CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 23-Sep-2015
Day Change Summary
Previous Current
22-Sep-2015 23-Sep-2015 Change Change % Previous Week
Open 0.7068 0.6965 -0.0103 -1.5% 0.7038
High 0.7094 0.6995 -0.0099 -1.4% 0.7213
Low 0.6995 0.6927 -0.0068 -1.0% 0.7018
Close 0.7024 0.6938 -0.0086 -1.2% 0.7154
Range 0.0099 0.0068 -0.0031 -31.3% 0.0195
ATR 0.0083 0.0084 0.0001 1.2% 0.0000
Volume 16 73 57 356.3% 208
Daily Pivots for day following 23-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7157 0.7116 0.6975
R3 0.7089 0.7048 0.6957
R2 0.7021 0.7021 0.6950
R1 0.6980 0.6980 0.6944 0.6967
PP 0.6953 0.6953 0.6953 0.6947
S1 0.6912 0.6912 0.6932 0.6899
S2 0.6885 0.6885 0.6926
S3 0.6817 0.6844 0.6919
S4 0.6749 0.6776 0.6901
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7713 0.7629 0.7261
R3 0.7518 0.7434 0.7208
R2 0.7323 0.7323 0.7190
R1 0.7239 0.7239 0.7172 0.7281
PP 0.7128 0.7128 0.7128 0.7150
S1 0.7044 0.7044 0.7136 0.7086
S2 0.6933 0.6933 0.7118
S3 0.6738 0.6849 0.7100
S4 0.6543 0.6654 0.7047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7213 0.6927 0.0286 4.1% 0.0091 1.3% 4% False True 35
10 0.7213 0.6901 0.0312 4.5% 0.0083 1.2% 12% False False 35
20 0.7213 0.6850 0.0363 5.2% 0.0065 0.9% 24% False False 20
40 0.7347 0.6850 0.0497 7.2% 0.0062 0.9% 18% False False 11
60 0.7620 0.6850 0.0770 11.1% 0.0055 0.8% 11% False False 8
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7284
2.618 0.7173
1.618 0.7105
1.000 0.7063
0.618 0.7037
HIGH 0.6995
0.618 0.6969
0.500 0.6961
0.382 0.6953
LOW 0.6927
0.618 0.6885
1.000 0.6859
1.618 0.6817
2.618 0.6749
4.250 0.6638
Fisher Pivots for day following 23-Sep-2015
Pivot 1 day 3 day
R1 0.6961 0.7017
PP 0.6953 0.6990
S1 0.6946 0.6964

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

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