CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary
Previous Current
20-Aug-2015 21-Aug-2015 Change Change % Previous Week
Open 0.7269 0.7260 -0.0009 -0.1% 0.7305
High 0.7290 0.7270 -0.0020 -0.3% 0.7305
Low 0.7213 0.7227 0.0014 0.2% 0.7213
Close 0.7266 0.7255 -0.0011 -0.2% 0.7255
Range 0.0077 0.0043 -0.0034 -44.2% 0.0092
ATR 0.0058 0.0057 -0.0001 -1.9% 0.0000
Volume 6 4 -2 -33.3% 10
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7380 0.7360 0.7279
R3 0.7337 0.7317 0.7267
R2 0.7294 0.7294 0.7263
R1 0.7274 0.7274 0.7259 0.7263
PP 0.7251 0.7251 0.7251 0.7245
S1 0.7231 0.7231 0.7251 0.7220
S2 0.7208 0.7208 0.7247
S3 0.7165 0.7188 0.7243
S4 0.7122 0.7145 0.7231
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7534 0.7486 0.7306
R3 0.7442 0.7394 0.7280
R2 0.7350 0.7350 0.7272
R1 0.7302 0.7302 0.7263 0.7280
PP 0.7258 0.7258 0.7258 0.7247
S1 0.7210 0.7210 0.7247 0.7188
S2 0.7166 0.7166 0.7238
S3 0.7074 0.7118 0.7230
S4 0.6982 0.7026 0.7204
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% 0.0036 0.5% 46% False False 2
10 0.7347 0.7157 0.0190 2.6% 0.0055 0.8% 52% False False 1
20 0.7347 0.7157 0.0190 2.6% 0.0050 0.7% 52% False False 1
40 0.7620 0.7157 0.0463 6.4% 0.0043 0.6% 21% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7453
2.618 0.7383
1.618 0.7340
1.000 0.7313
0.618 0.7297
HIGH 0.7270
0.618 0.7254
0.500 0.7249
0.382 0.7243
LOW 0.7227
0.618 0.7200
1.000 0.7184
1.618 0.7157
2.618 0.7114
4.250 0.7044
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 0.7253 0.7254
PP 0.7251 0.7253
S1 0.7249 0.7252

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

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