CME Australian Dollar Future December 2015


Trading Metrics calculated at close of trading on 02-Mar-2015
Day Change Summary
Previous Current
27-Feb-2015 02-Mar-2015 Change Change % Previous Week
Open 0.7698 0.7662 -0.0036 -0.5% 0.7679
High 0.7698 0.7662 -0.0036 -0.5% 0.7770
Low 0.7698 0.7662 -0.0036 -0.5% 0.7679
Close 0.7698 0.7662 -0.0036 -0.5% 0.7698
Range
ATR 0.0045 0.0044 -0.0001 -1.4% 0.0000
Volume 6 6 0 0.0% 30
Daily Pivots for day following 02-Mar-2015
Classic Woodie Camarilla DeMark
R4 0.7662 0.7662 0.7662
R3 0.7662 0.7662 0.7662
R2 0.7662 0.7662 0.7662
R1 0.7662 0.7662 0.7662 0.7662
PP 0.7662 0.7662 0.7662 0.7662
S1 0.7662 0.7662 0.7662 0.7662
S2 0.7662 0.7662 0.7662
S3 0.7662 0.7662 0.7662
S4 0.7662 0.7662 0.7662
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 0.7989 0.7934 0.7748
R3 0.7898 0.7843 0.7723
R2 0.7807 0.7807 0.7715
R1 0.7752 0.7752 0.7706 0.7780
PP 0.7716 0.7716 0.7716 0.7729
S1 0.7661 0.7661 0.7690 0.7689
S2 0.7625 0.7625 0.7681
S3 0.7534 0.7570 0.7673
S4 0.7443 0.7479 0.7648
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7770 0.7662 0.0108 1.4% 0.0001 0.0% 0% False True 6
10 0.7770 0.7662 0.0108 1.4% 0.0005 0.1% 0% False True 5
20 0.7770 0.7575 0.0195 2.5% 0.0010 0.1% 45% False False 4
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.7662
2.618 0.7662
1.618 0.7662
1.000 0.7662
0.618 0.7662
HIGH 0.7662
0.618 0.7662
0.500 0.7662
0.382 0.7662
LOW 0.7662
0.618 0.7662
1.000 0.7662
1.618 0.7662
2.618 0.7662
4.250 0.7662
Fisher Pivots for day following 02-Mar-2015
Pivot 1 day 3 day
R1 0.7662 0.7680
PP 0.7662 0.7674
S1 0.7662 0.7668

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

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