CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 19-Aug-2015
Day Change Summary
Previous Current
18-Aug-2015 19-Aug-2015 Change Change % Previous Week
Open 0.7264 0.7289 0.0025 0.3% 0.7329
High 0.7264 0.7289 0.0025 0.3% 0.7347
Low 0.7262 0.7255 -0.0007 -0.1% 0.7157
Close 0.7264 0.7289 0.0025 0.3% 0.7302
Range 0.0002 0.0034 0.0032 1,599.2% 0.0190
ATR 0.0058 0.0057 -0.0002 -3.0% 0.0000
Volume
Daily Pivots for day following 19-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7380 0.7368 0.7308
R3 0.7346 0.7334 0.7298
R2 0.7312 0.7312 0.7295
R1 0.7300 0.7300 0.7292 0.7306
PP 0.7278 0.7278 0.7278 0.7281
S1 0.7266 0.7266 0.7286 0.7272
S2 0.7244 0.7244 0.7283
S3 0.7210 0.7232 0.7280
S4 0.7176 0.7198 0.7270
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 0.7320 0.7255 0.0065 0.9% 0.0024 0.3% 52% False True
10 0.7347 0.7157 0.0190 2.6% 0.0046 0.6% 69% False False
20 0.7347 0.7157 0.0190 2.6% 0.0047 0.6% 69% False False 1
40 0.7639 0.7157 0.0482 6.6% 0.0040 0.6% 27% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7434
2.618 0.7378
1.618 0.7344
1.000 0.7323
0.618 0.7310
HIGH 0.7289
0.618 0.7276
0.500 0.7272
0.382 0.7268
LOW 0.7255
0.618 0.7234
1.000 0.7221
1.618 0.7200
2.618 0.7166
4.250 0.7110
Fisher Pivots for day following 19-Aug-2015
Pivot 1 day 3 day
R1 0.7283 0.7286
PP 0.7278 0.7283
S1 0.7272 0.7280

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

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