CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 04-Aug-2015
Day Change Summary
Previous Current
03-Aug-2015 04-Aug-2015 Change Change % Previous Week
Open 0.7190 0.7280 0.0090 1.3% 0.7200
High 0.7224 0.7333 0.0109 1.5% 0.7270
Low 0.7190 0.7280 0.0090 1.3% 0.7171
Close 0.7190 0.7303 0.0113 1.6% 0.7213
Range 0.0034 0.0053 0.0019 55.9% 0.0099
ATR 0.0051 0.0058 0.0007 12.8% 0.0000
Volume 1 7 6 600.0% 3
Daily Pivots for day following 04-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7464 0.7437 0.7332
R3 0.7411 0.7384 0.7318
R2 0.7358 0.7358 0.7313
R1 0.7331 0.7331 0.7308 0.7345
PP 0.7305 0.7305 0.7305 0.7312
S1 0.7278 0.7278 0.7298 0.7292
S2 0.7252 0.7252 0.7293
S3 0.7199 0.7225 0.7288
S4 0.7146 0.7172 0.7274
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 0.7333 0.7171 0.0162 2.2% 0.0055 0.8% 81% True False 2
10 0.7344 0.7171 0.0173 2.4% 0.0048 0.7% 76% False False 1
20 0.7382 0.7171 0.0211 2.9% 0.0047 0.6% 63% False False 1
40 0.7690 0.7171 0.0519 7.1% 0.0027 0.4% 25% False False
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 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7558
2.618 0.7472
1.618 0.7419
1.000 0.7386
0.618 0.7366
HIGH 0.7333
0.618 0.7313
0.500 0.7307
0.382 0.7300
LOW 0.7280
0.618 0.7247
1.000 0.7227
1.618 0.7194
2.618 0.7141
4.250 0.7055
Fisher Pivots for day following 04-Aug-2015
Pivot 1 day 3 day
R1 0.7307 0.7286
PP 0.7305 0.7269
S1 0.7304 0.7252

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

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