CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 02-Dec-2015
Day Change Summary
Previous Current
01-Dec-2015 02-Dec-2015 Change Change % Previous Week
Open 0.7188 0.7286 0.0098 1.4% 0.7190
High 0.7297 0.7305 0.0008 0.1% 0.7242
Low 0.7188 0.7256 0.0068 0.9% 0.7121
Close 0.7297 0.7266 -0.0031 -0.4% 0.7156
Range 0.0109 0.0049 -0.0060 -55.0% 0.0121
ATR 0.0075 0.0073 -0.0002 -2.5% 0.0000
Volume 5,186 4,641 -545 -10.5% 4,376
Daily Pivots for day following 02-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7423 0.7393 0.7293
R3 0.7374 0.7344 0.7279
R2 0.7325 0.7325 0.7275
R1 0.7295 0.7295 0.7270 0.7286
PP 0.7276 0.7276 0.7276 0.7271
S1 0.7246 0.7246 0.7262 0.7237
S2 0.7227 0.7227 0.7257
S3 0.7178 0.7197 0.7253
S4 0.7129 0.7148 0.7239
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7536 0.7467 0.7223
R3 0.7415 0.7346 0.7189
R2 0.7294 0.7294 0.7178
R1 0.7225 0.7225 0.7167 0.7199
PP 0.7173 0.7173 0.7173 0.7160
S1 0.7104 0.7104 0.7145 0.7078
S2 0.7052 0.7052 0.7134
S3 0.6931 0.6983 0.7123
S4 0.6810 0.6862 0.7089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7305 0.7132 0.0173 2.4% 0.0073 1.0% 77% True False 2,748
10 0.7305 0.7028 0.0277 3.8% 0.0072 1.0% 86% True False 1,819
20 0.7305 0.6973 0.0332 4.6% 0.0069 0.9% 88% True False 1,077
40 0.7323 0.6973 0.0350 4.8% 0.0073 1.0% 84% False False 642
60 0.7323 0.6880 0.0443 6.1% 0.0073 1.0% 87% False False 448
80 0.7347 0.6850 0.0497 6.8% 0.0070 1.0% 84% False False 337
100 0.7382 0.6850 0.0532 7.3% 0.0066 0.9% 78% False False 270
120 0.7690 0.6850 0.0840 11.6% 0.0057 0.8% 50% False False 225
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 0.0007
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7513
2.618 0.7433
1.618 0.7384
1.000 0.7354
0.618 0.7335
HIGH 0.7305
0.618 0.7286
0.500 0.7281
0.382 0.7275
LOW 0.7256
0.618 0.7226
1.000 0.7207
1.618 0.7177
2.618 0.7128
4.250 0.7048
Fisher Pivots for day following 02-Dec-2015
Pivot 1 day 3 day
R1 0.7281 0.7250
PP 0.7276 0.7234
S1 0.7271 0.7219

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

View Archives - Comment on this page... - Back to Index of Symbols