CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 14-Sep-2015
Day Change Summary
Previous Current
11-Sep-2015 14-Sep-2015 Change Change % Previous Week
Open 0.6985 0.7038 0.0053 0.8% 0.6909
High 0.7023 0.7085 0.0062 0.9% 0.7030
Low 0.6985 0.7018 0.0033 0.5% 0.6901
Close 0.7019 0.7073 0.0054 0.8% 0.7019
Range 0.0038 0.0067 0.0029 76.3% 0.0129
ATR 0.0075 0.0074 -0.0001 -0.7% 0.0000
Volume 8 60 52 650.0% 58
Daily Pivots for day following 14-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7260 0.7233 0.7110
R3 0.7193 0.7166 0.7091
R2 0.7126 0.7126 0.7085
R1 0.7099 0.7099 0.7079 0.7113
PP 0.7059 0.7059 0.7059 0.7065
S1 0.7032 0.7032 0.7067 0.7046
S2 0.6992 0.6992 0.7061
S3 0.6925 0.6965 0.7055
S4 0.6858 0.6898 0.7036
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7370 0.7324 0.7090
R3 0.7241 0.7195 0.7054
R2 0.7112 0.7112 0.7043
R1 0.7066 0.7066 0.7031 0.7089
PP 0.6983 0.6983 0.6983 0.6995
S1 0.6937 0.6937 0.7007 0.6960
S2 0.6854 0.6854 0.6995
S3 0.6725 0.6808 0.6984
S4 0.6596 0.6679 0.6948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7085 0.6901 0.0184 2.6% 0.0070 1.0% 93% True False 23
10 0.7085 0.6850 0.0235 3.3% 0.0063 0.9% 95% True False 15
20 0.7305 0.6850 0.0455 6.4% 0.0058 0.8% 49% False False 10
40 0.7354 0.6850 0.0504 7.1% 0.0056 0.8% 44% False False 5
60 0.7662 0.6850 0.0812 11.5% 0.0045 0.6% 27% False False 3
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7370
2.618 0.7260
1.618 0.7193
1.000 0.7152
0.618 0.7126
HIGH 0.7085
0.618 0.7059
0.500 0.7052
0.382 0.7044
LOW 0.7018
0.618 0.6977
1.000 0.6951
1.618 0.6910
2.618 0.6843
4.250 0.6733
Fisher Pivots for day following 14-Sep-2015
Pivot 1 day 3 day
R1 0.7066 0.7046
PP 0.7059 0.7020
S1 0.7052 0.6993

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

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