CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 16-Jul-2015
Day Change Summary
Previous Current
15-Jul-2015 16-Jul-2015 Change Change % Previous Week
Open 0.7281 0.7314 0.0033 0.5% 0.7401
High 0.7382 0.7334 -0.0048 -0.7% 0.7528
Low 0.7276 0.7276 0.0000 0.0% 0.7327
Close 0.7281 0.7314 0.0033 0.5% 0.7345
Range 0.0106 0.0058 -0.0048 -45.3% 0.0201
ATR 0.0044 0.0045 0.0001 2.4% 0.0000
Volume
Daily Pivots for day following 16-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7482 0.7456 0.7346
R3 0.7424 0.7398 0.7330
R2 0.7366 0.7366 0.7325
R1 0.7340 0.7340 0.7319 0.7343
PP 0.7308 0.7308 0.7308 0.7310
S1 0.7282 0.7282 0.7309 0.7285
S2 0.7250 0.7250 0.7303
S3 0.7192 0.7224 0.7298
S4 0.7134 0.7166 0.7282
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 0.7382 0.7276 0.0106 1.4% 0.0057 0.8% 36% False True
10 0.7528 0.7276 0.0252 3.4% 0.0044 0.6% 15% False True
20 0.7690 0.7276 0.0414 5.7% 0.0023 0.3% 9% False True
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7581
2.618 0.7486
1.618 0.7428
1.000 0.7392
0.618 0.7370
HIGH 0.7334
0.618 0.7312
0.500 0.7305
0.382 0.7298
LOW 0.7276
0.618 0.7240
1.000 0.7218
1.618 0.7182
2.618 0.7124
4.250 0.7030
Fisher Pivots for day following 16-Jul-2015
Pivot 1 day 3 day
R1 0.7311 0.7329
PP 0.7308 0.7324
S1 0.7305 0.7319

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

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