CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 0.7099 0.7090 -0.0009 -0.1% 0.7157
High 0.7099 0.7116 0.0017 0.2% 0.7186
Low 0.7099 0.7066 -0.0033 -0.5% 0.6990
Close 0.7099 0.7099 0.0000 0.0% 0.7099
Range 0.0000 0.0050 0.0050 0.0196
ATR 0.0073 0.0071 -0.0002 -2.3% 0.0000
Volume 0 3 3 42
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7244 0.7221 0.7127
R3 0.7194 0.7171 0.7113
R2 0.7144 0.7144 0.7108
R1 0.7121 0.7121 0.7104 0.7133
PP 0.7094 0.7094 0.7094 0.7099
S1 0.7071 0.7071 0.7094 0.7083
S2 0.7044 0.7044 0.7090
S3 0.6994 0.7021 0.7085
S4 0.6944 0.6971 0.7072
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 0.7680 0.7585 0.7207
R3 0.7484 0.7389 0.7153
R2 0.7288 0.7288 0.7135
R1 0.7193 0.7193 0.7117 0.7143
PP 0.7092 0.7092 0.7092 0.7066
S1 0.6997 0.6997 0.7081 0.6947
S2 0.6896 0.6896 0.7063
S3 0.6700 0.6801 0.7045
S4 0.6504 0.6605 0.6991
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7186 0.6990 0.0196 2.8% 0.0070 1.0% 56% False False 8
10 0.7305 0.6990 0.0315 4.4% 0.0053 0.7% 35% False False 5
20 0.7347 0.6990 0.0357 5.0% 0.0054 0.8% 31% False False 3
40 0.7528 0.6990 0.0538 7.6% 0.0051 0.7% 20% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7329
2.618 0.7247
1.618 0.7197
1.000 0.7166
0.618 0.7147
HIGH 0.7116
0.618 0.7097
0.500 0.7091
0.382 0.7085
LOW 0.7066
0.618 0.7035
1.000 0.7016
1.618 0.6985
2.618 0.6935
4.250 0.6854
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 0.7096 0.7088
PP 0.7094 0.7077
S1 0.7091 0.7067

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

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