CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 17-Sep-2015
Day Change Summary
Previous Current
16-Sep-2015 17-Sep-2015 Change Change % Previous Week
Open 0.7071 0.7121 0.0050 0.7% 0.6909
High 0.7137 0.7210 0.0073 1.0% 0.7030
Low 0.7070 0.7078 0.0008 0.1% 0.6901
Close 0.7128 0.7200 0.0072 1.0% 0.7019
Range 0.0067 0.0132 0.0065 97.0% 0.0129
ATR 0.0074 0.0078 0.0004 5.5% 0.0000
Volume 50 47 -3 -6.0% 58
Daily Pivots for day following 17-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7559 0.7511 0.7273
R3 0.7427 0.7379 0.7236
R2 0.7295 0.7295 0.7224
R1 0.7247 0.7247 0.7212 0.7271
PP 0.7163 0.7163 0.7163 0.7175
S1 0.7115 0.7115 0.7188 0.7139
S2 0.7031 0.7031 0.7176
S3 0.6899 0.6983 0.7164
S4 0.6767 0.6851 0.7127
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 0.7210 0.6985 0.0225 3.1% 0.0076 1.1% 96% True False 38
10 0.7210 0.6850 0.0360 5.0% 0.0071 1.0% 97% True False 25
20 0.7290 0.6850 0.0440 6.1% 0.0069 1.0% 80% False False 16
40 0.7347 0.6850 0.0497 6.9% 0.0058 0.8% 70% False False 8
60 0.7639 0.6850 0.0789 11.0% 0.0050 0.7% 44% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7771
2.618 0.7556
1.618 0.7424
1.000 0.7342
0.618 0.7292
HIGH 0.7210
0.618 0.7160
0.500 0.7144
0.382 0.7128
LOW 0.7078
0.618 0.6996
1.000 0.6946
1.618 0.6864
2.618 0.6732
4.250 0.6517
Fisher Pivots for day following 17-Sep-2015
Pivot 1 day 3 day
R1 0.7181 0.7172
PP 0.7163 0.7145
S1 0.7144 0.7117

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

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