CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 17-Feb-2015
Day Change Summary
Previous Current
13-Feb-2015 17-Feb-2015 Change Change % Previous Week
Open 0.7641 0.7670 0.0029 0.4% 0.7700
High 0.7641 0.7700 0.0059 0.8% 0.7700
Low 0.7641 0.7670 0.0029 0.4% 0.7588
Close 0.7641 0.7700 0.0059 0.8% 0.7641
Range 0.0000 0.0030 0.0030 0.0112
ATR 0.0000 0.0045 0.0045 0.0000
Volume 4 4 0 0.0% 22
Daily Pivots for day following 17-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.7780 0.7770 0.7717
R3 0.7750 0.7740 0.7708
R2 0.7720 0.7720 0.7706
R1 0.7710 0.7710 0.7703 0.7715
PP 0.7690 0.7690 0.7690 0.7693
S1 0.7680 0.7680 0.7697 0.7685
S2 0.7660 0.7660 0.7695
S3 0.7630 0.7650 0.7692
S4 0.7600 0.7620 0.7684
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.7979 0.7922 0.7703
R3 0.7867 0.7810 0.7672
R2 0.7755 0.7755 0.7662
R1 0.7698 0.7698 0.7651 0.7671
PP 0.7643 0.7643 0.7643 0.7629
S1 0.7586 0.7586 0.7631 0.7559
S2 0.7531 0.7531 0.7620
S3 0.7419 0.7474 0.7610
S4 0.7307 0.7362 0.7579
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7700 0.7588 0.0112 1.5% 0.0014 0.2% 100% True False 4
10 0.7700 0.7575 0.0125 1.6% 0.0017 0.2% 100% True False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7828
2.618 0.7779
1.618 0.7749
1.000 0.7730
0.618 0.7719
HIGH 0.7700
0.618 0.7689
0.500 0.7685
0.382 0.7681
LOW 0.7670
0.618 0.7651
1.000 0.7640
1.618 0.7621
2.618 0.7591
4.250 0.7543
Fisher Pivots for day following 17-Feb-2015
Pivot 1 day 3 day
R1 0.7695 0.7689
PP 0.7690 0.7678
S1 0.7685 0.7667

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

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