CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 29-Oct-2015
Day Change Summary
Previous Current
28-Oct-2015 29-Oct-2015 Change Change % Previous Week
Open 0.7139 0.7055 -0.0084 -1.2% 0.7208
High 0.7156 0.7073 -0.0083 -1.2% 0.7254
Low 0.7036 0.7024 -0.0012 -0.2% 0.7133
Close 0.7036 0.7035 -0.0001 0.0% 0.7162
Range 0.0120 0.0049 -0.0071 -59.2% 0.0121
ATR 0.0083 0.0081 -0.0002 -2.9% 0.0000
Volume 963 632 -331 -34.4% 566
Daily Pivots for day following 29-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7191 0.7162 0.7062
R3 0.7142 0.7113 0.7048
R2 0.7093 0.7093 0.7044
R1 0.7064 0.7064 0.7039 0.7054
PP 0.7044 0.7044 0.7044 0.7039
S1 0.7015 0.7015 0.7031 0.7005
S2 0.6995 0.6995 0.7026
S3 0.6946 0.6966 0.7022
S4 0.6897 0.6917 0.7008
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 0.7024 0.0222 3.2% 0.0080 1.1% 5% False True 383
10 0.7254 0.7024 0.0230 3.3% 0.0069 1.0% 5% False True 245
20 0.7323 0.6946 0.0377 5.4% 0.0080 1.1% 24% False False 180
40 0.7323 0.6850 0.0473 6.7% 0.0076 1.1% 39% False False 115
60 0.7347 0.6850 0.0497 7.1% 0.0069 1.0% 37% False False 77
80 0.7382 0.6850 0.0532 7.6% 0.0064 0.9% 35% False False 58
100 0.7690 0.6850 0.0840 11.9% 0.0053 0.8% 22% False False 47
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0015
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.7281
2.618 0.7201
1.618 0.7152
1.000 0.7122
0.618 0.7103
HIGH 0.7073
0.618 0.7054
0.500 0.7049
0.382 0.7043
LOW 0.7024
0.618 0.6994
1.000 0.6975
1.618 0.6945
2.618 0.6896
4.250 0.6816
Fisher Pivots for day following 29-Oct-2015
Pivot 1 day 3 day
R1 0.7049 0.7116
PP 0.7044 0.7089
S1 0.7040 0.7062

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

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