CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 13-Feb-2015
Day Change Summary
Previous Current
12-Feb-2015 13-Feb-2015 Change Change % Previous Week
Open 0.7664 0.7673 0.0009 0.1% 0.7715
High 0.7664 0.7673 0.0009 0.1% 0.7715
Low 0.7664 0.7673 0.0009 0.1% 0.7620
Close 0.7664 0.7673 0.0009 0.1% 0.7673
Range
ATR 0.0049 0.0046 -0.0003 -5.8% 0.0000
Volume 15 15 0 0.0% 47
Daily Pivots for day following 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.7673 0.7673 0.7673
R3 0.7673 0.7673 0.7673
R2 0.7673 0.7673 0.7673
R1 0.7673 0.7673 0.7673 0.7673
PP 0.7673 0.7673 0.7673 0.7673
S1 0.7673 0.7673 0.7673 0.7673
S2 0.7673 0.7673 0.7673
S3 0.7673 0.7673 0.7673
S4 0.7673 0.7673 0.7673
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.7954 0.7909 0.7725
R3 0.7859 0.7814 0.7699
R2 0.7764 0.7764 0.7690
R1 0.7719 0.7719 0.7682 0.7694
PP 0.7669 0.7669 0.7669 0.7657
S1 0.7624 0.7624 0.7664 0.7599
S2 0.7574 0.7574 0.7656
S3 0.7479 0.7529 0.7647
S4 0.7384 0.7434 0.7621
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% 56% False False 9
10 0.7715 0.7547 0.0168 2.2% 0.0024 0.3% 75% False False 8
20 0.8138 0.7547 0.0591 7.7% 0.0023 0.3% 21% False False 5
40 0.8138 0.7547 0.0591 7.7% 0.0014 0.2% 21% False False 3
60 0.8543 0.7547 0.0996 13.0% 0.0011 0.1% 13% 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 0.7673
2.618 0.7673
1.618 0.7673
1.000 0.7673
0.618 0.7673
HIGH 0.7673
0.618 0.7673
0.500 0.7673
0.382 0.7673
LOW 0.7673
0.618 0.7673
1.000 0.7673
1.618 0.7673
2.618 0.7673
4.250 0.7673
Fisher Pivots for day following 13-Feb-2015
Pivot 1 day 3 day
R1 0.7673 0.7664
PP 0.7673 0.7655
S1 0.7673 0.7647

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

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