CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 12-Aug-2015
Day Change Summary
Previous Current
11-Aug-2015 12-Aug-2015 Change Change % Previous Week
Open 0.7212 0.7298 0.0086 1.2% 0.7190
High 0.7347 0.7298 -0.0049 -0.7% 0.7336
Low 0.7212 0.7157 -0.0055 -0.8% 0.7190
Close 0.7212 0.7298 0.0086 1.2% 0.7330
Range 0.0135 0.0141 0.0006 4.4% 0.0146
ATR 0.0061 0.0067 0.0006 9.4% 0.0000
Volume
Daily Pivots for day following 12-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7674 0.7627 0.7376
R3 0.7533 0.7486 0.7337
R2 0.7392 0.7392 0.7324
R1 0.7345 0.7345 0.7311 0.7369
PP 0.7251 0.7251 0.7251 0.7263
S1 0.7204 0.7204 0.7285 0.7228
S2 0.7110 0.7110 0.7272
S3 0.6969 0.7063 0.7259
S4 0.6828 0.6922 0.7220
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 0.7347 0.7157 0.0190 2.6% 0.0068 0.9% 74% False True
10 0.7347 0.7157 0.0190 2.6% 0.0062 0.9% 74% False True 1
20 0.7354 0.7157 0.0197 2.7% 0.0055 0.7% 72% False True 1
40 0.7690 0.7157 0.0533 7.3% 0.0037 0.5% 26% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 0.7897
2.618 0.7667
1.618 0.7526
1.000 0.7439
0.618 0.7385
HIGH 0.7298
0.618 0.7244
0.500 0.7228
0.382 0.7211
LOW 0.7157
0.618 0.7070
1.000 0.7016
1.618 0.6929
2.618 0.6788
4.250 0.6558
Fisher Pivots for day following 12-Aug-2015
Pivot 1 day 3 day
R1 0.7275 0.7283
PP 0.7251 0.7267
S1 0.7228 0.7252

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

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