CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 06-Jul-2015
Day Change Summary
Previous Current
02-Jul-2015 06-Jul-2015 Change Change % Previous Week
Open 0.7520 0.7401 -0.0119 -1.6% 0.7602
High 0.7525 0.7528 0.0003 0.0% 0.7620
Low 0.7520 0.7401 -0.0119 -1.6% 0.7520
Close 0.7525 0.7401 -0.0124 -1.6% 0.7525
Range 0.0005 0.0127 0.0122 2,439.5% 0.0100
ATR 0.0031 0.0038 0.0007 22.0% 0.0000
Volume 1 0 -1 -100.0% 4
Daily Pivots for day following 06-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7824 0.7740 0.7471
R3 0.7697 0.7613 0.7436
R2 0.7570 0.7570 0.7424
R1 0.7486 0.7486 0.7413 0.7465
PP 0.7443 0.7443 0.7443 0.7433
S1 0.7359 0.7359 0.7389 0.7338
S2 0.7316 0.7316 0.7378
S3 0.7189 0.7232 0.7366
S4 0.7062 0.7105 0.7331
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7855 0.7790 0.7580
R3 0.7755 0.7690 0.7553
R2 0.7655 0.7655 0.7543
R1 0.7590 0.7590 0.7534 0.7573
PP 0.7555 0.7555 0.7555 0.7546
S1 0.7490 0.7490 0.7516 0.7473
S2 0.7455 0.7455 0.7507
S3 0.7355 0.7390 0.7498
S4 0.7255 0.7290 0.7470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7620 0.7401 0.0219 3.0% 0.0030 0.4% 0% False True
10 0.7639 0.7401 0.0238 3.2% 0.0015 0.2% 0% False True
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 20 trading days
Fibonacci Retracements and Extensions
4.250 0.8068
2.618 0.7860
1.618 0.7733
1.000 0.7655
0.618 0.7606
HIGH 0.7528
0.618 0.7479
0.500 0.7465
0.382 0.7450
LOW 0.7401
0.618 0.7323
1.000 0.7274
1.618 0.7196
2.618 0.7069
4.250 0.6861
Fisher Pivots for day following 06-Jul-2015
Pivot 1 day 3 day
R1 0.7465 0.7473
PP 0.7443 0.7449
S1 0.7422 0.7425

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

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