CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 30-Jun-2015
Day Change Summary
Previous Current
29-Jun-2015 30-Jun-2015 Change Change % Previous Week
Open 0.7602 0.7620 0.0018 0.2% 0.7623
High 0.7602 0.7620 0.0018 0.2% 0.7639
Low 0.7602 0.7600 -0.0002 0.0% 0.7552
Close 0.7602 0.7615 0.0013 0.2% 0.7552
Range 0.0000 0.0020 0.0020 0.0087
ATR 0.0029 0.0029 -0.0001 -2.3% 0.0000
Volume 0 3 3 0
Daily Pivots for day following 30-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.7672 0.7663 0.7626
R3 0.7652 0.7643 0.7621
R2 0.7632 0.7632 0.7619
R1 0.7623 0.7623 0.7617 0.7618
PP 0.7612 0.7612 0.7612 0.7609
S1 0.7603 0.7603 0.7613 0.7598
S2 0.7592 0.7592 0.7611
S3 0.7572 0.7583 0.7610
S4 0.7552 0.7563 0.7604
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.7842 0.7784 0.7600
R3 0.7755 0.7697 0.7576
R2 0.7668 0.7668 0.7568
R1 0.7610 0.7610 0.7560 0.7596
PP 0.7581 0.7581 0.7581 0.7574
S1 0.7523 0.7523 0.7544 0.7509
S2 0.7494 0.7494 0.7536
S3 0.7407 0.7436 0.7528
S4 0.7320 0.7349 0.7504
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7639 0.7552 0.0087 1.1% 0.0004 0.1% 72% False False
10 0.7690 0.7552 0.0138 1.8% 0.0002 0.0% 46% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7705
2.618 0.7672
1.618 0.7652
1.000 0.7640
0.618 0.7632
HIGH 0.7620
0.618 0.7612
0.500 0.7610
0.382 0.7608
LOW 0.7600
0.618 0.7588
1.000 0.7580
1.618 0.7568
2.618 0.7548
4.250 0.7515
Fisher Pivots for day following 30-Jun-2015
Pivot 1 day 3 day
R1 0.7613 0.7605
PP 0.7612 0.7596
S1 0.7610 0.7586

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

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