CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 21-Sep-2015
Day Change Summary
Previous Current
18-Sep-2015 21-Sep-2015 Change Change % Previous Week
Open 0.7127 0.7106 -0.0021 -0.3% 0.7038
High 0.7213 0.7106 -0.0107 -1.5% 0.7213
Low 0.7106 0.7059 -0.0047 -0.7% 0.7018
Close 0.7154 0.7072 -0.0082 -1.1% 0.7154
Range 0.0107 0.0047 -0.0060 -56.1% 0.0195
ATR 0.0081 0.0082 0.0001 1.3% 0.0000
Volume 22 20 -2 -9.1% 208
Daily Pivots for day following 21-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7220 0.7193 0.7098
R3 0.7173 0.7146 0.7085
R2 0.7126 0.7126 0.7081
R1 0.7099 0.7099 0.7076 0.7089
PP 0.7079 0.7079 0.7079 0.7074
S1 0.7052 0.7052 0.7068 0.7042
S2 0.7032 0.7032 0.7063
S3 0.6985 0.7005 0.7059
S4 0.6938 0.6958 0.7046
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7713 0.7629 0.7261
R3 0.7518 0.7434 0.7208
R2 0.7323 0.7323 0.7190
R1 0.7239 0.7239 0.7172 0.7281
PP 0.7128 0.7128 0.7128 0.7150
S1 0.7044 0.7044 0.7136 0.7086
S2 0.6933 0.6933 0.7118
S3 0.6738 0.6849 0.7100
S4 0.6543 0.6654 0.7047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7213 0.7024 0.0189 2.7% 0.0086 1.2% 25% False False 33
10 0.7213 0.6901 0.0312 4.4% 0.0078 1.1% 55% False False 28
20 0.7213 0.6850 0.0363 5.1% 0.0071 1.0% 61% False False 18
40 0.7347 0.6850 0.0497 7.0% 0.0060 0.9% 45% False False 9
60 0.7620 0.6850 0.0770 10.9% 0.0052 0.7% 29% False False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0010
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7306
2.618 0.7229
1.618 0.7182
1.000 0.7153
0.618 0.7135
HIGH 0.7106
0.618 0.7088
0.500 0.7083
0.382 0.7077
LOW 0.7059
0.618 0.7030
1.000 0.7012
1.618 0.6983
2.618 0.6936
4.250 0.6859
Fisher Pivots for day following 21-Sep-2015
Pivot 1 day 3 day
R1 0.7083 0.7136
PP 0.7079 0.7115
S1 0.7076 0.7093

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

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