CME Australian Dollar Future September 2015


Trading Metrics calculated at close of trading on 24-Feb-2015
Day Change Summary
Previous Current
23-Feb-2015 24-Feb-2015 Change Change % Previous Week
Open 0.7711 0.7627 -0.0084 -1.1% 0.7728
High 0.7711 0.7738 0.0027 0.4% 0.7780
Low 0.7711 0.7627 -0.0084 -1.1% 0.7702
Close 0.7711 0.7738 0.0027 0.4% 0.7756
Range 0.0000 0.0111 0.0111 0.0078
ATR 0.0047 0.0051 0.0005 9.8% 0.0000
Volume 1 1 0 0.0% 18
Daily Pivots for day following 24-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.8034 0.7997 0.7799
R3 0.7923 0.7886 0.7769
R2 0.7812 0.7812 0.7758
R1 0.7775 0.7775 0.7748 0.7794
PP 0.7701 0.7701 0.7701 0.7710
S1 0.7664 0.7664 0.7728 0.7683
S2 0.7590 0.7590 0.7718
S3 0.7479 0.7553 0.7707
S4 0.7368 0.7442 0.7677
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.7980 0.7946 0.7799
R3 0.7902 0.7868 0.7777
R2 0.7824 0.7824 0.7770
R1 0.7790 0.7790 0.7763 0.7807
PP 0.7746 0.7746 0.7746 0.7755
S1 0.7712 0.7712 0.7749 0.7729
S2 0.7668 0.7668 0.7742
S3 0.7590 0.7634 0.7735
S4 0.7512 0.7556 0.7713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7780 0.7627 0.0153 2.0% 0.0038 0.5% 73% False True 1
10 0.7780 0.7620 0.0160 2.1% 0.0019 0.2% 74% False False 6
20 0.7839 0.7547 0.0292 3.8% 0.0022 0.3% 65% False False 5
40 0.8138 0.7547 0.0591 7.6% 0.0018 0.2% 32% False False 3
60 0.8379 0.7547 0.0832 10.8% 0.0014 0.2% 23% False False 2
80 0.8636 0.7547 0.1089 14.1% 0.0011 0.1% 18% False False 2
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 0.0000
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.8210
2.618 0.8029
1.618 0.7918
1.000 0.7849
0.618 0.7807
HIGH 0.7738
0.618 0.7696
0.500 0.7683
0.382 0.7669
LOW 0.7627
0.618 0.7558
1.000 0.7516
1.618 0.7447
2.618 0.7336
4.250 0.7155
Fisher Pivots for day following 24-Feb-2015
Pivot 1 day 3 day
R1 0.7720 0.7723
PP 0.7701 0.7707
S1 0.7683 0.7692

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

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