CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 25-Sep-2015
Day Change Summary
Previous Current
24-Sep-2015 25-Sep-2015 Change Change % Previous Week
Open 0.6957 0.6962 0.0005 0.1% 0.7106
High 0.6981 0.6982 0.0001 0.0% 0.7106
Low 0.6882 0.6931 0.0049 0.7% 0.6882
Close 0.6974 0.6961 -0.0013 -0.2% 0.6961
Range 0.0099 0.0051 -0.0048 -48.5% 0.0224
ATR 0.0085 0.0082 -0.0002 -2.9% 0.0000
Volume 108 129 21 19.4% 346
Daily Pivots for day following 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7111 0.7087 0.6989
R3 0.7060 0.7036 0.6975
R2 0.7009 0.7009 0.6970
R1 0.6985 0.6985 0.6966 0.6972
PP 0.6958 0.6958 0.6958 0.6951
S1 0.6934 0.6934 0.6956 0.6921
S2 0.6907 0.6907 0.6952
S3 0.6856 0.6883 0.6947
S4 0.6805 0.6832 0.6933
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7655 0.7532 0.7084
R3 0.7431 0.7308 0.7023
R2 0.7207 0.7207 0.7002
R1 0.7084 0.7084 0.6982 0.7034
PP 0.6983 0.6983 0.6983 0.6958
S1 0.6860 0.6860 0.6940 0.6810
S2 0.6759 0.6759 0.6920
S3 0.6535 0.6636 0.6899
S4 0.6311 0.6412 0.6838
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7106 0.6882 0.0224 3.2% 0.0073 1.0% 35% False False 69
10 0.7213 0.6882 0.0331 4.8% 0.0081 1.2% 24% False False 55
20 0.7213 0.6850 0.0363 5.2% 0.0071 1.0% 31% False False 32
40 0.7347 0.6850 0.0497 7.1% 0.0064 0.9% 22% False False 17
60 0.7528 0.6850 0.0678 9.7% 0.0057 0.8% 16% False False 12
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7199
2.618 0.7116
1.618 0.7065
1.000 0.7033
0.618 0.7014
HIGH 0.6982
0.618 0.6963
0.500 0.6957
0.382 0.6950
LOW 0.6931
0.618 0.6899
1.000 0.6880
1.618 0.6848
2.618 0.6797
4.250 0.6714
Fisher Pivots for day following 25-Sep-2015
Pivot 1 day 3 day
R1 0.6960 0.6954
PP 0.6958 0.6946
S1 0.6957 0.6939

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

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