CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 23-Jul-2015
Day Change Summary
Previous Current
22-Jul-2015 23-Jul-2015 Change Change % Previous Week
Open 0.7318 0.7277 -0.0041 -0.6% 0.7359
High 0.7344 0.7319 -0.0025 -0.3% 0.7382
Low 0.7285 0.7277 -0.0008 -0.1% 0.7276
Close 0.7285 0.7277 -0.0008 -0.1% 0.7289
Range 0.0059 0.0042 -0.0017 -28.8% 0.0106
ATR 0.0048 0.0047 0.0000 -0.8% 0.0000
Volume 2 0 -2 -100.0% 3
Daily Pivots for day following 23-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7417 0.7389 0.7300
R3 0.7375 0.7347 0.7289
R2 0.7333 0.7333 0.7285
R1 0.7305 0.7305 0.7281 0.7298
PP 0.7291 0.7291 0.7291 0.7288
S1 0.7263 0.7263 0.7273 0.7256
S2 0.7249 0.7249 0.7269
S3 0.7207 0.7221 0.7265
S4 0.7165 0.7179 0.7254
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 0.7354 0.7255 0.0099 1.4% 0.0052 0.7% 22% False False
10 0.7382 0.7255 0.0127 1.7% 0.0055 0.7% 17% False False
20 0.7639 0.7255 0.0384 5.3% 0.0036 0.5% 6% False False
Crabel Price Patterns
NR True
NR4 True
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 0.0011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7497
2.618 0.7429
1.618 0.7387
1.000 0.7361
0.618 0.7345
HIGH 0.7319
0.618 0.7303
0.500 0.7298
0.382 0.7293
LOW 0.7277
0.618 0.7251
1.000 0.7235
1.618 0.7209
2.618 0.7167
4.250 0.7099
Fisher Pivots for day following 23-Jul-2015
Pivot 1 day 3 day
R1 0.7298 0.7312
PP 0.7291 0.7300
S1 0.7284 0.7289

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

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