CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 13-Aug-2015
Day Change Summary
Previous Current
12-Aug-2015 13-Aug-2015 Change Change % Previous Week
Open 0.7298 0.7320 0.0022 0.3% 0.7190
High 0.7298 0.7320 0.0022 0.3% 0.7336
Low 0.7157 0.7262 0.0105 1.5% 0.7190
Close 0.7298 0.7286 -0.0012 -0.2% 0.7330
Range 0.0141 0.0058 -0.0083 -58.9% 0.0146
ATR 0.0067 0.0066 -0.0001 -0.9% 0.0000
Volume 0 1 1 13
Daily Pivots for day following 13-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7463 0.7433 0.7318
R3 0.7405 0.7375 0.7302
R2 0.7347 0.7347 0.7297
R1 0.7317 0.7317 0.7291 0.7303
PP 0.7289 0.7289 0.7289 0.7283
S1 0.7259 0.7259 0.7281 0.7245
S2 0.7231 0.7231 0.7275
S3 0.7173 0.7201 0.7270
S4 0.7115 0.7143 0.7254
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7723 0.7673 0.7410
R3 0.7577 0.7527 0.7370
R2 0.7431 0.7431 0.7357
R1 0.7381 0.7381 0.7343 0.7406
PP 0.7285 0.7285 0.7285 0.7298
S1 0.7235 0.7235 0.7317 0.7260
S2 0.7139 0.7139 0.7303
S3 0.6993 0.7089 0.7290
S4 0.6847 0.6943 0.7250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7347 0.7157 0.0190 2.6% 0.0076 1.0% 68% False False
10 0.7347 0.7157 0.0190 2.6% 0.0064 0.9% 68% False False 1
20 0.7354 0.7157 0.0197 2.7% 0.0055 0.8% 65% False False 1
40 0.7690 0.7157 0.0533 7.3% 0.0039 0.5% 24% 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 True
Stretch 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7567
2.618 0.7472
1.618 0.7414
1.000 0.7378
0.618 0.7356
HIGH 0.7320
0.618 0.7298
0.500 0.7291
0.382 0.7284
LOW 0.7262
0.618 0.7226
1.000 0.7204
1.618 0.7168
2.618 0.7110
4.250 0.7015
Fisher Pivots for day following 13-Aug-2015
Pivot 1 day 3 day
R1 0.7291 0.7275
PP 0.7289 0.7263
S1 0.7288 0.7252

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

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