CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 29-Jul-2015
Day Change Summary
Previous Current
28-Jul-2015 29-Jul-2015 Change Change % Previous Week
Open 0.7245 0.7225 -0.0020 -0.3% 0.7265
High 0.7253 0.7260 0.0007 0.1% 0.7354
Low 0.7192 0.7213 0.0021 0.3% 0.7186
Close 0.7245 0.7225 -0.0020 -0.3% 0.7200
Range 0.0061 0.0047 -0.0014 -22.9% 0.0168
ATR 0.0050 0.0049 0.0000 -0.4% 0.0000
Volume
Daily Pivots for day following 29-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7374 0.7346 0.7251
R3 0.7327 0.7299 0.7238
R2 0.7280 0.7280 0.7234
R1 0.7252 0.7252 0.7229 0.7249
PP 0.7233 0.7233 0.7233 0.7231
S1 0.7205 0.7205 0.7221 0.7202
S2 0.7186 0.7186 0.7216
S3 0.7139 0.7158 0.7212
S4 0.7092 0.7111 0.7199
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7751 0.7643 0.7292
R3 0.7583 0.7475 0.7246
R2 0.7415 0.7415 0.7231
R1 0.7307 0.7307 0.7215 0.7277
PP 0.7247 0.7247 0.7247 0.7232
S1 0.7139 0.7139 0.7185 0.7109
S2 0.7079 0.7079 0.7169
S3 0.6911 0.6971 0.7154
S4 0.6743 0.6803 0.7108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7319 0.7186 0.0133 1.8% 0.0039 0.5% 29% False False
10 0.7354 0.7186 0.0168 2.3% 0.0047 0.7% 23% False False
20 0.7545 0.7186 0.0359 5.0% 0.0043 0.6% 11% False False
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7460
2.618 0.7383
1.618 0.7336
1.000 0.7307
0.618 0.7289
HIGH 0.7260
0.618 0.7242
0.500 0.7237
0.382 0.7231
LOW 0.7213
0.618 0.7184
1.000 0.7166
1.618 0.7137
2.618 0.7090
4.250 0.7013
Fisher Pivots for day following 29-Jul-2015
Pivot 1 day 3 day
R1 0.7237 0.7226
PP 0.7233 0.7226
S1 0.7229 0.7225

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

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