CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 21-Oct-2015
Day Change Summary
Previous Current
20-Oct-2015 21-Oct-2015 Change Change % Previous Week
Open 0.7215 0.7212 -0.0003 0.0% 0.7273
High 0.7244 0.7222 -0.0022 -0.3% 0.7323
Low 0.7192 0.7151 -0.0041 -0.6% 0.7144
Close 0.7207 0.7170 -0.0037 -0.5% 0.7226
Range 0.0052 0.0071 0.0019 36.5% 0.0179
ATR 0.0085 0.0084 -0.0001 -1.2% 0.0000
Volume 91 80 -11 -12.1% 614
Daily Pivots for day following 21-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7394 0.7353 0.7209
R3 0.7323 0.7282 0.7190
R2 0.7252 0.7252 0.7183
R1 0.7211 0.7211 0.7177 0.7196
PP 0.7181 0.7181 0.7181 0.7174
S1 0.7140 0.7140 0.7163 0.7125
S2 0.7110 0.7110 0.7157
S3 0.7039 0.7069 0.7150
S4 0.6968 0.6998 0.7131
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 0.7151 0.0158 2.2% 0.0068 0.9% 12% False True 110
10 0.7323 0.7111 0.0212 3.0% 0.0086 1.2% 28% False False 129
20 0.7323 0.6880 0.0443 6.2% 0.0077 1.1% 65% False False 110
40 0.7323 0.6850 0.0473 6.6% 0.0071 1.0% 68% False False 65
60 0.7347 0.6850 0.0497 6.9% 0.0067 0.9% 64% False False 44
80 0.7620 0.6850 0.0770 10.7% 0.0061 0.8% 42% False False 33
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 0.0017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7524
2.618 0.7408
1.618 0.7337
1.000 0.7293
0.618 0.7266
HIGH 0.7222
0.618 0.7195
0.500 0.7187
0.382 0.7178
LOW 0.7151
0.618 0.7107
1.000 0.7080
1.618 0.7036
2.618 0.6965
4.250 0.6849
Fisher Pivots for day following 21-Oct-2015
Pivot 1 day 3 day
R1 0.7187 0.7203
PP 0.7181 0.7192
S1 0.7176 0.7181

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

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