CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 02-Feb-2015
Day Change Summary
Previous Current
30-Jan-2015 02-Feb-2015 Change Change % Previous Week
Open 0.7714 0.7717 0.0003 0.0% 0.7814
High 0.7732 0.7755 0.0023 0.3% 0.7942
Low 0.7670 0.7705 0.0035 0.5% 0.7669
Close 0.7718 0.7742 0.0024 0.3% 0.7718
Range 0.0062 0.0050 -0.0012 -19.4% 0.0273
ATR 0.0092 0.0089 -0.0003 -3.2% 0.0000
Volume 126 296 170 134.9% 2,264
Daily Pivots for day following 02-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.7884 0.7863 0.7770
R3 0.7834 0.7813 0.7756
R2 0.7784 0.7784 0.7751
R1 0.7763 0.7763 0.7747 0.7774
PP 0.7734 0.7734 0.7734 0.7739
S1 0.7713 0.7713 0.7737 0.7724
S2 0.7684 0.7684 0.7733
S3 0.7634 0.7663 0.7728
S4 0.7584 0.7613 0.7715
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8595 0.8430 0.7868
R3 0.8322 0.8157 0.7793
R2 0.8049 0.8049 0.7768
R1 0.7884 0.7884 0.7743 0.7830
PP 0.7776 0.7776 0.7776 0.7750
S1 0.7611 0.7611 0.7693 0.7557
S2 0.7503 0.7503 0.7668
S3 0.7230 0.7338 0.7643
S4 0.6957 0.7065 0.7568
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7942 0.7669 0.0273 3.5% 0.0091 1.2% 27% False False 419
10 0.8153 0.7669 0.0484 6.3% 0.0102 1.3% 15% False False 372
20 0.8208 0.7669 0.0539 7.0% 0.0089 1.2% 14% False False 304
40 0.8271 0.7669 0.0602 7.8% 0.0064 0.8% 12% False False 163
60 0.8624 0.7669 0.0955 12.3% 0.0049 0.6% 8% False False 109
80 0.8746 0.7669 0.1077 13.9% 0.0039 0.5% 7% False False 82
100 0.8980 0.7669 0.1311 16.9% 0.0032 0.4% 6% False False 66
120 0.9200 0.7669 0.1531 19.8% 0.0028 0.4% 5% False False 56
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0026
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7968
2.618 0.7886
1.618 0.7836
1.000 0.7805
0.618 0.7786
HIGH 0.7755
0.618 0.7736
0.500 0.7730
0.382 0.7724
LOW 0.7705
0.618 0.7674
1.000 0.7655
1.618 0.7624
2.618 0.7574
4.250 0.7493
Fisher Pivots for day following 02-Feb-2015
Pivot 1 day 3 day
R1 0.7738 0.7749
PP 0.7734 0.7747
S1 0.7730 0.7744

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

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