CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 14-Jul-2015
Day Change Summary
Previous Current
13-Jul-2015 14-Jul-2015 Change Change % Previous Week
Open 0.7359 0.7338 -0.0021 -0.3% 0.7401
High 0.7359 0.7368 0.0009 0.1% 0.7528
Low 0.7302 0.7311 0.0009 0.1% 0.7327
Close 0.7315 0.7356 0.0041 0.6% 0.7345
Range 0.0057 0.0057 0.0000 0.0% 0.0201
ATR 0.0037 0.0039 0.0001 3.8% 0.0000
Volume 2 1 -1 -50.0% 3
Daily Pivots for day following 14-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7516 0.7493 0.7387
R3 0.7459 0.7436 0.7372
R2 0.7402 0.7402 0.7366
R1 0.7379 0.7379 0.7361 0.7391
PP 0.7345 0.7345 0.7345 0.7351
S1 0.7322 0.7322 0.7351 0.7334
S2 0.7288 0.7288 0.7346
S3 0.7231 0.7265 0.7340
S4 0.7174 0.7208 0.7325
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8003 0.7875 0.7456
R3 0.7802 0.7674 0.7400
R2 0.7601 0.7601 0.7382
R1 0.7473 0.7473 0.7363 0.7437
PP 0.7400 0.7400 0.7400 0.7382
S1 0.7272 0.7272 0.7327 0.7236
S2 0.7199 0.7199 0.7308
S3 0.6998 0.7071 0.7290
S4 0.6797 0.6870 0.7234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7368 0.7302 0.0066 0.9% 0.0027 0.4% 82% True False 1
10 0.7620 0.7302 0.0318 4.3% 0.0029 0.4% 17% False False 1
20 0.7690 0.7302 0.0388 5.3% 0.0015 0.2% 14% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7610
2.618 0.7517
1.618 0.7460
1.000 0.7425
0.618 0.7403
HIGH 0.7368
0.618 0.7346
0.500 0.7340
0.382 0.7333
LOW 0.7311
0.618 0.7276
1.000 0.7254
1.618 0.7219
2.618 0.7162
4.250 0.7069
Fisher Pivots for day following 14-Jul-2015
Pivot 1 day 3 day
R1 0.7351 0.7349
PP 0.7345 0.7342
S1 0.7340 0.7335

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

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