CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 30-Jul-2015
Day Change Summary
Previous Current
29-Jul-2015 30-Jul-2015 Change Change % Previous Week
Open 0.7225 0.7206 -0.0019 -0.3% 0.7265
High 0.7260 0.7234 -0.0026 -0.4% 0.7354
Low 0.7213 0.7192 -0.0021 -0.3% 0.7186
Close 0.7225 0.7206 -0.0019 -0.3% 0.7200
Range 0.0047 0.0042 -0.0005 -10.6% 0.0168
ATR 0.0049 0.0049 -0.0001 -1.1% 0.0000
Volume
Daily Pivots for day following 30-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7337 0.7313 0.7229
R3 0.7295 0.7271 0.7218
R2 0.7253 0.7253 0.7214
R1 0.7229 0.7229 0.7210 0.7227
PP 0.7211 0.7211 0.7211 0.7210
S1 0.7187 0.7187 0.7202 0.7185
S2 0.7169 0.7169 0.7198
S3 0.7127 0.7145 0.7194
S4 0.7085 0.7103 0.7183
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 0.7260 0.7186 0.0074 1.0% 0.0039 0.5% 27% False False
10 0.7354 0.7186 0.0168 2.3% 0.0045 0.6% 12% False False
20 0.7528 0.7186 0.0342 4.7% 0.0045 0.6% 6% False False
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7413
2.618 0.7344
1.618 0.7302
1.000 0.7276
0.618 0.7260
HIGH 0.7234
0.618 0.7218
0.500 0.7213
0.382 0.7208
LOW 0.7192
0.618 0.7166
1.000 0.7150
1.618 0.7124
2.618 0.7082
4.250 0.7014
Fisher Pivots for day following 30-Jul-2015
Pivot 1 day 3 day
R1 0.7213 0.7226
PP 0.7211 0.7219
S1 0.7208 0.7213

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

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