CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 27-Aug-2015
Day Change Summary
Previous Current
26-Aug-2015 27-Aug-2015 Change Change % Previous Week
Open 0.7029 0.7099 0.0070 1.0% 0.7305
High 0.7029 0.7099 0.0070 1.0% 0.7305
Low 0.7017 0.7099 0.0082 1.2% 0.7213
Close 0.7029 0.7099 0.0070 1.0% 0.7255
Range 0.0012 0.0000 -0.0012 -100.0% 0.0092
ATR 0.0073 0.0073 0.0000 -0.3% 0.0000
Volume
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7099 0.7099 0.7099
R3 0.7099 0.7099 0.7099
R2 0.7099 0.7099 0.7099
R1 0.7099 0.7099 0.7099 0.7099
PP 0.7099 0.7099 0.7099 0.7099
S1 0.7099 0.7099 0.7099 0.7099
S2 0.7099 0.7099 0.7099
S3 0.7099 0.7099 0.7099
S4 0.7099 0.7099 0.7099
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7534 0.7486 0.7306
R3 0.7442 0.7394 0.7280
R2 0.7350 0.7350 0.7272
R1 0.7302 0.7302 0.7263 0.7280
PP 0.7258 0.7258 0.7258 0.7247
S1 0.7210 0.7210 0.7247 0.7188
S2 0.7166 0.7166 0.7238
S3 0.7074 0.7118 0.7230
S4 0.6982 0.7026 0.7204
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7270 0.6990 0.0280 3.9% 0.0069 1.0% 39% False False 8
10 0.7305 0.6990 0.0315 4.4% 0.0048 0.7% 35% False False 4
20 0.7347 0.6990 0.0357 5.0% 0.0056 0.8% 31% False False 3
40 0.7528 0.6990 0.0538 7.6% 0.0050 0.7% 20% False False 1
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 0.0006
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 0.7099
2.618 0.7099
1.618 0.7099
1.000 0.7099
0.618 0.7099
HIGH 0.7099
0.618 0.7099
0.500 0.7099
0.382 0.7099
LOW 0.7099
0.618 0.7099
1.000 0.7099
1.618 0.7099
2.618 0.7099
4.250 0.7099
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 0.7099 0.7096
PP 0.7099 0.7092
S1 0.7099 0.7089

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

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