CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 03-Feb-2015
Day Change Summary
Previous Current
02-Feb-2015 03-Feb-2015 Change Change % Previous Week
Open 0.7717 0.7737 0.0020 0.3% 0.7814
High 0.7755 0.7781 0.0026 0.3% 0.7942
Low 0.7705 0.7571 -0.0134 -1.7% 0.7669
Close 0.7742 0.7734 -0.0008 -0.1% 0.7718
Range 0.0050 0.0210 0.0160 320.0% 0.0273
ATR 0.0089 0.0097 0.0009 9.8% 0.0000
Volume 296 54 -242 -81.8% 2,264
Daily Pivots for day following 03-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8325 0.8240 0.7850
R3 0.8115 0.8030 0.7792
R2 0.7905 0.7905 0.7773
R1 0.7820 0.7820 0.7753 0.7758
PP 0.7695 0.7695 0.7695 0.7664
S1 0.7610 0.7610 0.7715 0.7548
S2 0.7485 0.7485 0.7696
S3 0.7275 0.7400 0.7676
S4 0.7065 0.7190 0.7619
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 0.7571 0.0371 4.8% 0.0122 1.6% 44% False True 381
10 0.8140 0.7571 0.0569 7.4% 0.0115 1.5% 29% False True 362
20 0.8208 0.7571 0.0637 8.2% 0.0097 1.3% 26% False True 294
40 0.8231 0.7571 0.0660 8.5% 0.0069 0.9% 25% False True 164
60 0.8624 0.7571 0.1053 13.6% 0.0051 0.7% 15% False True 110
80 0.8746 0.7571 0.1175 15.2% 0.0040 0.5% 14% False True 83
100 0.8942 0.7571 0.1371 17.7% 0.0035 0.4% 12% False True 66
120 0.9200 0.7571 0.1629 21.1% 0.0030 0.4% 10% False True 57
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 0.0029
Widest range in 129 trading days
Fibonacci Retracements and Extensions
4.250 0.8674
2.618 0.8331
1.618 0.8121
1.000 0.7991
0.618 0.7911
HIGH 0.7781
0.618 0.7701
0.500 0.7676
0.382 0.7651
LOW 0.7571
0.618 0.7441
1.000 0.7361
1.618 0.7231
2.618 0.7021
4.250 0.6679
Fisher Pivots for day following 03-Feb-2015
Pivot 1 day 3 day
R1 0.7715 0.7715
PP 0.7695 0.7695
S1 0.7676 0.7676

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

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