CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 20-Jul-2015
Day Change Summary
Previous Current
17-Jul-2015 20-Jul-2015 Change Change % Previous Week
Open 0.7289 0.7265 -0.0024 -0.3% 0.7359
High 0.7322 0.7298 -0.0024 -0.3% 0.7382
Low 0.7289 0.7255 -0.0034 -0.5% 0.7276
Close 0.7289 0.7286 -0.0003 0.0% 0.7289
Range 0.0033 0.0043 0.0010 30.3% 0.0106
ATR 0.0044 0.0044 0.0000 -0.1% 0.0000
Volume 0 1 1 3
Daily Pivots for day following 20-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7409 0.7390 0.7310
R3 0.7366 0.7347 0.7298
R2 0.7323 0.7323 0.7294
R1 0.7304 0.7304 0.7290 0.7314
PP 0.7280 0.7280 0.7280 0.7284
S1 0.7261 0.7261 0.7282 0.7271
S2 0.7237 0.7237 0.7278
S3 0.7194 0.7218 0.7274
S4 0.7151 0.7175 0.7262
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7634 0.7567 0.7347
R3 0.7528 0.7461 0.7318
R2 0.7422 0.7422 0.7308
R1 0.7355 0.7355 0.7299 0.7336
PP 0.7316 0.7316 0.7316 0.7306
S1 0.7249 0.7249 0.7279 0.7230
S2 0.7210 0.7210 0.7270
S3 0.7104 0.7143 0.7260
S4 0.6998 0.7037 0.7231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7382 0.7255 0.0127 1.7% 0.0059 0.8% 24% False True
10 0.7382 0.7255 0.0127 1.7% 0.0038 0.5% 24% False True
20 0.7639 0.7255 0.0384 5.3% 0.0027 0.4% 8% False True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7481
2.618 0.7411
1.618 0.7368
1.000 0.7341
0.618 0.7325
HIGH 0.7298
0.618 0.7282
0.500 0.7277
0.382 0.7271
LOW 0.7255
0.618 0.7228
1.000 0.7212
1.618 0.7185
2.618 0.7142
4.250 0.7072
Fisher Pivots for day following 20-Jul-2015
Pivot 1 day 3 day
R1 0.7283 0.7295
PP 0.7280 0.7292
S1 0.7277 0.7289

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

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