CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 17-Jul-2015
Day Change Summary
Previous Current
16-Jul-2015 17-Jul-2015 Change Change % Previous Week
Open 0.7314 0.7289 -0.0025 -0.3% 0.7359
High 0.7334 0.7322 -0.0012 -0.2% 0.7382
Low 0.7276 0.7289 0.0013 0.2% 0.7276
Close 0.7314 0.7289 -0.0025 -0.3% 0.7289
Range 0.0058 0.0033 -0.0025 -43.1% 0.0106
ATR 0.0045 0.0044 -0.0001 -1.9% 0.0000
Volume
Daily Pivots for day following 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7399 0.7377 0.7307
R3 0.7366 0.7344 0.7298
R2 0.7333 0.7333 0.7295
R1 0.7311 0.7311 0.7292 0.7306
PP 0.7300 0.7300 0.7300 0.7297
S1 0.7278 0.7278 0.7286 0.7273
S2 0.7267 0.7267 0.7283
S3 0.7234 0.7245 0.7280
S4 0.7201 0.7212 0.7271
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7634 0.7567 0.7347
R3 0.7528 0.7461 0.7318
R2 0.7422 0.7422 0.7308
R1 0.7355 0.7355 0.7299 0.7336
PP 0.7316 0.7316 0.7316 0.7306
S1 0.7249 0.7249 0.7279 0.7230
S2 0.7210 0.7210 0.7270
S3 0.7104 0.7143 0.7260
S4 0.6998 0.7037 0.7231
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 1.5% 0.0062 0.9% 12% False False
10 0.7528 0.7276 0.0252 3.5% 0.0047 0.6% 5% False False
20 0.7662 0.7276 0.0386 5.3% 0.0025 0.3% 3% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7462
2.618 0.7408
1.618 0.7375
1.000 0.7355
0.618 0.7342
HIGH 0.7322
0.618 0.7309
0.500 0.7306
0.382 0.7302
LOW 0.7289
0.618 0.7269
1.000 0.7256
1.618 0.7236
2.618 0.7203
4.250 0.7149
Fisher Pivots for day following 17-Jul-2015
Pivot 1 day 3 day
R1 0.7306 0.7329
PP 0.7300 0.7316
S1 0.7295 0.7302

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

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