CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 29-Sep-2015
Day Change Summary
Previous Current
28-Sep-2015 29-Sep-2015 Change Change % Previous Week
Open 0.6950 0.6906 -0.0044 -0.6% 0.7106
High 0.6975 0.6964 -0.0011 -0.2% 0.7106
Low 0.6921 0.6880 -0.0041 -0.6% 0.6882
Close 0.6932 0.6924 -0.0008 -0.1% 0.6961
Range 0.0054 0.0084 0.0030 55.6% 0.0224
ATR 0.0080 0.0081 0.0000 0.3% 0.0000
Volume 138 78 -60 -43.5% 346
Daily Pivots for day following 29-Sep-2015
Classic Woodie Camarilla DeMark
R4 0.7175 0.7133 0.6970
R3 0.7091 0.7049 0.6947
R2 0.7007 0.7007 0.6939
R1 0.6965 0.6965 0.6932 0.6986
PP 0.6923 0.6923 0.6923 0.6933
S1 0.6881 0.6881 0.6916 0.6902
S2 0.6839 0.6839 0.6909
S3 0.6755 0.6797 0.6901
S4 0.6671 0.6713 0.6878
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 0.6995 0.6880 0.0115 1.7% 0.0071 1.0% 38% False True 105
10 0.7213 0.6880 0.0333 4.8% 0.0081 1.2% 13% False True 68
20 0.7213 0.6850 0.0363 5.2% 0.0075 1.1% 20% False False 43
40 0.7347 0.6850 0.0497 7.2% 0.0064 0.9% 15% False False 23
60 0.7382 0.6850 0.0532 7.7% 0.0057 0.8% 14% False False 15
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 0.0022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7321
2.618 0.7184
1.618 0.7100
1.000 0.7048
0.618 0.7016
HIGH 0.6964
0.618 0.6932
0.500 0.6922
0.382 0.6912
LOW 0.6880
0.618 0.6828
1.000 0.6796
1.618 0.6744
2.618 0.6660
4.250 0.6523
Fisher Pivots for day following 29-Sep-2015
Pivot 1 day 3 day
R1 0.6923 0.6931
PP 0.6923 0.6929
S1 0.6922 0.6926

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

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