CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 30-Oct-2015
Day Change Summary
Previous Current
29-Oct-2015 30-Oct-2015 Change Change % Previous Week
Open 0.7055 0.7053 -0.0002 0.0% 0.7193
High 0.7073 0.7102 0.0029 0.4% 0.7219
Low 0.7024 0.7043 0.0019 0.3% 0.7024
Close 0.7035 0.7088 0.0053 0.8% 0.7088
Range 0.0049 0.0059 0.0010 20.4% 0.0195
ATR 0.0081 0.0080 -0.0001 -1.2% 0.0000
Volume 632 224 -408 -64.6% 2,017
Daily Pivots for day following 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7255 0.7230 0.7120
R3 0.7196 0.7171 0.7104
R2 0.7137 0.7137 0.7099
R1 0.7112 0.7112 0.7093 0.7125
PP 0.7078 0.7078 0.7078 0.7084
S1 0.7053 0.7053 0.7083 0.7066
S2 0.7019 0.7019 0.7077
S3 0.6960 0.6994 0.7072
S4 0.6901 0.6935 0.7056
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7695 0.7587 0.7195
R3 0.7500 0.7392 0.7142
R2 0.7305 0.7305 0.7124
R1 0.7197 0.7197 0.7106 0.7154
PP 0.7110 0.7110 0.7110 0.7089
S1 0.7002 0.7002 0.7070 0.6959
S2 0.6915 0.6915 0.7052
S3 0.6720 0.6807 0.7034
S4 0.6525 0.6612 0.6981
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7219 0.7024 0.0195 2.8% 0.0073 1.0% 33% False False 403
10 0.7254 0.7024 0.0230 3.2% 0.0070 1.0% 28% False False 258
20 0.7323 0.7008 0.0315 4.4% 0.0080 1.1% 25% False False 188
40 0.7323 0.6850 0.0473 6.7% 0.0076 1.1% 50% False False 120
60 0.7347 0.6850 0.0497 7.0% 0.0070 1.0% 48% False False 81
80 0.7382 0.6850 0.0532 7.5% 0.0065 0.9% 45% False False 61
100 0.7690 0.6850 0.0840 11.9% 0.0054 0.8% 28% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7353
2.618 0.7256
1.618 0.7197
1.000 0.7161
0.618 0.7138
HIGH 0.7102
0.618 0.7079
0.500 0.7073
0.382 0.7066
LOW 0.7043
0.618 0.7007
1.000 0.6984
1.618 0.6948
2.618 0.6889
4.250 0.6792
Fisher Pivots for day following 30-Oct-2015
Pivot 1 day 3 day
R1 0.7083 0.7090
PP 0.7078 0.7089
S1 0.7073 0.7089

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

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