CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary
Previous Current
23-Sep-2015 24-Sep-2015 Change Change % Previous Week
Open 0.6965 0.6957 -0.0008 -0.1% 0.7038
High 0.6995 0.6981 -0.0014 -0.2% 0.7213
Low 0.6927 0.6882 -0.0045 -0.6% 0.7018
Close 0.6938 0.6974 0.0036 0.5% 0.7154
Range 0.0068 0.0099 0.0031 45.6% 0.0195
ATR 0.0084 0.0085 0.0001 1.3% 0.0000
Volume 73 108 35 47.9% 208
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7243 0.7207 0.7028
R3 0.7144 0.7108 0.7001
R2 0.7045 0.7045 0.6992
R1 0.7009 0.7009 0.6983 0.7027
PP 0.6946 0.6946 0.6946 0.6955
S1 0.6910 0.6910 0.6965 0.6928
S2 0.6847 0.6847 0.6956
S3 0.6748 0.6811 0.6947
S4 0.6649 0.6712 0.6920
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 0.6882 0.0331 4.7% 0.0084 1.2% 28% False True 47
10 0.7213 0.6882 0.0331 4.7% 0.0080 1.1% 28% False True 43
20 0.7213 0.6850 0.0363 5.2% 0.0069 1.0% 34% False False 26
40 0.7347 0.6850 0.0497 7.1% 0.0064 0.9% 25% False False 14
60 0.7545 0.6850 0.0695 10.0% 0.0057 0.8% 18% False False 9
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7402
2.618 0.7240
1.618 0.7141
1.000 0.7080
0.618 0.7042
HIGH 0.6981
0.618 0.6943
0.500 0.6932
0.382 0.6920
LOW 0.6882
0.618 0.6821
1.000 0.6783
1.618 0.6722
2.618 0.6623
4.250 0.6461
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 0.6960 0.6988
PP 0.6946 0.6983
S1 0.6932 0.6979

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

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