CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 19-Feb-2015
Day Change Summary
Previous Current
18-Feb-2015 19-Feb-2015 Change Change % Previous Week
Open 0.7728 0.7780 0.0052 0.7% 0.7715
High 0.7728 0.7780 0.0052 0.7% 0.7715
Low 0.7728 0.7702 -0.0026 -0.3% 0.7620
Close 0.7728 0.7702 -0.0026 -0.3% 0.7673
Range 0.0000 0.0078 0.0078 0.0095
ATR 0.0044 0.0046 0.0002 5.5% 0.0000
Volume 1 1 0 0.0% 47
Daily Pivots for day following 19-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.7962 0.7910 0.7745
R3 0.7884 0.7832 0.7723
R2 0.7806 0.7806 0.7716
R1 0.7754 0.7754 0.7709 0.7741
PP 0.7728 0.7728 0.7728 0.7722
S1 0.7676 0.7676 0.7695 0.7663
S2 0.7650 0.7650 0.7688
S3 0.7572 0.7598 0.7681
S4 0.7494 0.7520 0.7659
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 0.7780 0.7664 0.0116 1.5% 0.0016 0.2% 33% True False 9
10 0.7780 0.7620 0.0160 2.1% 0.0008 0.1% 51% True False 6
20 0.7984 0.7547 0.0437 5.7% 0.0020 0.3% 35% False False 5
40 0.8138 0.7547 0.0591 7.7% 0.0015 0.2% 26% False False 3
60 0.8481 0.7547 0.0934 12.1% 0.0012 0.2% 17% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8112
2.618 0.7984
1.618 0.7906
1.000 0.7858
0.618 0.7828
HIGH 0.7780
0.618 0.7750
0.500 0.7741
0.382 0.7732
LOW 0.7702
0.618 0.7654
1.000 0.7624
1.618 0.7576
2.618 0.7498
4.250 0.7371
Fisher Pivots for day following 19-Feb-2015
Pivot 1 day 3 day
R1 0.7741 0.7741
PP 0.7728 0.7728
S1 0.7715 0.7715

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

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