CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 10-Feb-2015
Day Change Summary
Previous Current
09-Feb-2015 10-Feb-2015 Change Change % Previous Week
Open 0.7715 0.7676 -0.0039 -0.5% 0.7640
High 0.7715 0.7676 -0.0039 -0.5% 0.7707
Low 0.7715 0.7676 -0.0039 -0.5% 0.7547
Close 0.7715 0.7676 -0.0039 -0.5% 0.7696
Range
ATR 0.0050 0.0049 -0.0001 -1.5% 0.0000
Volume 1 1 0 0.0% 42
Daily Pivots for day following 10-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.7676 0.7676 0.7676
R3 0.7676 0.7676 0.7676
R2 0.7676 0.7676 0.7676
R1 0.7676 0.7676 0.7676 0.7676
PP 0.7676 0.7676 0.7676 0.7676
S1 0.7676 0.7676 0.7676 0.7676
S2 0.7676 0.7676 0.7676
S3 0.7676 0.7676 0.7676
S4 0.7676 0.7676 0.7676
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8130 0.8073 0.7784
R3 0.7970 0.7913 0.7740
R2 0.7810 0.7810 0.7725
R1 0.7753 0.7753 0.7711 0.7782
PP 0.7650 0.7650 0.7650 0.7664
S1 0.7593 0.7593 0.7681 0.7622
S2 0.7490 0.7490 0.7667
S3 0.7330 0.7433 0.7652
S4 0.7170 0.7273 0.7608
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7715 0.7676 0.0039 0.5% 0.0006 0.1% 0% False True 5
10 0.7839 0.7547 0.0292 3.8% 0.0024 0.3% 44% False False 4
20 0.8138 0.7547 0.0591 7.7% 0.0026 0.3% 22% False False 2
40 0.8138 0.7547 0.0591 7.7% 0.0014 0.2% 22% False False 1
60 0.8569 0.7547 0.1022 13.3% 0.0012 0.2% 13% False False 1
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 0.0001
Fibonacci Retracements and Extensions
4.250 0.7676
2.618 0.7676
1.618 0.7676
1.000 0.7676
0.618 0.7676
HIGH 0.7676
0.618 0.7676
0.500 0.7676
0.382 0.7676
LOW 0.7676
0.618 0.7676
1.000 0.7676
1.618 0.7676
2.618 0.7676
4.250 0.7676
Fisher Pivots for day following 10-Feb-2015
Pivot 1 day 3 day
R1 0.7676 0.7696
PP 0.7676 0.7689
S1 0.7676 0.7683

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

View Archives - Comment on this page... - Back to Index of Symbols