CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 20-Feb-2015
Day Change Summary
Previous Current
19-Feb-2015 20-Feb-2015 Change Change % Previous Week
Open 0.7780 0.7756 -0.0024 -0.3% 0.7728
High 0.7780 0.7756 -0.0024 -0.3% 0.7780
Low 0.7702 0.7756 0.0054 0.7% 0.7702
Close 0.7702 0.7756 0.0054 0.7% 0.7756
Range 0.0078 0.0000 -0.0078 -100.0% 0.0078
ATR 0.0046 0.0047 0.0001 1.2% 0.0000
Volume 1 1 0 0.0% 18
Daily Pivots for day following 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.7756 0.7756 0.7756
R3 0.7756 0.7756 0.7756
R2 0.7756 0.7756 0.7756
R1 0.7756 0.7756 0.7756 0.7756
PP 0.7756 0.7756 0.7756 0.7756
S1 0.7756 0.7756 0.7756 0.7756
S2 0.7756 0.7756 0.7756
S3 0.7756 0.7756 0.7756
S4 0.7756 0.7756 0.7756
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.7980 0.7946 0.7799
R3 0.7902 0.7868 0.7777
R2 0.7824 0.7824 0.7770
R1 0.7790 0.7790 0.7763 0.7807
PP 0.7746 0.7746 0.7746 0.7755
S1 0.7712 0.7712 0.7749 0.7729
S2 0.7668 0.7668 0.7742
S3 0.7590 0.7634 0.7735
S4 0.7512 0.7556 0.7713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7780 0.7673 0.0107 1.4% 0.0016 0.2% 78% False False 6
10 0.7780 0.7620 0.0160 2.1% 0.0008 0.1% 85% False False 6
20 0.7839 0.7547 0.0292 3.8% 0.0017 0.2% 72% False False 5
40 0.8138 0.7547 0.0591 7.6% 0.0015 0.2% 35% False False 3
60 0.8432 0.7547 0.0885 11.4% 0.0012 0.2% 24% False False 2
80 0.8658 0.7547 0.1111 14.3% 0.0010 0.1% 19% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7756
2.618 0.7756
1.618 0.7756
1.000 0.7756
0.618 0.7756
HIGH 0.7756
0.618 0.7756
0.500 0.7756
0.382 0.7756
LOW 0.7756
0.618 0.7756
1.000 0.7756
1.618 0.7756
2.618 0.7756
4.250 0.7756
Fisher Pivots for day following 20-Feb-2015
Pivot 1 day 3 day
R1 0.7756 0.7751
PP 0.7756 0.7746
S1 0.7756 0.7741

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

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