CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 16-Nov-2015
Day Change Summary
Previous Current
13-Nov-2015 16-Nov-2015 Change Change % Previous Week
Open 0.7081 0.7070 -0.0011 -0.2% 0.6986
High 0.7114 0.7088 -0.0026 -0.4% 0.7114
Low 0.7062 0.7038 -0.0024 -0.3% 0.6973
Close 0.7086 0.7049 -0.0037 -0.5% 0.7086
Range 0.0052 0.0050 -0.0002 -3.8% 0.0141
ATR 0.0074 0.0072 -0.0002 -2.3% 0.0000
Volume 359 422 63 17.5% 1,647
Daily Pivots for day following 16-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7208 0.7179 0.7077
R3 0.7158 0.7129 0.7063
R2 0.7108 0.7108 0.7058
R1 0.7079 0.7079 0.7054 0.7069
PP 0.7058 0.7058 0.7058 0.7053
S1 0.7029 0.7029 0.7044 0.7019
S2 0.7008 0.7008 0.7040
S3 0.6958 0.6979 0.7035
S4 0.6908 0.6929 0.7022
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7481 0.7424 0.7164
R3 0.7340 0.7283 0.7125
R2 0.7199 0.7199 0.7112
R1 0.7142 0.7142 0.7099 0.7171
PP 0.7058 0.7058 0.7058 0.7072
S1 0.7001 0.7001 0.7073 0.7030
S2 0.6917 0.6917 0.7060
S3 0.6776 0.6860 0.7047
S4 0.6635 0.6719 0.7008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7114 0.6973 0.0141 2.0% 0.0056 0.8% 54% False False 394
10 0.7175 0.6973 0.0202 2.9% 0.0066 0.9% 38% False False 333
20 0.7246 0.6973 0.0273 3.9% 0.0066 0.9% 28% False False 290
40 0.7323 0.6880 0.0443 6.3% 0.0073 1.0% 38% False False 198
60 0.7323 0.6850 0.0473 6.7% 0.0072 1.0% 42% False False 138
80 0.7347 0.6850 0.0497 7.1% 0.0067 0.9% 40% False False 104
100 0.7620 0.6850 0.0770 10.9% 0.0061 0.9% 26% False False 83
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7301
2.618 0.7219
1.618 0.7169
1.000 0.7138
0.618 0.7119
HIGH 0.7088
0.618 0.7069
0.500 0.7063
0.382 0.7057
LOW 0.7038
0.618 0.7007
1.000 0.6988
1.618 0.6957
2.618 0.6907
4.250 0.6826
Fisher Pivots for day following 16-Nov-2015
Pivot 1 day 3 day
R1 0.7063 0.7068
PP 0.7058 0.7062
S1 0.7054 0.7055

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

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