CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 12-Feb-2015
Day Change Summary
Previous Current
11-Feb-2015 12-Feb-2015 Change Change % Previous Week
Open 0.7620 0.7664 0.0044 0.6% 0.7640
High 0.7620 0.7664 0.0044 0.6% 0.7707
Low 0.7620 0.7664 0.0044 0.6% 0.7547
Close 0.7620 0.7664 0.0044 0.6% 0.7696
Range
ATR 0.0049 0.0049 0.0000 -0.8% 0.0000
Volume 15 15 0 0.0% 42
Daily Pivots for day following 12-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.7664 0.7664 0.7664
R3 0.7664 0.7664 0.7664
R2 0.7664 0.7664 0.7664
R1 0.7664 0.7664 0.7664 0.7664
PP 0.7664 0.7664 0.7664 0.7664
S1 0.7664 0.7664 0.7664 0.7664
S2 0.7664 0.7664 0.7664
S3 0.7664 0.7664 0.7664
S4 0.7664 0.7664 0.7664
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% 46% False False 6
10 0.7715 0.7547 0.0168 2.2% 0.0024 0.3% 70% False False 7
20 0.8138 0.7547 0.0591 7.7% 0.0024 0.3% 20% False False 4
40 0.8138 0.7547 0.0591 7.7% 0.0014 0.2% 20% False False 2
60 0.8543 0.7547 0.0996 13.0% 0.0011 0.1% 12% 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 0.7664
2.618 0.7664
1.618 0.7664
1.000 0.7664
0.618 0.7664
HIGH 0.7664
0.618 0.7664
0.500 0.7664
0.382 0.7664
LOW 0.7664
0.618 0.7664
1.000 0.7664
1.618 0.7664
2.618 0.7664
4.250 0.7664
Fisher Pivots for day following 12-Feb-2015
Pivot 1 day 3 day
R1 0.7664 0.7659
PP 0.7664 0.7653
S1 0.7664 0.7648

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

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