CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 17-Aug-2015
Day Change Summary
Previous Current
14-Aug-2015 17-Aug-2015 Change Change % Previous Week
Open 0.7302 0.7305 0.0003 0.0% 0.7329
High 0.7305 0.7305 0.0000 0.0% 0.7347
Low 0.7302 0.7283 -0.0019 -0.3% 0.7157
Close 0.7302 0.7305 0.0003 0.0% 0.7302
Range 0.0003 0.0022 0.0019 633.6% 0.0190
ATR 0.0063 0.0060 -0.0003 -4.6% 0.0000
Volume
Daily Pivots for day following 17-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7364 0.7356 0.7317
R3 0.7342 0.7334 0.7311
R2 0.7320 0.7320 0.7309
R1 0.7312 0.7312 0.7307 0.7316
PP 0.7298 0.7298 0.7298 0.7300
S1 0.7290 0.7290 0.7303 0.7294
S2 0.7276 0.7276 0.7301
S3 0.7254 0.7268 0.7299
S4 0.7232 0.7246 0.7293
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7839 0.7760 0.7407
R3 0.7649 0.7570 0.7354
R2 0.7459 0.7459 0.7337
R1 0.7380 0.7380 0.7319 0.7325
PP 0.7269 0.7269 0.7269 0.7241
S1 0.7190 0.7190 0.7285 0.7135
S2 0.7079 0.7079 0.7267
S3 0.6889 0.7000 0.7250
S4 0.6699 0.6810 0.7198
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% 0.0072 1.0% 78% False False
10 0.7347 0.7157 0.0190 2.6% 0.0053 0.7% 78% False False 1
20 0.7354 0.7157 0.0197 2.7% 0.0052 0.7% 75% False False 1
40 0.7639 0.7157 0.0482 6.6% 0.0039 0.5% 31% 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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7399
2.618 0.7363
1.618 0.7341
1.000 0.7327
0.618 0.7319
HIGH 0.7305
0.618 0.7297
0.500 0.7294
0.382 0.7291
LOW 0.7283
0.618 0.7269
1.000 0.7261
1.618 0.7247
2.618 0.7225
4.250 0.7190
Fisher Pivots for day following 17-Aug-2015
Pivot 1 day 3 day
R1 0.7301 0.7300
PP 0.7298 0.7296
S1 0.7294 0.7291

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

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