CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 04-Sep-2015
Day Change Summary
Previous Current
03-Sep-2015 04-Sep-2015 Change Change % Previous Week
Open 0.6962 0.6900 -0.0062 -0.9% 0.7057
High 0.6983 0.6900 -0.0083 -1.2% 0.7066
Low 0.6946 0.6850 -0.0096 -1.4% 0.6850
Close 0.6949 0.6863 -0.0086 -1.2% 0.6863
Range 0.0037 0.0050 0.0013 35.1% 0.0216
ATR 0.0071 0.0073 0.0002 2.9% 0.0000
Volume 5 10 5 100.0% 34
Daily Pivots for day following 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7021 0.6992 0.6891
R3 0.6971 0.6942 0.6877
R2 0.6921 0.6921 0.6872
R1 0.6892 0.6892 0.6868 0.6882
PP 0.6871 0.6871 0.6871 0.6866
S1 0.6842 0.6842 0.6858 0.6832
S2 0.6821 0.6821 0.6854
S3 0.6771 0.6792 0.6849
S4 0.6721 0.6742 0.6836
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7574 0.7435 0.6982
R3 0.7358 0.7219 0.6922
R2 0.7142 0.7142 0.6903
R1 0.7003 0.7003 0.6883 0.6965
PP 0.6926 0.6926 0.6926 0.6907
S1 0.6787 0.6787 0.6843 0.6749
S2 0.6710 0.6710 0.6823
S3 0.6494 0.6571 0.6804
S4 0.6278 0.6355 0.6744
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7066 0.6850 0.0216 3.1% 0.0057 0.8% 6% False True 6
10 0.7186 0.6850 0.0336 4.9% 0.0064 0.9% 4% False True 7
20 0.7347 0.6850 0.0497 7.2% 0.0059 0.9% 3% False True 4
40 0.7382 0.6850 0.0532 7.8% 0.0055 0.8% 2% False True 2
60 0.7690 0.6850 0.0840 12.2% 0.0039 0.6% 2% False True 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7113
2.618 0.7031
1.618 0.6981
1.000 0.6950
0.618 0.6931
HIGH 0.6900
0.618 0.6881
0.500 0.6875
0.382 0.6869
LOW 0.6850
0.618 0.6819
1.000 0.6800
1.618 0.6769
2.618 0.6719
4.250 0.6638
Fisher Pivots for day following 04-Sep-2015
Pivot 1 day 3 day
R1 0.6875 0.6917
PP 0.6871 0.6899
S1 0.6867 0.6881

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

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