CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 06-Feb-2015
Day Change Summary
Previous Current
05-Feb-2015 06-Feb-2015 Change Change % Previous Week
Open 0.7701 0.7784 0.0083 1.1% 0.7717
High 0.7762 0.7805 0.0043 0.6% 0.7805
Low 0.7677 0.7720 0.0043 0.6% 0.7571
Close 0.7744 0.7733 -0.0011 -0.1% 0.7733
Range 0.0085 0.0085 0.0000 0.0% 0.0234
ATR 0.0097 0.0096 -0.0001 -0.9% 0.0000
Volume 768 182 -586 -76.3% 1,934
Daily Pivots for day following 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8008 0.7955 0.7780
R3 0.7923 0.7870 0.7756
R2 0.7838 0.7838 0.7749
R1 0.7785 0.7785 0.7741 0.7769
PP 0.7753 0.7753 0.7753 0.7745
S1 0.7700 0.7700 0.7725 0.7684
S2 0.7668 0.7668 0.7717
S3 0.7583 0.7615 0.7710
S4 0.7498 0.7530 0.7686
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8405 0.8303 0.7862
R3 0.8171 0.8069 0.7797
R2 0.7937 0.7937 0.7776
R1 0.7835 0.7835 0.7754 0.7886
PP 0.7703 0.7703 0.7703 0.7729
S1 0.7601 0.7601 0.7712 0.7652
S2 0.7469 0.7469 0.7690
S3 0.7235 0.7367 0.7669
S4 0.7001 0.7133 0.7604
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7805 0.7571 0.0234 3.0% 0.0107 1.4% 69% True False 386
10 0.7942 0.7571 0.0371 4.8% 0.0101 1.3% 44% False False 419
20 0.8208 0.7571 0.0637 8.2% 0.0104 1.3% 25% False False 346
40 0.8225 0.7571 0.0654 8.5% 0.0074 1.0% 25% False False 203
60 0.8624 0.7571 0.1053 13.6% 0.0053 0.7% 15% False False 136
80 0.8746 0.7571 0.1175 15.2% 0.0043 0.6% 14% False False 102
100 0.8919 0.7571 0.1348 17.4% 0.0037 0.5% 12% False False 82
120 0.9200 0.7571 0.1629 21.1% 0.0032 0.4% 10% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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 0.0023
Fibonacci Retracements and Extensions
4.250 0.8166
2.618 0.8028
1.618 0.7943
1.000 0.7890
0.618 0.7858
HIGH 0.7805
0.618 0.7773
0.500 0.7763
0.382 0.7752
LOW 0.7720
0.618 0.7667
1.000 0.7635
1.618 0.7582
2.618 0.7497
4.250 0.7359
Fisher Pivots for day following 06-Feb-2015
Pivot 1 day 3 day
R1 0.7763 0.7741
PP 0.7753 0.7738
S1 0.7743 0.7736

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

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