CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 15-Sep-2015
Day Change Summary
Previous Current
14-Sep-2015 15-Sep-2015 Change Change % Previous Week
Open 0.7038 0.7089 0.0051 0.7% 0.6909
High 0.7085 0.7099 0.0014 0.2% 0.7030
Low 0.7018 0.7024 0.0006 0.1% 0.6901
Close 0.7073 0.7061 -0.0012 -0.2% 0.7019
Range 0.0067 0.0075 0.0008 11.9% 0.0129
ATR 0.0074 0.0074 0.0000 0.1% 0.0000
Volume 60 29 -31 -51.7% 58
Daily Pivots for day following 15-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7286 0.7249 0.7102
R3 0.7211 0.7174 0.7082
R2 0.7136 0.7136 0.7075
R1 0.7099 0.7099 0.7068 0.7080
PP 0.7061 0.7061 0.7061 0.7052
S1 0.7024 0.7024 0.7054 0.7005
S2 0.6986 0.6986 0.7047
S3 0.6911 0.6949 0.7040
S4 0.6836 0.6874 0.7020
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 0.7099 0.6901 0.0198 2.8% 0.0071 1.0% 81% True False 28
10 0.7099 0.6850 0.0249 3.5% 0.0068 1.0% 85% True False 18
20 0.7290 0.6850 0.0440 6.2% 0.0061 0.9% 48% False False 11
40 0.7354 0.6850 0.0504 7.1% 0.0056 0.8% 42% False False 6
60 0.7639 0.6850 0.0789 11.2% 0.0047 0.7% 27% False False 4
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 0.0013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7418
2.618 0.7295
1.618 0.7220
1.000 0.7174
0.618 0.7145
HIGH 0.7099
0.618 0.7070
0.500 0.7062
0.382 0.7053
LOW 0.7024
0.618 0.6978
1.000 0.6949
1.618 0.6903
2.618 0.6828
4.250 0.6705
Fisher Pivots for day following 15-Sep-2015
Pivot 1 day 3 day
R1 0.7062 0.7055
PP 0.7061 0.7048
S1 0.7061 0.7042

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

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