CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 09-Oct-2015
Day Change Summary
Previous Current
08-Oct-2015 09-Oct-2015 Change Change % Previous Week
Open 0.7145 0.7202 0.0057 0.8% 0.7019
High 0.7247 0.7285 0.0038 0.5% 0.7285
Low 0.7111 0.7196 0.0085 1.2% 0.7008
Close 0.7202 0.7275 0.0073 1.0% 0.7275
Range 0.0136 0.0089 -0.0047 -34.6% 0.0277
ATR 0.0083 0.0084 0.0000 0.5% 0.0000
Volume 120 197 77 64.2% 570
Daily Pivots for day following 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.7519 0.7486 0.7324
R3 0.7430 0.7397 0.7299
R2 0.7341 0.7341 0.7291
R1 0.7308 0.7308 0.7283 0.7325
PP 0.7252 0.7252 0.7252 0.7260
S1 0.7219 0.7219 0.7267 0.7236
S2 0.7163 0.7163 0.7259
S3 0.7074 0.7130 0.7251
S4 0.6985 0.7041 0.7226
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 0.8020 0.7925 0.7427
R3 0.7743 0.7648 0.7351
R2 0.7466 0.7466 0.7326
R1 0.7371 0.7371 0.7300 0.7419
PP 0.7189 0.7189 0.7189 0.7213
S1 0.7094 0.7094 0.7250 0.7142
S2 0.6912 0.6912 0.7224
S3 0.6635 0.6817 0.7199
S4 0.6358 0.6540 0.7123
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7285 0.7008 0.0277 3.8% 0.0090 1.2% 96% True False 114
10 0.7285 0.6880 0.0405 5.6% 0.0076 1.0% 98% True False 100
20 0.7285 0.6880 0.0405 5.6% 0.0079 1.1% 98% True False 77
40 0.7305 0.6850 0.0455 6.3% 0.0067 0.9% 93% False False 42
60 0.7354 0.6850 0.0504 6.9% 0.0063 0.9% 84% False False 28
80 0.7690 0.6850 0.0840 11.5% 0.0053 0.7% 51% False False 21
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7663
2.618 0.7518
1.618 0.7429
1.000 0.7374
0.618 0.7340
HIGH 0.7285
0.618 0.7251
0.500 0.7241
0.382 0.7230
LOW 0.7196
0.618 0.7141
1.000 0.7107
1.618 0.7052
2.618 0.6963
4.250 0.6818
Fisher Pivots for day following 09-Oct-2015
Pivot 1 day 3 day
R1 0.7264 0.7247
PP 0.7252 0.7218
S1 0.7241 0.7190

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

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