CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 0.7057 0.7012 -0.0045 -0.6% 0.7157
High 0.7057 0.7066 0.0009 0.1% 0.7186
Low 0.7031 0.6940 -0.0091 -1.3% 0.6990
Close 0.7057 0.6968 -0.0089 -1.3% 0.7099
Range 0.0026 0.0126 0.0100 384.6% 0.0196
ATR 0.0071 0.0075 0.0004 5.5% 0.0000
Volume 0 7 7 42
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7369 0.7295 0.7037
R3 0.7243 0.7169 0.7003
R2 0.7117 0.7117 0.6991
R1 0.7043 0.7043 0.6980 0.7017
PP 0.6991 0.6991 0.6991 0.6979
S1 0.6917 0.6917 0.6956 0.6891
S2 0.6865 0.6865 0.6945
S3 0.6739 0.6791 0.6933
S4 0.6613 0.6665 0.6899
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7680 0.7585 0.7207
R3 0.7484 0.7389 0.7153
R2 0.7288 0.7288 0.7135
R1 0.7193 0.7193 0.7117 0.7143
PP 0.7092 0.7092 0.7092 0.7066
S1 0.6997 0.6997 0.7081 0.6947
S2 0.6896 0.6896 0.7063
S3 0.6700 0.6801 0.7045
S4 0.6504 0.6605 0.6991
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7116 0.6940 0.0176 2.5% 0.0043 0.6% 16% False True 2
10 0.7290 0.6940 0.0350 5.0% 0.0066 0.9% 8% False True 5
20 0.7347 0.6940 0.0407 5.8% 0.0057 0.8% 7% False True 3
40 0.7382 0.6940 0.0442 6.3% 0.0052 0.7% 6% False True 2
60 0.7690 0.6940 0.0750 10.8% 0.0037 0.5% 4% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7602
2.618 0.7396
1.618 0.7270
1.000 0.7192
0.618 0.7144
HIGH 0.7066
0.618 0.7018
0.500 0.7003
0.382 0.6988
LOW 0.6940
0.618 0.6862
1.000 0.6814
1.618 0.6736
2.618 0.6610
4.250 0.6405
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 0.7003 0.7028
PP 0.6991 0.7008
S1 0.6980 0.6988

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

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