CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 21-Jul-2015
Day Change Summary
Previous Current
20-Jul-2015 21-Jul-2015 Change Change % Previous Week
Open 0.7265 0.7337 0.0072 1.0% 0.7359
High 0.7298 0.7354 0.0056 0.8% 0.7382
Low 0.7255 0.7269 0.0014 0.2% 0.7276
Close 0.7286 0.7337 0.0051 0.7% 0.7289
Range 0.0043 0.0085 0.0042 97.7% 0.0106
ATR 0.0044 0.0047 0.0003 6.7% 0.0000
Volume 1 0 -1 -100.0% 3
Daily Pivots for day following 21-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7575 0.7541 0.7384
R3 0.7490 0.7456 0.7360
R2 0.7405 0.7405 0.7353
R1 0.7371 0.7371 0.7345 0.7380
PP 0.7320 0.7320 0.7320 0.7324
S1 0.7286 0.7286 0.7329 0.7294
S2 0.7235 0.7235 0.7321
S3 0.7150 0.7201 0.7314
S4 0.7065 0.7116 0.7290
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7634 0.7567 0.7347
R3 0.7528 0.7461 0.7318
R2 0.7422 0.7422 0.7308
R1 0.7355 0.7355 0.7299 0.7336
PP 0.7316 0.7316 0.7316 0.7306
S1 0.7249 0.7249 0.7279 0.7230
S2 0.7210 0.7210 0.7270
S3 0.7104 0.7143 0.7260
S4 0.6998 0.7037 0.7231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7382 0.7255 0.0127 1.7% 0.0065 0.9% 65% False False
10 0.7382 0.7255 0.0127 1.7% 0.0046 0.6% 65% False False
20 0.7639 0.7255 0.0384 5.2% 0.0031 0.4% 21% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7715
2.618 0.7577
1.618 0.7492
1.000 0.7439
0.618 0.7407
HIGH 0.7354
0.618 0.7322
0.500 0.7312
0.382 0.7301
LOW 0.7269
0.618 0.7216
1.000 0.7184
1.618 0.7131
2.618 0.7046
4.250 0.6908
Fisher Pivots for day following 21-Jul-2015
Pivot 1 day 3 day
R1 0.7329 0.7326
PP 0.7320 0.7315
S1 0.7312 0.7305

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

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