CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 17-Feb-2015
Day Change Summary
Previous Current
13-Feb-2015 17-Feb-2015 Change Change % Previous Week
Open 0.7673 0.7728 0.0055 0.7% 0.7715
High 0.7673 0.7732 0.0059 0.8% 0.7715
Low 0.7673 0.7728 0.0055 0.7% 0.7620
Close 0.7673 0.7732 0.0059 0.8% 0.7673
Range 0.0000 0.0004 0.0004 0.0095
ATR 0.0046 0.0047 0.0001 2.0% 0.0000
Volume 15 15 0 0.0% 47
Daily Pivots for day following 17-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.7743 0.7741 0.7734
R3 0.7739 0.7737 0.7733
R2 0.7735 0.7735 0.7733
R1 0.7733 0.7733 0.7732 0.7734
PP 0.7731 0.7731 0.7731 0.7731
S1 0.7729 0.7729 0.7732 0.7730
S2 0.7727 0.7727 0.7731
S3 0.7723 0.7725 0.7731
S4 0.7719 0.7721 0.7730
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 0.7732 0.7620 0.0112 1.4% 0.0001 0.0% 100% True False 12
10 0.7732 0.7547 0.0185 2.4% 0.0018 0.2% 100% True False 9
20 0.8138 0.7547 0.0591 7.6% 0.0023 0.3% 31% False False 5
40 0.8138 0.7547 0.0591 7.6% 0.0014 0.2% 31% False False 3
60 0.8481 0.7547 0.0934 12.1% 0.0011 0.1% 20% False False 2
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7749
2.618 0.7742
1.618 0.7738
1.000 0.7736
0.618 0.7734
HIGH 0.7732
0.618 0.7730
0.500 0.7730
0.382 0.7730
LOW 0.7728
0.618 0.7726
1.000 0.7724
1.618 0.7722
2.618 0.7718
4.250 0.7711
Fisher Pivots for day following 17-Feb-2015
Pivot 1 day 3 day
R1 0.7731 0.7721
PP 0.7731 0.7709
S1 0.7730 0.7698

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

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