CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 15-Oct-2015
Day Change Summary
Previous Current
14-Oct-2015 15-Oct-2015 Change Change % Previous Week
Open 0.7160 0.7247 0.0087 1.2% 0.7019
High 0.7261 0.7309 0.0048 0.7% 0.7285
Low 0.7144 0.7212 0.0068 1.0% 0.7008
Close 0.7233 0.7285 0.0052 0.7% 0.7275
Range 0.0117 0.0097 -0.0020 -17.1% 0.0277
ATR 0.0088 0.0089 0.0001 0.7% 0.0000
Volume 93 94 1 1.1% 570
Daily Pivots for day following 15-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7560 0.7519 0.7338
R3 0.7463 0.7422 0.7312
R2 0.7366 0.7366 0.7303
R1 0.7325 0.7325 0.7294 0.7346
PP 0.7269 0.7269 0.7269 0.7279
S1 0.7228 0.7228 0.7276 0.7249
S2 0.7172 0.7172 0.7267
S3 0.7075 0.7131 0.7258
S4 0.6978 0.7034 0.7232
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 0.7144 0.0179 2.5% 0.0097 1.3% 79% False False 143
10 0.7323 0.6946 0.0377 5.2% 0.0091 1.2% 90% False False 115
20 0.7323 0.6880 0.0443 6.1% 0.0081 1.1% 91% False False 94
40 0.7323 0.6850 0.0473 6.5% 0.0075 1.0% 92% False False 55
60 0.7347 0.6850 0.0497 6.8% 0.0066 0.9% 88% False False 37
80 0.7639 0.6850 0.0789 10.8% 0.0058 0.8% 55% False False 28
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 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7721
2.618 0.7563
1.618 0.7466
1.000 0.7406
0.618 0.7369
HIGH 0.7309
0.618 0.7272
0.500 0.7261
0.382 0.7249
LOW 0.7212
0.618 0.7152
1.000 0.7115
1.618 0.7055
2.618 0.6958
4.250 0.6800
Fisher Pivots for day following 15-Oct-2015
Pivot 1 day 3 day
R1 0.7277 0.7266
PP 0.7269 0.7246
S1 0.7261 0.7227

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

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