CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 25-Feb-2015
Day Change Summary
Previous Current
24-Feb-2015 25-Feb-2015 Change Change % Previous Week
Open 0.7700 0.7770 0.0070 0.9% 0.7670
High 0.7706 0.7770 0.0064 0.8% 0.7725
Low 0.7700 0.7770 0.0070 0.9% 0.7670
Close 0.7706 0.7770 0.0064 0.8% 0.7725
Range 0.0006 0.0000 -0.0006 -100.0% 0.0055
ATR 0.0042 0.0044 0.0002 3.8% 0.0000
Volume 6 6 0 0.0% 20
Daily Pivots for day following 25-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.7770 0.7770 0.7770
R3 0.7770 0.7770 0.7770
R2 0.7770 0.7770 0.7770
R1 0.7770 0.7770 0.7770 0.7770
PP 0.7770 0.7770 0.7770 0.7770
S1 0.7770 0.7770 0.7770 0.7770
S2 0.7770 0.7770 0.7770
S3 0.7770 0.7770 0.7770
S4 0.7770 0.7770 0.7770
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.7872 0.7853 0.7755
R3 0.7817 0.7798 0.7740
R2 0.7762 0.7762 0.7735
R1 0.7743 0.7743 0.7730 0.7753
PP 0.7707 0.7707 0.7707 0.7711
S1 0.7688 0.7688 0.7720 0.7698
S2 0.7652 0.7652 0.7715
S3 0.7597 0.7633 0.7710
S4 0.7542 0.7578 0.7695
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7770 0.7670 0.0100 1.3% 0.0001 0.0% 100% True False 6
10 0.7770 0.7588 0.0182 2.3% 0.0007 0.1% 100% True False 5
Crabel Price Patterns
NR True
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7770
2.618 0.7770
1.618 0.7770
1.000 0.7770
0.618 0.7770
HIGH 0.7770
0.618 0.7770
0.500 0.7770
0.382 0.7770
LOW 0.7770
0.618 0.7770
1.000 0.7770
1.618 0.7770
2.618 0.7770
4.250 0.7770
Fisher Pivots for day following 25-Feb-2015
Pivot 1 day 3 day
R1 0.7770 0.7755
PP 0.7770 0.7740
S1 0.7770 0.7725

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

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