CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 14-Oct-2015
Day Change Summary
Previous Current
13-Oct-2015 14-Oct-2015 Change Change % Previous Week
Open 0.7299 0.7160 -0.0139 -1.9% 0.7019
High 0.7299 0.7261 -0.0038 -0.5% 0.7285
Low 0.7190 0.7144 -0.0046 -0.6% 0.7008
Close 0.7216 0.7233 0.0017 0.2% 0.7275
Range 0.0109 0.0117 0.0008 7.3% 0.0277
ATR 0.0086 0.0088 0.0002 2.6% 0.0000
Volume 295 93 -202 -68.5% 570
Daily Pivots for day following 14-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7564 0.7515 0.7297
R3 0.7447 0.7398 0.7265
R2 0.7330 0.7330 0.7254
R1 0.7281 0.7281 0.7244 0.7305
PP 0.7213 0.7213 0.7213 0.7225
S1 0.7164 0.7164 0.7222 0.7189
S2 0.7096 0.7096 0.7212
S3 0.6979 0.7047 0.7201
S4 0.6862 0.6930 0.7169
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 0.7111 0.0212 2.9% 0.0105 1.4% 58% False False 148
10 0.7323 0.6944 0.0379 5.2% 0.0089 1.2% 76% False False 112
20 0.7323 0.6880 0.0443 6.1% 0.0083 1.1% 80% False False 92
40 0.7323 0.6850 0.0473 6.5% 0.0074 1.0% 81% False False 53
60 0.7347 0.6850 0.0497 6.9% 0.0065 0.9% 77% False False 35
80 0.7639 0.6850 0.0789 10.9% 0.0057 0.8% 49% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7758
2.618 0.7567
1.618 0.7450
1.000 0.7378
0.618 0.7333
HIGH 0.7261
0.618 0.7216
0.500 0.7203
0.382 0.7189
LOW 0.7144
0.618 0.7072
1.000 0.7027
1.618 0.6955
2.618 0.6838
4.250 0.6647
Fisher Pivots for day following 14-Oct-2015
Pivot 1 day 3 day
R1 0.7223 0.7234
PP 0.7213 0.7233
S1 0.7203 0.7233

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

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