CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 12-Oct-2015
Day Change Summary
Previous Current
09-Oct-2015 12-Oct-2015 Change Change % Previous Week
Open 0.7202 0.7273 0.0071 1.0% 0.7019
High 0.7285 0.7323 0.0038 0.5% 0.7285
Low 0.7196 0.7250 0.0054 0.8% 0.7008
Close 0.7275 0.7317 0.0042 0.6% 0.7275
Range 0.0089 0.0073 -0.0016 -18.0% 0.0277
ATR 0.0084 0.0083 -0.0001 -0.9% 0.0000
Volume 197 37 -160 -81.2% 570
Daily Pivots for day following 12-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7516 0.7489 0.7357
R3 0.7443 0.7416 0.7337
R2 0.7370 0.7370 0.7330
R1 0.7343 0.7343 0.7324 0.7357
PP 0.7297 0.7297 0.7297 0.7303
S1 0.7270 0.7270 0.7310 0.7284
S2 0.7224 0.7224 0.7304
S3 0.7151 0.7197 0.7297
S4 0.7078 0.7124 0.7277
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8020 0.7925 0.7427
R3 0.7743 0.7648 0.7351
R2 0.7466 0.7466 0.7326
R1 0.7371 0.7371 0.7300 0.7419
PP 0.7189 0.7189 0.7189 0.7213
S1 0.7094 0.7094 0.7250 0.7142
S2 0.6912 0.6912 0.7224
S3 0.6635 0.6817 0.7199
S4 0.6358 0.6540 0.7123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7323 0.7016 0.0307 4.2% 0.0096 1.3% 98% True False 103
10 0.7323 0.6880 0.0443 6.1% 0.0078 1.1% 99% True False 90
20 0.7323 0.6880 0.0443 6.1% 0.0079 1.1% 99% True False 76
40 0.7323 0.6850 0.0473 6.5% 0.0069 0.9% 99% True False 43
60 0.7354 0.6850 0.0504 6.9% 0.0063 0.9% 93% False False 29
80 0.7662 0.6850 0.0812 11.1% 0.0054 0.7% 58% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7633
2.618 0.7514
1.618 0.7441
1.000 0.7396
0.618 0.7368
HIGH 0.7323
0.618 0.7295
0.500 0.7287
0.382 0.7278
LOW 0.7250
0.618 0.7205
1.000 0.7177
1.618 0.7132
2.618 0.7059
4.250 0.6940
Fisher Pivots for day following 12-Oct-2015
Pivot 1 day 3 day
R1 0.7307 0.7284
PP 0.7297 0.7250
S1 0.7287 0.7217

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

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