CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 13-Oct-2015
Day Change Summary
Previous Current
12-Oct-2015 13-Oct-2015 Change Change % Previous Week
Open 0.7273 0.7299 0.0026 0.4% 0.7019
High 0.7323 0.7299 -0.0024 -0.3% 0.7285
Low 0.7250 0.7190 -0.0060 -0.8% 0.7008
Close 0.7317 0.7216 -0.0101 -1.4% 0.7275
Range 0.0073 0.0109 0.0036 49.3% 0.0277
ATR 0.0083 0.0086 0.0003 3.8% 0.0000
Volume 37 295 258 697.3% 570
Daily Pivots for day following 13-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7562 0.7498 0.7276
R3 0.7453 0.7389 0.7246
R2 0.7344 0.7344 0.7236
R1 0.7280 0.7280 0.7226 0.7258
PP 0.7235 0.7235 0.7235 0.7224
S1 0.7171 0.7171 0.7206 0.7148
S2 0.7126 0.7126 0.7196
S3 0.7017 0.7062 0.7186
S4 0.6908 0.6953 0.7156
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 0.7094 0.0229 3.2% 0.0098 1.4% 53% False False 147
10 0.7323 0.6944 0.0379 5.3% 0.0081 1.1% 72% False False 112
20 0.7323 0.6880 0.0443 6.1% 0.0081 1.1% 76% False False 90
40 0.7323 0.6850 0.0473 6.6% 0.0071 1.0% 77% False False 50
60 0.7354 0.6850 0.0504 7.0% 0.0065 0.9% 73% False False 34
80 0.7639 0.6850 0.0789 10.9% 0.0055 0.8% 46% False False 25
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7762
2.618 0.7584
1.618 0.7475
1.000 0.7408
0.618 0.7366
HIGH 0.7299
0.618 0.7257
0.500 0.7245
0.382 0.7232
LOW 0.7190
0.618 0.7123
1.000 0.7081
1.618 0.7014
2.618 0.6905
4.250 0.6727
Fisher Pivots for day following 13-Oct-2015
Pivot 1 day 3 day
R1 0.7245 0.7257
PP 0.7235 0.7243
S1 0.7226 0.7230

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

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