CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 10-Aug-2015
Day Change Summary
Previous Current
07-Aug-2015 10-Aug-2015 Change Change % Previous Week
Open 0.7336 0.7329 -0.0007 -0.1% 0.7190
High 0.7336 0.7329 -0.0007 -0.1% 0.7336
Low 0.7330 0.7290 -0.0040 -0.5% 0.7190
Close 0.7330 0.7329 -0.0001 0.0% 0.7330
Range 0.0006 0.0039 0.0033 550.0% 0.0146
ATR 0.0056 0.0055 -0.0001 -2.1% 0.0000
Volume 1 0 -1 -100.0% 13
Daily Pivots for day following 10-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7433 0.7420 0.7350
R3 0.7394 0.7381 0.7340
R2 0.7355 0.7355 0.7336
R1 0.7342 0.7342 0.7333 0.7349
PP 0.7316 0.7316 0.7316 0.7319
S1 0.7303 0.7303 0.7325 0.7310
S2 0.7277 0.7277 0.7322
S3 0.7238 0.7264 0.7318
S4 0.7199 0.7225 0.7308
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 0.7255 0.0081 1.1% 0.0034 0.5% 91% False False 2
10 0.7336 0.7171 0.0165 2.3% 0.0045 0.6% 96% False False 1
20 0.7382 0.7171 0.0211 2.9% 0.0049 0.7% 75% False False 1
40 0.7690 0.7171 0.0519 7.1% 0.0030 0.4% 30% 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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7495
2.618 0.7431
1.618 0.7392
1.000 0.7368
0.618 0.7353
HIGH 0.7329
0.618 0.7314
0.500 0.7310
0.382 0.7305
LOW 0.7290
0.618 0.7266
1.000 0.7251
1.618 0.7227
2.618 0.7188
4.250 0.7124
Fisher Pivots for day following 10-Aug-2015
Pivot 1 day 3 day
R1 0.7323 0.7318
PP 0.7316 0.7307
S1 0.7310 0.7296

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

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