CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 26-Oct-2015
Day Change Summary
Previous Current
23-Oct-2015 26-Oct-2015 Change Change % Previous Week
Open 0.7163 0.7193 0.0030 0.4% 0.7208
High 0.7246 0.7219 -0.0027 -0.4% 0.7254
Low 0.7151 0.7161 0.0010 0.1% 0.7133
Close 0.7162 0.7202 0.0040 0.6% 0.7162
Range 0.0095 0.0058 -0.0037 -38.9% 0.0121
ATR 0.0083 0.0081 -0.0002 -2.1% 0.0000
Volume 122 67 -55 -45.1% 566
Daily Pivots for day following 26-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7368 0.7343 0.7234
R3 0.7310 0.7285 0.7218
R2 0.7252 0.7252 0.7213
R1 0.7227 0.7227 0.7207 0.7240
PP 0.7194 0.7194 0.7194 0.7200
S1 0.7169 0.7169 0.7197 0.7182
S2 0.7136 0.7136 0.7191
S3 0.7078 0.7111 0.7186
S4 0.7020 0.7053 0.7170
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7546 0.7475 0.7229
R3 0.7425 0.7354 0.7195
R2 0.7304 0.7304 0.7184
R1 0.7233 0.7233 0.7173 0.7208
PP 0.7183 0.7183 0.7183 0.7171
S1 0.7112 0.7112 0.7151 0.7087
S2 0.7062 0.7062 0.7140
S3 0.6941 0.6991 0.7129
S4 0.6820 0.6870 0.7095
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7246 0.7133 0.0113 1.6% 0.0066 0.9% 61% False False 88
10 0.7309 0.7133 0.0176 2.4% 0.0077 1.1% 39% False False 121
20 0.7323 0.6880 0.0443 6.2% 0.0077 1.1% 73% False False 105
40 0.7323 0.6850 0.0473 6.6% 0.0075 1.0% 74% False False 72
60 0.7347 0.6850 0.0497 6.9% 0.0068 0.9% 71% False False 49
80 0.7528 0.6850 0.0678 9.4% 0.0063 0.9% 52% False False 37
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 False
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 0.7466
2.618 0.7371
1.618 0.7313
1.000 0.7277
0.618 0.7255
HIGH 0.7219
0.618 0.7197
0.500 0.7190
0.382 0.7183
LOW 0.7161
0.618 0.7125
1.000 0.7103
1.618 0.7067
2.618 0.7009
4.250 0.6915
Fisher Pivots for day following 26-Oct-2015
Pivot 1 day 3 day
R1 0.7198 0.7198
PP 0.7194 0.7194
S1 0.7190 0.7190

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

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