CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 15-Jul-2015
Day Change Summary
Previous Current
14-Jul-2015 15-Jul-2015 Change Change % Previous Week
Open 0.7338 0.7281 -0.0057 -0.8% 0.7401
High 0.7368 0.7382 0.0014 0.2% 0.7528
Low 0.7311 0.7276 -0.0035 -0.5% 0.7327
Close 0.7356 0.7281 -0.0075 -1.0% 0.7345
Range 0.0057 0.0106 0.0049 86.0% 0.0201
ATR 0.0039 0.0044 0.0005 12.4% 0.0000
Volume 1 0 -1 -100.0% 3
Daily Pivots for day following 15-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7631 0.7562 0.7339
R3 0.7525 0.7456 0.7310
R2 0.7419 0.7419 0.7300
R1 0.7350 0.7350 0.7291 0.7334
PP 0.7313 0.7313 0.7313 0.7305
S1 0.7244 0.7244 0.7271 0.7228
S2 0.7207 0.7207 0.7262
S3 0.7101 0.7138 0.7252
S4 0.6995 0.7032 0.7223
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.8003 0.7875 0.7456
R3 0.7802 0.7674 0.7400
R2 0.7601 0.7601 0.7382
R1 0.7473 0.7473 0.7363 0.7437
PP 0.7400 0.7400 0.7400 0.7382
S1 0.7272 0.7272 0.7327 0.7236
S2 0.7199 0.7199 0.7308
S3 0.6998 0.7071 0.7290
S4 0.6797 0.6870 0.7234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7382 0.7276 0.0106 1.5% 0.0048 0.7% 5% True True 1
10 0.7545 0.7276 0.0269 3.7% 0.0038 0.5% 2% False True
20 0.7690 0.7276 0.0414 5.7% 0.0020 0.3% 1% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7833
2.618 0.7660
1.618 0.7554
1.000 0.7488
0.618 0.7448
HIGH 0.7382
0.618 0.7342
0.500 0.7329
0.382 0.7316
LOW 0.7276
0.618 0.7210
1.000 0.7170
1.618 0.7104
2.618 0.6998
4.250 0.6825
Fisher Pivots for day following 15-Jul-2015
Pivot 1 day 3 day
R1 0.7329 0.7329
PP 0.7313 0.7313
S1 0.7297 0.7297

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

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