CME Australian Dollar Future September 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 0.7678 0.7640 -0.0038 -0.5% 0.7803
High 0.7678 0.7702 0.0024 0.3% 0.7839
Low 0.7678 0.7640 -0.0038 -0.5% 0.7648
Close 0.7678 0.7702 0.0024 0.3% 0.7678
Range 0.0000 0.0062 0.0062 0.0191
ATR 0.0052 0.0052 0.0001 1.4% 0.0000
Volume 1 9 8 800.0% 5
Daily Pivots for day following 02-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.7867 0.7847 0.7736
R3 0.7805 0.7785 0.7719
R2 0.7743 0.7743 0.7713
R1 0.7723 0.7723 0.7708 0.7733
PP 0.7681 0.7681 0.7681 0.7687
S1 0.7661 0.7661 0.7696 0.7671
S2 0.7619 0.7619 0.7691
S3 0.7557 0.7599 0.7685
S4 0.7495 0.7537 0.7668
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 0.8295 0.8177 0.7783
R3 0.8104 0.7986 0.7731
R2 0.7913 0.7913 0.7713
R1 0.7795 0.7795 0.7696 0.7759
PP 0.7722 0.7722 0.7722 0.7703
S1 0.7604 0.7604 0.7660 0.7568
S2 0.7531 0.7531 0.7643
S3 0.7340 0.7413 0.7625
S4 0.7149 0.7222 0.7573
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7839 0.7640 0.0199 2.6% 0.0014 0.2% 31% False True 2
10 0.8138 0.7640 0.0498 6.5% 0.0028 0.4% 12% False True 1
20 0.8138 0.7640 0.0498 6.5% 0.0017 0.2% 12% False True 1
40 0.8224 0.7640 0.0584 7.6% 0.0012 0.2% 11% False True 1
60 0.8569 0.7640 0.0929 12.1% 0.0009 0.1% 7% False True 1
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 0.0001
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7966
2.618 0.7864
1.618 0.7802
1.000 0.7764
0.618 0.7740
HIGH 0.7702
0.618 0.7678
0.500 0.7671
0.382 0.7664
LOW 0.7640
0.618 0.7602
1.000 0.7578
1.618 0.7540
2.618 0.7478
4.250 0.7377
Fisher Pivots for day following 02-Feb-2015
Pivot 1 day 3 day
R1 0.7692 0.7692
PP 0.7681 0.7681
S1 0.7671 0.7671

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

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