CME Australian Dollar Future September 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 0.7676 0.7620 -0.0056 -0.7% 0.7640
High 0.7676 0.7620 -0.0056 -0.7% 0.7707
Low 0.7676 0.7620 -0.0056 -0.7% 0.7547
Close 0.7676 0.7620 -0.0056 -0.7% 0.7696
Range
ATR 0.0049 0.0049 0.0001 1.0% 0.0000
Volume 1 15 14 1,400.0% 42
Daily Pivots for day following 11-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.7620 0.7620 0.7620
R3 0.7620 0.7620 0.7620
R2 0.7620 0.7620 0.7620
R1 0.7620 0.7620 0.7620 0.7620
PP 0.7620 0.7620 0.7620 0.7620
S1 0.7620 0.7620 0.7620 0.7620
S2 0.7620 0.7620 0.7620
S3 0.7620 0.7620 0.7620
S4 0.7620 0.7620 0.7620
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8130 0.8073 0.7784
R3 0.7970 0.7913 0.7740
R2 0.7810 0.7810 0.7725
R1 0.7753 0.7753 0.7711 0.7782
PP 0.7650 0.7650 0.7650 0.7664
S1 0.7593 0.7593 0.7681 0.7622
S2 0.7490 0.7490 0.7667
S3 0.7330 0.7433 0.7652
S4 0.7170 0.7273 0.7608
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7715 0.7620 0.0095 1.2% 0.0000 0.0% 0% False True 3
10 0.7715 0.7547 0.0168 2.2% 0.0024 0.3% 43% False False 6
20 0.8138 0.7547 0.0591 7.8% 0.0026 0.3% 12% False False 3
40 0.8138 0.7547 0.0591 7.8% 0.0014 0.2% 12% False False 2
60 0.8569 0.7547 0.1022 13.4% 0.0012 0.2% 7% False False 2
Crabel Price Patterns
NR False
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 False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 0.7620
2.618 0.7620
1.618 0.7620
1.000 0.7620
0.618 0.7620
HIGH 0.7620
0.618 0.7620
0.500 0.7620
0.382 0.7620
LOW 0.7620
0.618 0.7620
1.000 0.7620
1.618 0.7620
2.618 0.7620
4.250 0.7620
Fisher Pivots for day following 11-Feb-2015
Pivot 1 day 3 day
R1 0.7620 0.7668
PP 0.7620 0.7652
S1 0.7620 0.7636

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

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