CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 0.7289 0.7269 -0.0020 -0.3% 0.7329
High 0.7289 0.7290 0.0001 0.0% 0.7347
Low 0.7255 0.7213 -0.0042 -0.6% 0.7157
Close 0.7289 0.7266 -0.0023 -0.3% 0.7302
Range 0.0034 0.0077 0.0043 126.5% 0.0190
ATR 0.0057 0.0058 0.0001 2.6% 0.0000
Volume 0 6 6 1
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7487 0.7454 0.7308
R3 0.7410 0.7377 0.7287
R2 0.7333 0.7333 0.7280
R1 0.7300 0.7300 0.7273 0.7278
PP 0.7256 0.7256 0.7256 0.7246
S1 0.7223 0.7223 0.7259 0.7201
S2 0.7179 0.7179 0.7252
S3 0.7102 0.7146 0.7245
S4 0.7025 0.7069 0.7224
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7839 0.7760 0.7407
R3 0.7649 0.7570 0.7354
R2 0.7459 0.7459 0.7337
R1 0.7380 0.7380 0.7319 0.7325
PP 0.7269 0.7269 0.7269 0.7241
S1 0.7190 0.7190 0.7285 0.7135
S2 0.7079 0.7079 0.7267
S3 0.6889 0.7000 0.7250
S4 0.6699 0.6810 0.7198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7305 0.7213 0.0092 1.3% 0.0028 0.4% 58% False True 1
10 0.7347 0.7157 0.0190 2.6% 0.0052 0.7% 57% False False
20 0.7347 0.7157 0.0190 2.6% 0.0048 0.7% 57% False False 1
40 0.7639 0.7157 0.0482 6.6% 0.0042 0.6% 23% False False
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 0.0002
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7617
2.618 0.7492
1.618 0.7415
1.000 0.7367
0.618 0.7338
HIGH 0.7290
0.618 0.7261
0.500 0.7252
0.382 0.7242
LOW 0.7213
0.618 0.7165
1.000 0.7136
1.618 0.7088
2.618 0.7011
4.250 0.6886
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 0.7261 0.7261
PP 0.7256 0.7256
S1 0.7252 0.7252

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

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