CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 05-Oct-2015
Day Change Summary
Previous Current
02-Oct-2015 05-Oct-2015 Change Change % Previous Week
Open 0.6978 0.7019 0.0041 0.6% 0.6950
High 0.7004 0.7054 0.0050 0.7% 0.7027
Low 0.6946 0.7008 0.0062 0.9% 0.6880
Close 0.6977 0.7033 0.0056 0.8% 0.6977
Range 0.0058 0.0046 -0.0012 -20.7% 0.0147
ATR 0.0078 0.0078 0.0000 -0.1% 0.0000
Volume 66 91 25 37.9% 434
Daily Pivots for day following 05-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7170 0.7147 0.7058
R3 0.7124 0.7101 0.7046
R2 0.7078 0.7078 0.7041
R1 0.7055 0.7055 0.7037 0.7067
PP 0.7032 0.7032 0.7032 0.7037
S1 0.7009 0.7009 0.7029 0.7021
S2 0.6986 0.6986 0.7025
S3 0.6940 0.6963 0.7020
S4 0.6894 0.6917 0.7008
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 0.7054 0.6880 0.0174 2.5% 0.0060 0.9% 88% True False 77
10 0.7094 0.6880 0.0214 3.0% 0.0067 1.0% 71% False False 85
20 0.7213 0.6880 0.0333 4.7% 0.0073 1.0% 46% False False 56
40 0.7347 0.6850 0.0497 7.1% 0.0066 0.9% 37% False False 30
60 0.7382 0.6850 0.0532 7.6% 0.0061 0.9% 34% False False 20
80 0.7690 0.6850 0.0840 11.9% 0.0048 0.7% 22% False False 15
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 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7250
2.618 0.7174
1.618 0.7128
1.000 0.7100
0.618 0.7082
HIGH 0.7054
0.618 0.7036
0.500 0.7031
0.382 0.7026
LOW 0.7008
0.618 0.6980
1.000 0.6962
1.618 0.6934
2.618 0.6888
4.250 0.6813
Fisher Pivots for day following 05-Oct-2015
Pivot 1 day 3 day
R1 0.7032 0.7022
PP 0.7032 0.7010
S1 0.7031 0.6999

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

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