CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 03-Sep-2015
Day Change Summary
Previous Current
02-Sep-2015 03-Sep-2015 Change Change % Previous Week
Open 0.6941 0.6962 0.0021 0.3% 0.7157
High 0.6964 0.6983 0.0019 0.3% 0.7186
Low 0.6920 0.6946 0.0026 0.4% 0.6990
Close 0.6964 0.6949 -0.0015 -0.2% 0.7099
Range 0.0044 0.0037 -0.0007 -15.9% 0.0196
ATR 0.0073 0.0071 -0.0003 -3.5% 0.0000
Volume 12 5 -7 -58.3% 42
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7070 0.7047 0.6969
R3 0.7033 0.7010 0.6959
R2 0.6996 0.6996 0.6956
R1 0.6973 0.6973 0.6952 0.6966
PP 0.6959 0.6959 0.6959 0.6956
S1 0.6936 0.6936 0.6946 0.6929
S2 0.6922 0.6922 0.6942
S3 0.6885 0.6899 0.6939
S4 0.6848 0.6862 0.6929
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 0.7116 0.6920 0.0196 2.8% 0.0057 0.8% 15% False False 5
10 0.7270 0.6920 0.0350 5.0% 0.0063 0.9% 8% False False 7
20 0.7347 0.6920 0.0427 6.1% 0.0057 0.8% 7% False False 3
40 0.7382 0.6920 0.0462 6.6% 0.0054 0.8% 6% False False 2
60 0.7690 0.6920 0.0770 11.1% 0.0039 0.6% 4% False False 1
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7140
2.618 0.7080
1.618 0.7043
1.000 0.7020
0.618 0.7006
HIGH 0.6983
0.618 0.6969
0.500 0.6965
0.382 0.6960
LOW 0.6946
0.618 0.6923
1.000 0.6909
1.618 0.6886
2.618 0.6849
4.250 0.6789
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 0.6965 0.6993
PP 0.6959 0.6978
S1 0.6954 0.6964

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

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