0.7688 0.7644
S1 0.7684 0.7627

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

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