CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 18-Aug-2015
Day Change Summary
Previous Current
17-Aug-2015 18-Aug-2015 Change Change % Previous Week
Open 0.7305 0.7264 -0.0041 -0.6% 0.7329
High 0.7305 0.7264 -0.0041 -0.6% 0.7347
Low 0.7283 0.7262 -0.0021 -0.3% 0.7157
Close 0.7305 0.7264 -0.0041 -0.6% 0.7302
Range 0.0022 0.0002 -0.0020 -90.9% 0.0190
ATR 0.0060 0.0058 -0.0001 -2.0% 0.0000
Volume
Daily Pivots for day following 18-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7269 0.7269 0.7265
R3 0.7267 0.7267 0.7265
R2 0.7265 0.7265 0.7264
R1 0.7265 0.7265 0.7264 0.7265
PP 0.7263 0.7263 0.7263 0.7264
S1 0.7263 0.7263 0.7264 0.7263
S2 0.7261 0.7261 0.7264
S3 0.7259 0.7261 0.7263
S4 0.7257 0.7259 0.7263
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7839 0.7760 0.7407
R3 0.7649 0.7570 0.7354
R2 0.7459 0.7459 0.7337
R1 0.7380 0.7380 0.7319 0.7325
PP 0.7269 0.7269 0.7269 0.7241
S1 0.7190 0.7190 0.7285 0.7135
S2 0.7079 0.7079 0.7267
S3 0.6889 0.7000 0.7250
S4 0.6699 0.6810 0.7198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7320 0.7157 0.0163 2.2% 0.0045 0.6% 66% False False
10 0.7347 0.7157 0.0190 2.6% 0.0048 0.7% 56% False False
20 0.7347 0.7157 0.0190 2.6% 0.0048 0.7% 56% False False 1
40 0.7639 0.7157 0.0482 6.6% 0.0039 0.5% 22% False False
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 0.7273
2.618 0.7269
1.618 0.7267
1.000 0.7266
0.618 0.7265
HIGH 0.7264
0.618 0.7263
0.500 0.7263
0.382 0.7263
LOW 0.7262
0.618 0.7261
1.000 0.7260
1.618 0.7259
2.618 0.7257
4.250 0.7253
Fisher Pivots for day following 18-Aug-2015
Pivot 1 day 3 day
R1 0.7264 0.7284
PP 0.7263 0.7277
S1 0.7263 0.7271

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

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