CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 20-Oct-2015
Day Change Summary
Previous Current
19-Oct-2015 20-Oct-2015 Change Change % Previous Week
Open 0.7208 0.7215 0.0007 0.1% 0.7273
High 0.7254 0.7244 -0.0010 -0.1% 0.7323
Low 0.7187 0.7192 0.0005 0.1% 0.7144
Close 0.7202 0.7207 0.0005 0.1% 0.7226
Range 0.0067 0.0052 -0.0015 -22.4% 0.0179
ATR 0.0087 0.0085 -0.0003 -2.9% 0.0000
Volume 191 91 -100 -52.4% 614
Daily Pivots for day following 20-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7370 0.7341 0.7236
R3 0.7318 0.7289 0.7221
R2 0.7266 0.7266 0.7217
R1 0.7237 0.7237 0.7212 0.7226
PP 0.7214 0.7214 0.7214 0.7209
S1 0.7185 0.7185 0.7202 0.7174
S2 0.7162 0.7162 0.7197
S3 0.7110 0.7133 0.7193
S4 0.7058 0.7081 0.7178
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% 0.0077 1.1% 38% False False 112
10 0.7323 0.7094 0.0229 3.2% 0.0087 1.2% 49% False False 129
20 0.7323 0.6880 0.0443 6.1% 0.0077 1.1% 74% False False 110
40 0.7323 0.6850 0.0473 6.6% 0.0072 1.0% 75% False False 63
60 0.7347 0.6850 0.0497 6.9% 0.0067 0.9% 72% False False 43
80 0.7620 0.6850 0.0770 10.7% 0.0060 0.8% 46% False False 32
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7465
2.618 0.7380
1.618 0.7328
1.000 0.7296
0.618 0.7276
HIGH 0.7244
0.618 0.7224
0.500 0.7218
0.382 0.7212
LOW 0.7192
0.618 0.7160
1.000 0.7140
1.618 0.7108
2.618 0.7056
4.250 0.6971
Fisher Pivots for day following 20-Oct-2015
Pivot 1 day 3 day
R1 0.7218 0.7221
PP 0.7214 0.7216
S1 0.7211 0.7212

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

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