CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 19-Oct-2015
Day Change Summary
Previous Current
16-Oct-2015 19-Oct-2015 Change Change % Previous Week
Open 0.7246 0.7208 -0.0038 -0.5% 0.7273
High 0.7247 0.7254 0.0007 0.1% 0.7323
Low 0.7196 0.7187 -0.0009 -0.1% 0.7144
Close 0.7226 0.7202 -0.0024 -0.3% 0.7226
Range 0.0051 0.0067 0.0016 31.4% 0.0179
ATR 0.0089 0.0087 -0.0002 -1.8% 0.0000
Volume 95 191 96 101.1% 614
Daily Pivots for day following 19-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7415 0.7376 0.7239
R3 0.7348 0.7309 0.7220
R2 0.7281 0.7281 0.7214
R1 0.7242 0.7242 0.7208 0.7228
PP 0.7214 0.7214 0.7214 0.7208
S1 0.7175 0.7175 0.7196 0.7161
S2 0.7147 0.7147 0.7190
S3 0.7080 0.7108 0.7184
S4 0.7013 0.7041 0.7165
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7768 0.7676 0.7324
R3 0.7589 0.7497 0.7275
R2 0.7410 0.7410 0.7259
R1 0.7318 0.7318 0.7242 0.7275
PP 0.7231 0.7231 0.7231 0.7209
S1 0.7139 0.7139 0.7210 0.7096
S2 0.7052 0.7052 0.7193
S3 0.6873 0.6960 0.7177
S4 0.6694 0.6781 0.7128
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7309 0.7144 0.0165 2.3% 0.0088 1.2% 35% False False 153
10 0.7323 0.7016 0.0307 4.3% 0.0092 1.3% 61% False False 128
20 0.7323 0.6880 0.0443 6.2% 0.0080 1.1% 73% False False 106
40 0.7323 0.6850 0.0473 6.6% 0.0075 1.0% 74% False False 62
60 0.7347 0.6850 0.0497 6.9% 0.0067 0.9% 71% False False 42
80 0.7620 0.6850 0.0770 10.7% 0.0059 0.8% 46% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7539
2.618 0.7429
1.618 0.7362
1.000 0.7321
0.618 0.7295
HIGH 0.7254
0.618 0.7228
0.500 0.7221
0.382 0.7213
LOW 0.7187
0.618 0.7146
1.000 0.7120
1.618 0.7079
2.618 0.7012
4.250 0.6902
Fisher Pivots for day following 19-Oct-2015
Pivot 1 day 3 day
R1 0.7221 0.7248
PP 0.7214 0.7233
S1 0.7208 0.7217

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

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