CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 02-Oct-2015
Day Change Summary
Previous Current
01-Oct-2015 02-Oct-2015 Change Change % Previous Week
Open 0.6955 0.6978 0.0023 0.3% 0.6950
High 0.7027 0.7004 -0.0023 -0.3% 0.7027
Low 0.6944 0.6946 0.0002 0.0% 0.6880
Close 0.6973 0.6977 0.0004 0.1% 0.6977
Range 0.0083 0.0058 -0.0025 -30.1% 0.0147
ATR 0.0079 0.0078 -0.0002 -1.9% 0.0000
Volume 63 66 3 4.8% 434
Daily Pivots for day following 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7150 0.7121 0.7009
R3 0.7092 0.7063 0.6993
R2 0.7034 0.7034 0.6988
R1 0.7005 0.7005 0.6982 0.6991
PP 0.6976 0.6976 0.6976 0.6968
S1 0.6947 0.6947 0.6972 0.6932
S2 0.6918 0.6918 0.6966
S3 0.6860 0.6889 0.6961
S4 0.6802 0.6831 0.6945
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7402 0.7337 0.7058
R3 0.7255 0.7190 0.7017
R2 0.7108 0.7108 0.7004
R1 0.7043 0.7043 0.6990 0.7076
PP 0.6961 0.6961 0.6961 0.6978
S1 0.6896 0.6896 0.6964 0.6929
S2 0.6814 0.6814 0.6950
S3 0.6667 0.6749 0.6937
S4 0.6520 0.6602 0.6896
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7027 0.6880 0.0147 2.1% 0.0062 0.9% 66% False False 86
10 0.7106 0.6880 0.0226 3.2% 0.0067 1.0% 43% False False 78
20 0.7213 0.6850 0.0363 5.2% 0.0073 1.0% 35% False False 52
40 0.7347 0.6850 0.0497 7.1% 0.0065 0.9% 26% False False 28
60 0.7382 0.6850 0.0532 7.6% 0.0060 0.9% 24% False False 19
80 0.7690 0.6850 0.0840 12.0% 0.0047 0.7% 15% False False 14
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7251
2.618 0.7156
1.618 0.7098
1.000 0.7062
0.618 0.7040
HIGH 0.7004
0.618 0.6982
0.500 0.6975
0.382 0.6968
LOW 0.6946
0.618 0.6910
1.000 0.6888
1.618 0.6852
2.618 0.6794
4.250 0.6699
Fisher Pivots for day following 02-Oct-2015
Pivot 1 day 3 day
R1 0.6976 0.6986
PP 0.6976 0.6983
S1 0.6975 0.6980

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

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