CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 31-Jul-2015
Day Change Summary
Previous Current
30-Jul-2015 31-Jul-2015 Change Change % Previous Week
Open 0.7206 0.7213 0.0007 0.1% 0.7200
High 0.7234 0.7270 0.0036 0.5% 0.7270
Low 0.7192 0.7171 -0.0021 -0.3% 0.7171
Close 0.7206 0.7213 0.0007 0.1% 0.7213
Range 0.0042 0.0099 0.0057 135.7% 0.0099
ATR 0.0049 0.0052 0.0004 7.3% 0.0000
Volume 0 2 2 3
Daily Pivots for day following 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7515 0.7463 0.7267
R3 0.7416 0.7364 0.7240
R2 0.7317 0.7317 0.7231
R1 0.7265 0.7265 0.7222 0.7263
PP 0.7218 0.7218 0.7218 0.7217
S1 0.7166 0.7166 0.7204 0.7163
S2 0.7119 0.7119 0.7195
S3 0.7020 0.7067 0.7186
S4 0.6921 0.6968 0.7159
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7515 0.7463 0.7267
R3 0.7416 0.7364 0.7240
R2 0.7317 0.7317 0.7231
R1 0.7265 0.7265 0.7222 0.7291
PP 0.7218 0.7218 0.7218 0.7231
S1 0.7166 0.7166 0.7204 0.7192
S2 0.7119 0.7119 0.7195
S3 0.7020 0.7067 0.7186
S4 0.6921 0.6968 0.7159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7270 0.7171 0.0099 1.4% 0.0056 0.8% 42% True True
10 0.7354 0.7171 0.0183 2.5% 0.0052 0.7% 23% False True
20 0.7528 0.7171 0.0357 4.9% 0.0049 0.7% 12% 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 0.0013
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7691
2.618 0.7529
1.618 0.7430
1.000 0.7369
0.618 0.7331
HIGH 0.7270
0.618 0.7232
0.500 0.7221
0.382 0.7209
LOW 0.7171
0.618 0.7110
1.000 0.7072
1.618 0.7011
2.618 0.6912
4.250 0.6750
Fisher Pivots for day following 31-Jul-2015
Pivot 1 day 3 day
R1 0.7221 0.7221
PP 0.7218 0.7218
S1 0.7216 0.7216

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

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