CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 03-Aug-2015
Day Change Summary
Previous Current
31-Jul-2015 03-Aug-2015 Change Change % Previous Week
Open 0.7213 0.7190 -0.0023 -0.3% 0.7200
High 0.7270 0.7224 -0.0046 -0.6% 0.7270
Low 0.7171 0.7190 0.0019 0.3% 0.7171
Close 0.7213 0.7190 -0.0023 -0.3% 0.7213
Range 0.0099 0.0034 -0.0065 -65.7% 0.0099
ATR 0.0052 0.0051 -0.0001 -2.5% 0.0000
Volume 2 1 -1 -50.0% 3
Daily Pivots for day following 03-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7303 0.7281 0.7209
R3 0.7269 0.7247 0.7199
R2 0.7235 0.7235 0.7196
R1 0.7213 0.7213 0.7193 0.7207
PP 0.7201 0.7201 0.7201 0.7199
S1 0.7179 0.7179 0.7187 0.7173
S2 0.7167 0.7167 0.7184
S3 0.7133 0.7145 0.7181
S4 0.7099 0.7111 0.7171
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7515 0.7463 0.7267
R3 0.7416 0.7364 0.7240
R2 0.7317 0.7317 0.7231
R1 0.7265 0.7265 0.7222 0.7291
PP 0.7218 0.7218 0.7218 0.7231
S1 0.7166 0.7166 0.7204 0.7192
S2 0.7119 0.7119 0.7195
S3 0.7020 0.7067 0.7186
S4 0.6921 0.6968 0.7159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7270 0.7171 0.0099 1.4% 0.0057 0.8% 19% False False
10 0.7354 0.7171 0.0183 2.5% 0.0051 0.7% 10% False False
20 0.7382 0.7171 0.0211 2.9% 0.0045 0.6% 9% 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 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7369
2.618 0.7313
1.618 0.7279
1.000 0.7258
0.618 0.7245
HIGH 0.7224
0.618 0.7211
0.500 0.7207
0.382 0.7203
LOW 0.7190
0.618 0.7169
1.000 0.7156
1.618 0.7135
2.618 0.7101
4.250 0.7045
Fisher Pivots for day following 03-Aug-2015
Pivot 1 day 3 day
R1 0.7207 0.7221
PP 0.7201 0.7210
S1 0.7196 0.7200

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

View Archives - Comment on this page... - Back to Index of Symbols