CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 08-Oct-2015
Day Change Summary
Previous Current
07-Oct-2015 08-Oct-2015 Change Change % Previous Week
Open 0.7100 0.7145 0.0045 0.6% 0.6950
High 0.7175 0.7247 0.0072 1.0% 0.7027
Low 0.7094 0.7111 0.0017 0.2% 0.6880
Close 0.7150 0.7202 0.0052 0.7% 0.6977
Range 0.0081 0.0136 0.0055 67.9% 0.0147
ATR 0.0079 0.0083 0.0004 5.1% 0.0000
Volume 86 120 34 39.5% 434
Daily Pivots for day following 08-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7595 0.7534 0.7277
R3 0.7459 0.7398 0.7239
R2 0.7323 0.7323 0.7227
R1 0.7262 0.7262 0.7214 0.7293
PP 0.7187 0.7187 0.7187 0.7202
S1 0.7126 0.7126 0.7190 0.7157
S2 0.7051 0.7051 0.7177
S3 0.6915 0.6990 0.7165
S4 0.6779 0.6854 0.7127
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 0.7247 0.6946 0.0301 4.2% 0.0084 1.2% 85% True False 87
10 0.7247 0.6880 0.0367 5.1% 0.0072 1.0% 88% True False 93
20 0.7247 0.6880 0.0367 5.1% 0.0076 1.1% 88% True False 68
40 0.7320 0.6850 0.0470 6.5% 0.0066 0.9% 75% False False 37
60 0.7354 0.6850 0.0504 7.0% 0.0062 0.9% 70% False False 25
80 0.7690 0.6850 0.0840 11.7% 0.0052 0.7% 42% False False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 0.7825
2.618 0.7603
1.618 0.7467
1.000 0.7383
0.618 0.7331
HIGH 0.7247
0.618 0.7195
0.500 0.7179
0.382 0.7163
LOW 0.7111
0.618 0.7027
1.000 0.6975
1.618 0.6891
2.618 0.6755
4.250 0.6533
Fisher Pivots for day following 08-Oct-2015
Pivot 1 day 3 day
R1 0.7194 0.7179
PP 0.7187 0.7155
S1 0.7179 0.7132

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

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