CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 05-Mar-2015
Day Change Summary
Previous Current
04-Mar-2015 05-Mar-2015 Change Change % Previous Week
Open 0.7771 0.7771 0.0000 0.0% 0.7791
High 0.7813 0.7793 -0.0020 -0.3% 0.7865
Low 0.7750 0.7709 -0.0041 -0.5% 0.7691
Close 0.7772 0.7728 -0.0044 -0.6% 0.7764
Range 0.0063 0.0084 0.0021 33.3% 0.0174
ATR 0.0082 0.0082 0.0000 0.2% 0.0000
Volume 2,305 6,158 3,853 167.2% 4,370
Daily Pivots for day following 05-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7995 0.7946 0.7774
R3 0.7911 0.7862 0.7751
R2 0.7827 0.7827 0.7743
R1 0.7778 0.7778 0.7736 0.7761
PP 0.7743 0.7743 0.7743 0.7735
S1 0.7694 0.7694 0.7720 0.7677
S2 0.7659 0.7659 0.7713
S3 0.7575 0.7610 0.7705
S4 0.7491 0.7526 0.7682
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8295 0.8204 0.7860
R3 0.8121 0.8030 0.7812
R2 0.7947 0.7947 0.7796
R1 0.7856 0.7856 0.7780 0.7815
PP 0.7773 0.7773 0.7773 0.7753
S1 0.7682 0.7682 0.7748 0.7641
S2 0.7599 0.7599 0.7732
S3 0.7425 0.7508 0.7716
S4 0.7251 0.7334 0.7668
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7813 0.7708 0.0105 1.4% 0.0068 0.9% 19% False False 2,849
10 0.7865 0.7691 0.0174 2.3% 0.0075 1.0% 21% False False 1,731
20 0.7865 0.7595 0.0270 3.5% 0.0078 1.0% 49% False False 1,039
40 0.8208 0.7571 0.0637 8.2% 0.0089 1.2% 25% False False 677
60 0.8231 0.7571 0.0660 8.5% 0.0074 1.0% 24% False False 466
80 0.8624 0.7571 0.1053 13.6% 0.0059 0.8% 15% False False 350
100 0.8746 0.7571 0.1175 15.2% 0.0049 0.6% 13% False False 280
120 0.8942 0.7571 0.1371 17.7% 0.0043 0.6% 11% False False 234
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8150
2.618 0.8013
1.618 0.7929
1.000 0.7877
0.618 0.7845
HIGH 0.7793
0.618 0.7761
0.500 0.7751
0.382 0.7741
LOW 0.7709
0.618 0.7657
1.000 0.7625
1.618 0.7573
2.618 0.7489
4.250 0.7352
Fisher Pivots for day following 05-Mar-2015
Pivot 1 day 3 day
R1 0.7751 0.7761
PP 0.7743 0.7750
S1 0.7736 0.7739

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

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