CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 24-Aug-2015
Day Change Summary
Previous Current
21-Aug-2015 24-Aug-2015 Change Change % Previous Week
Open 0.7260 0.7157 -0.0103 -1.4% 0.7305
High 0.7270 0.7186 -0.0084 -1.2% 0.7305
Low 0.7227 0.6990 -0.0237 -3.3% 0.7213
Close 0.7255 0.7100 -0.0155 -2.1% 0.7255
Range 0.0043 0.0196 0.0153 355.8% 0.0092
ATR 0.0057 0.0072 0.0015 26.0% 0.0000
Volume 4 37 33 825.0% 10
Daily Pivots for day following 24-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7680 0.7586 0.7208
R3 0.7484 0.7390 0.7154
R2 0.7288 0.7288 0.7136
R1 0.7194 0.7194 0.7118 0.7143
PP 0.7092 0.7092 0.7092 0.7067
S1 0.6998 0.6998 0.7082 0.6947
S2 0.6896 0.6896 0.7064
S3 0.6700 0.6802 0.7046
S4 0.6504 0.6606 0.6992
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 0.7290 0.6990 0.0300 4.2% 0.0070 1.0% 37% False True 9
10 0.7347 0.6990 0.0357 5.0% 0.0071 1.0% 31% False True 4
20 0.7347 0.6990 0.0357 5.0% 0.0058 0.8% 31% False True 3
40 0.7620 0.6990 0.0630 8.9% 0.0048 0.7% 17% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 0.8019
2.618 0.7699
1.618 0.7503
1.000 0.7382
0.618 0.7307
HIGH 0.7186
0.618 0.7111
0.500 0.7088
0.382 0.7065
LOW 0.6990
0.618 0.6869
1.000 0.6794
1.618 0.6673
2.618 0.6477
4.250 0.6157
Fisher Pivots for day following 24-Aug-2015
Pivot 1 day 3 day
R1 0.7096 0.7140
PP 0.7092 0.7127
S1 0.7088 0.7113

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

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