CME Australian Dollar Future June 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 0.7781 0.7742 -0.0039 -0.5% 0.7719
High 0.7781 0.7797 0.0016 0.2% 0.7797
Low 0.7706 0.7742 0.0036 0.5% 0.7700
Close 0.7737 0.7792 0.0055 0.7% 0.7792
Range 0.0075 0.0055 -0.0020 -26.7% 0.0097
ATR 0.0089 0.0087 -0.0002 -2.3% 0.0000
Volume 333 302 -31 -9.3% 1,078
Daily Pivots for day following 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.7942 0.7922 0.7822
R3 0.7887 0.7867 0.7807
R2 0.7832 0.7832 0.7802
R1 0.7812 0.7812 0.7797 0.7822
PP 0.7777 0.7777 0.7777 0.7782
S1 0.7757 0.7757 0.7787 0.7767
S2 0.7722 0.7722 0.7782
S3 0.7667 0.7702 0.7777
S4 0.7612 0.7647 0.7762
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8054 0.8020 0.7845
R3 0.7957 0.7923 0.7819
R2 0.7860 0.7860 0.7810
R1 0.7826 0.7826 0.7801 0.7843
PP 0.7763 0.7763 0.7763 0.7772
S1 0.7729 0.7729 0.7783 0.7746
S2 0.7666 0.7666 0.7774
S3 0.7569 0.7632 0.7765
S4 0.7472 0.7535 0.7739
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7797 0.7676 0.0121 1.6% 0.0063 0.8% 96% True False 378
10 0.7805 0.7595 0.0210 2.7% 0.0079 1.0% 94% False False 300
20 0.7964 0.7571 0.0393 5.0% 0.0093 1.2% 56% False False 364
40 0.8208 0.7571 0.0637 8.2% 0.0081 1.0% 35% False False 270
60 0.8485 0.7571 0.0914 11.7% 0.0064 0.8% 24% False False 183
80 0.8746 0.7571 0.1175 15.1% 0.0052 0.7% 19% False False 138
100 0.8746 0.7571 0.1175 15.1% 0.0043 0.6% 19% False False 110
120 0.9200 0.7571 0.1629 20.9% 0.0038 0.5% 14% False False 92
Crabel Price Patterns
NR True
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8031
2.618 0.7941
1.618 0.7886
1.000 0.7852
0.618 0.7831
HIGH 0.7797
0.618 0.7776
0.500 0.7770
0.382 0.7763
LOW 0.7742
0.618 0.7708
1.000 0.7687
1.618 0.7653
2.618 0.7598
4.250 0.7508
Fisher Pivots for day following 20-Feb-2015
Pivot 1 day 3 day
R1 0.7785 0.7779
PP 0.7777 0.7765
S1 0.7770 0.7752

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

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