CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 25-Aug-2015
Day Change Summary
Previous Current
24-Aug-2015 25-Aug-2015 Change Change % Previous Week
Open 0.7157 0.7160 0.0003 0.0% 0.7305
High 0.7186 0.7160 -0.0026 -0.4% 0.7305
Low 0.6990 0.7066 0.0076 1.1% 0.7213
Close 0.7100 0.7088 -0.0012 -0.2% 0.7255
Range 0.0196 0.0094 -0.0102 -52.0% 0.0092
ATR 0.0072 0.0074 0.0002 2.2% 0.0000
Volume 37 2 -35 -94.6% 10
Daily Pivots for day following 25-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7387 0.7331 0.7140
R3 0.7293 0.7237 0.7114
R2 0.7199 0.7199 0.7105
R1 0.7143 0.7143 0.7097 0.7124
PP 0.7105 0.7105 0.7105 0.7095
S1 0.7049 0.7049 0.7079 0.7030
S2 0.7011 0.7011 0.7071
S3 0.6917 0.6955 0.7062
S4 0.6823 0.6861 0.7036
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% 0.0089 1.3% 33% False False 9
10 0.7320 0.6990 0.0330 4.7% 0.0067 0.9% 30% False False 5
20 0.7347 0.6990 0.0357 5.0% 0.0060 0.8% 27% False False 3
40 0.7620 0.6990 0.0630 8.9% 0.0051 0.7% 16% False False 2
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7560
2.618 0.7406
1.618 0.7312
1.000 0.7254
0.618 0.7218
HIGH 0.7160
0.618 0.7124
0.500 0.7113
0.382 0.7102
LOW 0.7066
0.618 0.7008
1.000 0.6972
1.618 0.6914
2.618 0.6820
4.250 0.6667
Fisher Pivots for day following 25-Aug-2015
Pivot 1 day 3 day
R1 0.7113 0.7130
PP 0.7105 0.7116
S1 0.7096 0.7102

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

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