CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 24-Jul-2015
Day Change Summary
Previous Current
23-Jul-2015 24-Jul-2015 Change Change % Previous Week
Open 0.7277 0.7186 -0.0091 -1.3% 0.7265
High 0.7319 0.7200 -0.0119 -1.6% 0.7354
Low 0.7277 0.7186 -0.0091 -1.3% 0.7186
Close 0.7277 0.7200 -0.0077 -1.1% 0.7200
Range 0.0042 0.0014 -0.0028 -66.7% 0.0168
ATR 0.0047 0.0050 0.0003 6.6% 0.0000
Volume 0 3 3 6
Daily Pivots for day following 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7237 0.7233 0.7208
R3 0.7223 0.7219 0.7204
R2 0.7209 0.7209 0.7203
R1 0.7205 0.7205 0.7201 0.7207
PP 0.7195 0.7195 0.7195 0.7197
S1 0.7191 0.7191 0.7199 0.7193
S2 0.7181 0.7181 0.7197
S3 0.7167 0.7177 0.7196
S4 0.7153 0.7163 0.7192
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7751 0.7643 0.7292
R3 0.7583 0.7475 0.7246
R2 0.7415 0.7415 0.7231
R1 0.7307 0.7307 0.7215 0.7277
PP 0.7247 0.7247 0.7247 0.7232
S1 0.7139 0.7139 0.7185 0.7109
S2 0.7079 0.7079 0.7169
S3 0.6911 0.6971 0.7154
S4 0.6743 0.6803 0.7108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7354 0.7186 0.0168 2.3% 0.0049 0.7% 8% False True 1
10 0.7382 0.7186 0.0196 2.7% 0.0055 0.8% 7% False True
20 0.7620 0.7186 0.0434 6.0% 0.0037 0.5% 3% False True
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7260
2.618 0.7237
1.618 0.7223
1.000 0.7214
0.618 0.7209
HIGH 0.7200
0.618 0.7195
0.500 0.7193
0.382 0.7191
LOW 0.7186
0.618 0.7177
1.000 0.7172
1.618 0.7163
2.618 0.7149
4.250 0.7127
Fisher Pivots for day following 24-Jul-2015
Pivot 1 day 3 day
R1 0.7198 0.7265
PP 0.7195 0.7243
S1 0.7193 0.7222

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

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