CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 07-Aug-2015
Day Change Summary
Previous Current
06-Aug-2015 07-Aug-2015 Change Change % Previous Week
Open 0.7260 0.7336 0.0076 1.0% 0.7190
High 0.7276 0.7336 0.0060 0.8% 0.7336
Low 0.7255 0.7330 0.0075 1.0% 0.7190
Close 0.7260 0.7330 0.0070 1.0% 0.7330
Range 0.0021 0.0006 -0.0015 -71.4% 0.0146
ATR 0.0055 0.0056 0.0002 2.8% 0.0000
Volume 0 1 1 13
Daily Pivots for day following 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7350 0.7346 0.7333
R3 0.7344 0.7340 0.7332
R2 0.7338 0.7338 0.7331
R1 0.7334 0.7334 0.7331 0.7333
PP 0.7332 0.7332 0.7332 0.7332
S1 0.7328 0.7328 0.7329 0.7327
S2 0.7326 0.7326 0.7329
S3 0.7320 0.7322 0.7328
S4 0.7314 0.7316 0.7327
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7723 0.7673 0.7410
R3 0.7577 0.7527 0.7370
R2 0.7431 0.7431 0.7357
R1 0.7381 0.7381 0.7343 0.7406
PP 0.7285 0.7285 0.7285 0.7298
S1 0.7235 0.7235 0.7317 0.7260
S2 0.7139 0.7139 0.7303
S3 0.6993 0.7089 0.7290
S4 0.6847 0.6943 0.7250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7336 0.7190 0.0146 2.0% 0.0033 0.5% 96% True False 2
10 0.7336 0.7171 0.0165 2.3% 0.0044 0.6% 96% True False 1
20 0.7382 0.7171 0.0211 2.9% 0.0050 0.7% 75% False False 1
40 0.7690 0.7171 0.0519 7.1% 0.0029 0.4% 31% False False
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.7362
2.618 0.7352
1.618 0.7346
1.000 0.7342
0.618 0.7340
HIGH 0.7336
0.618 0.7334
0.500 0.7333
0.382 0.7332
LOW 0.7330
0.618 0.7326
1.000 0.7324
1.618 0.7320
2.618 0.7314
4.250 0.7305
Fisher Pivots for day following 07-Aug-2015
Pivot 1 day 3 day
R1 0.7333 0.7319
PP 0.7332 0.7307
S1 0.7331 0.7296

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

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