CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 09-Nov-2015
Day Change Summary
Previous Current
06-Nov-2015 09-Nov-2015 Change Change % Previous Week
Open 0.7100 0.6986 -0.0114 -1.6% 0.7095
High 0.7123 0.7024 -0.0099 -1.4% 0.7175
Low 0.6979 0.6986 0.0007 0.1% 0.6979
Close 0.6995 0.7002 0.0007 0.1% 0.6995
Range 0.0144 0.0038 -0.0106 -73.6% 0.0196
ATR 0.0080 0.0077 -0.0003 -3.7% 0.0000
Volume 278 97 -181 -65.1% 1,347
Daily Pivots for day following 09-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7118 0.7098 0.7023
R3 0.7080 0.7060 0.7012
R2 0.7042 0.7042 0.7009
R1 0.7022 0.7022 0.7005 0.7032
PP 0.7004 0.7004 0.7004 0.7009
S1 0.6984 0.6984 0.6999 0.6994
S2 0.6966 0.6966 0.6995
S3 0.6928 0.6946 0.6992
S4 0.6890 0.6908 0.6981
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 0.7638 0.7512 0.7103
R3 0.7442 0.7316 0.7049
R2 0.7246 0.7246 0.7031
R1 0.7120 0.7120 0.7013 0.7085
PP 0.7050 0.7050 0.7050 0.7032
S1 0.6924 0.6924 0.6977 0.6889
S2 0.6854 0.6854 0.6959
S3 0.6658 0.6728 0.6941
S4 0.6462 0.6532 0.6887
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7175 0.6979 0.0196 2.8% 0.0075 1.1% 12% False False 273
10 0.7208 0.6979 0.0229 3.3% 0.0071 1.0% 10% False False 339
20 0.7309 0.6979 0.0330 4.7% 0.0074 1.1% 7% False False 230
40 0.7323 0.6880 0.0443 6.3% 0.0077 1.1% 28% False False 153
60 0.7323 0.6850 0.0473 6.8% 0.0070 1.0% 32% False False 105
80 0.7354 0.6850 0.0504 7.2% 0.0066 0.9% 30% False False 79
100 0.7662 0.6850 0.0812 11.6% 0.0058 0.8% 19% False False 63
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7186
2.618 0.7123
1.618 0.7085
1.000 0.7062
0.618 0.7047
HIGH 0.7024
0.618 0.7009
0.500 0.7005
0.382 0.7001
LOW 0.6986
0.618 0.6963
1.000 0.6948
1.618 0.6925
2.618 0.6887
4.250 0.6825
Fisher Pivots for day following 09-Nov-2015
Pivot 1 day 3 day
R1 0.7005 0.7051
PP 0.7004 0.7035
S1 0.7003 0.7018

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

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