CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 01-Jul-2015
Day Change Summary
Previous Current
30-Jun-2015 01-Jul-2015 Change Change % Previous Week
Open 0.7620 0.7545 -0.0075 -1.0% 0.7623
High 0.7620 0.7545 -0.0075 -1.0% 0.7639
Low 0.7600 0.7545 -0.0055 -0.7% 0.7552
Close 0.7615 0.7545 -0.0070 -0.9% 0.7552
Range 0.0020 0.0000 -0.0020 -100.0% 0.0087
ATR 0.0029 0.0032 0.0003 10.3% 0.0000
Volume 3 0 -3 -100.0% 0
Daily Pivots for day following 01-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7545 0.7545 0.7545
R3 0.7545 0.7545 0.7545
R2 0.7545 0.7545 0.7545
R1 0.7545 0.7545 0.7545 0.7545
PP 0.7545 0.7545 0.7545 0.7545
S1 0.7545 0.7545 0.7545 0.7545
S2 0.7545 0.7545 0.7545
S3 0.7545 0.7545 0.7545
S4 0.7545 0.7545 0.7545
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.7842 0.7784 0.7600
R3 0.7755 0.7697 0.7576
R2 0.7668 0.7668 0.7568
R1 0.7610 0.7610 0.7560 0.7596
PP 0.7581 0.7581 0.7581 0.7574
S1 0.7523 0.7523 0.7544 0.7509
S2 0.7494 0.7494 0.7536
S3 0.7407 0.7436 0.7528
S4 0.7320 0.7349 0.7504
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7639 0.7545 0.0094 1.2% 0.0004 0.1% 0% False True
10 0.7690 0.7545 0.0145 1.9% 0.0002 0.0% 0% False True
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 0.7545
2.618 0.7545
1.618 0.7545
1.000 0.7545
0.618 0.7545
HIGH 0.7545
0.618 0.7545
0.500 0.7545
0.382 0.7545
LOW 0.7545
0.618 0.7545
1.000 0.7545
1.618 0.7545
2.618 0.7545
4.250 0.7545
Fisher Pivots for day following 01-Jul-2015
Pivot 1 day 3 day
R1 0.7545 0.7583
PP 0.7545 0.7570
S1 0.7545 0.7558

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

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