CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 16-Sep-2015
Day Change Summary
Previous Current
15-Sep-2015 16-Sep-2015 Change Change % Previous Week
Open 0.7089 0.7071 -0.0018 -0.3% 0.6909
High 0.7099 0.7137 0.0038 0.5% 0.7030
Low 0.7024 0.7070 0.0046 0.7% 0.6901
Close 0.7061 0.7128 0.0067 0.9% 0.7019
Range 0.0075 0.0067 -0.0008 -10.7% 0.0129
ATR 0.0074 0.0074 0.0000 0.2% 0.0000
Volume 29 50 21 72.4% 58
Daily Pivots for day following 16-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7313 0.7287 0.7165
R3 0.7246 0.7220 0.7146
R2 0.7179 0.7179 0.7140
R1 0.7153 0.7153 0.7134 0.7166
PP 0.7112 0.7112 0.7112 0.7118
S1 0.7086 0.7086 0.7122 0.7099
S2 0.7045 0.7045 0.7116
S3 0.6978 0.7019 0.7110
S4 0.6911 0.6952 0.7091
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7370 0.7324 0.7090
R3 0.7241 0.7195 0.7054
R2 0.7112 0.7112 0.7043
R1 0.7066 0.7066 0.7031 0.7089
PP 0.6983 0.6983 0.6983 0.6995
S1 0.6937 0.6937 0.7007 0.6960
S2 0.6854 0.6854 0.6995
S3 0.6725 0.6808 0.6984
S4 0.6596 0.6679 0.6948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7137 0.6901 0.0236 3.3% 0.0075 1.1% 96% True False 34
10 0.7137 0.6850 0.0287 4.0% 0.0062 0.9% 97% True False 22
20 0.7290 0.6850 0.0440 6.2% 0.0064 0.9% 63% False False 14
40 0.7347 0.6850 0.0497 7.0% 0.0056 0.8% 56% False False 7
60 0.7639 0.6850 0.0789 11.1% 0.0048 0.7% 35% False 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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7422
2.618 0.7312
1.618 0.7245
1.000 0.7204
0.618 0.7178
HIGH 0.7137
0.618 0.7111
0.500 0.7104
0.382 0.7096
LOW 0.7070
0.618 0.7029
1.000 0.7003
1.618 0.6962
2.618 0.6895
4.250 0.6785
Fisher Pivots for day following 16-Sep-2015
Pivot 1 day 3 day
R1 0.7120 0.7111
PP 0.7112 0.7094
S1 0.7104 0.7078

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

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