CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 07-Oct-2015
Day Change Summary
Previous Current
06-Oct-2015 07-Oct-2015 Change Change % Previous Week
Open 0.7021 0.7100 0.0079 1.1% 0.6950
High 0.7116 0.7175 0.0059 0.8% 0.7027
Low 0.7016 0.7094 0.0078 1.1% 0.6880
Close 0.7099 0.7150 0.0051 0.7% 0.6977
Range 0.0100 0.0081 -0.0019 -19.0% 0.0147
ATR 0.0079 0.0079 0.0000 0.2% 0.0000
Volume 76 86 10 13.2% 434
Daily Pivots for day following 07-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7383 0.7347 0.7195
R3 0.7302 0.7266 0.7172
R2 0.7221 0.7221 0.7165
R1 0.7185 0.7185 0.7157 0.7203
PP 0.7140 0.7140 0.7140 0.7149
S1 0.7104 0.7104 0.7143 0.7122
S2 0.7059 0.7059 0.7135
S3 0.6978 0.7023 0.7128
S4 0.6897 0.6942 0.7105
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 0.7175 0.6944 0.0231 3.2% 0.0074 1.0% 89% True False 76
10 0.7175 0.6880 0.0295 4.1% 0.0069 1.0% 92% True False 92
20 0.7213 0.6880 0.0333 4.7% 0.0076 1.1% 81% False False 63
40 0.7320 0.6850 0.0470 6.6% 0.0066 0.9% 64% False False 34
60 0.7382 0.6850 0.0532 7.4% 0.0062 0.9% 56% False False 23
80 0.7690 0.6850 0.0840 11.7% 0.0050 0.7% 36% False False 17
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7519
2.618 0.7387
1.618 0.7306
1.000 0.7256
0.618 0.7225
HIGH 0.7175
0.618 0.7144
0.500 0.7135
0.382 0.7125
LOW 0.7094
0.618 0.7044
1.000 0.7013
1.618 0.6963
2.618 0.6882
4.250 0.6750
Fisher Pivots for day following 07-Oct-2015
Pivot 1 day 3 day
R1 0.7145 0.7131
PP 0.7140 0.7111
S1 0.7135 0.7092

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

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