CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 22-Sep-2015
Day Change Summary
Previous Current
21-Sep-2015 22-Sep-2015 Change Change % Previous Week
Open 0.7106 0.7068 -0.0038 -0.5% 0.7038
High 0.7106 0.7094 -0.0012 -0.2% 0.7213
Low 0.7059 0.6995 -0.0064 -0.9% 0.7018
Close 0.7072 0.7024 -0.0048 -0.7% 0.7154
Range 0.0047 0.0099 0.0052 110.6% 0.0195
ATR 0.0082 0.0083 0.0001 1.5% 0.0000
Volume 20 16 -4 -20.0% 208
Daily Pivots for day following 22-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7335 0.7278 0.7078
R3 0.7236 0.7179 0.7051
R2 0.7137 0.7137 0.7042
R1 0.7080 0.7080 0.7033 0.7059
PP 0.7038 0.7038 0.7038 0.7027
S1 0.6981 0.6981 0.7015 0.6960
S2 0.6939 0.6939 0.7006
S3 0.6840 0.6882 0.6997
S4 0.6741 0.6783 0.6970
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 0.6995 0.0218 3.1% 0.0090 1.3% 13% False True 31
10 0.7213 0.6901 0.0312 4.4% 0.0081 1.1% 39% False False 29
20 0.7213 0.6850 0.0363 5.2% 0.0066 0.9% 48% False False 17
40 0.7347 0.6850 0.0497 7.1% 0.0062 0.9% 35% False False 10
60 0.7620 0.6850 0.0770 11.0% 0.0054 0.8% 23% False False 7
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7515
2.618 0.7353
1.618 0.7254
1.000 0.7193
0.618 0.7155
HIGH 0.7094
0.618 0.7056
0.500 0.7045
0.382 0.7033
LOW 0.6995
0.618 0.6934
1.000 0.6896
1.618 0.6835
2.618 0.6736
4.250 0.6574
Fisher Pivots for day following 22-Sep-2015
Pivot 1 day 3 day
R1 0.7045 0.7104
PP 0.7038 0.7077
S1 0.7031 0.7051

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

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