CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 09-Sep-2015
Day Change Summary
Previous Current
08-Sep-2015 09-Sep-2015 Change Change % Previous Week
Open 0.6909 0.7000 0.0091 1.3% 0.7057
High 0.6981 0.7000 0.0019 0.3% 0.7066
Low 0.6909 0.6956 0.0047 0.7% 0.6850
Close 0.6964 0.6956 -0.0008 -0.1% 0.6863
Range 0.0072 0.0044 -0.0028 -38.9% 0.0216
ATR 0.0076 0.0074 -0.0002 -3.0% 0.0000
Volume 7 17 10 142.9% 34
Daily Pivots for day following 09-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7103 0.7073 0.6980
R3 0.7059 0.7029 0.6968
R2 0.7015 0.7015 0.6964
R1 0.6985 0.6985 0.6960 0.6978
PP 0.6971 0.6971 0.6971 0.6967
S1 0.6941 0.6941 0.6952 0.6934
S2 0.6927 0.6927 0.6948
S3 0.6883 0.6897 0.6944
S4 0.6839 0.6853 0.6932
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7574 0.7435 0.6982
R3 0.7358 0.7219 0.6922
R2 0.7142 0.7142 0.6903
R1 0.7003 0.7003 0.6883 0.6965
PP 0.6926 0.6926 0.6926 0.6907
S1 0.6787 0.6787 0.6843 0.6749
S2 0.6710 0.6710 0.6823
S3 0.6494 0.6571 0.6804
S4 0.6278 0.6355 0.6744
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7000 0.6850 0.0150 2.2% 0.0049 0.7% 71% True False 10
10 0.7116 0.6850 0.0266 3.8% 0.0046 0.7% 40% False False 6
20 0.7320 0.6850 0.0470 6.8% 0.0057 0.8% 23% False False 5
40 0.7382 0.6850 0.0532 7.6% 0.0055 0.8% 20% False False 3
60 0.7690 0.6850 0.0840 12.1% 0.0041 0.6% 13% False False 2
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 True
Stretch 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7187
2.618 0.7115
1.618 0.7071
1.000 0.7044
0.618 0.7027
HIGH 0.7000
0.618 0.6983
0.500 0.6978
0.382 0.6973
LOW 0.6956
0.618 0.6929
1.000 0.6912
1.618 0.6885
2.618 0.6841
4.250 0.6769
Fisher Pivots for day following 09-Sep-2015
Pivot 1 day 3 day
R1 0.6978 0.6946
PP 0.6971 0.6935
S1 0.6963 0.6925

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

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