CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 23-Dec-2015
Day Change Summary
Previous Current
22-Dec-2015 23-Dec-2015 Change Change % Previous Week
Open 0.7156 0.7202 0.0046 0.6% 0.7150
High 0.7219 0.7220 0.0001 0.0% 0.7250
Low 0.7153 0.7181 0.0028 0.4% 0.7065
Close 0.7195 0.7213 0.0018 0.3% 0.7158
Range 0.0066 0.0039 -0.0027 -40.9% 0.0185
ATR 0.0087 0.0084 -0.0003 -4.0% 0.0000
Volume 43,652 33,152 -10,500 -24.1% 397,711
Daily Pivots for day following 23-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7322 0.7306 0.7234
R3 0.7283 0.7267 0.7224
R2 0.7244 0.7244 0.7220
R1 0.7228 0.7228 0.7217 0.7236
PP 0.7205 0.7205 0.7205 0.7209
S1 0.7189 0.7189 0.7209 0.7197
S2 0.7166 0.7166 0.7206
S3 0.7127 0.7150 0.7202
S4 0.7088 0.7111 0.7192
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7713 0.7620 0.7260
R3 0.7528 0.7435 0.7209
R2 0.7343 0.7343 0.7192
R1 0.7250 0.7250 0.7175 0.7297
PP 0.7158 0.7158 0.7158 0.7181
S1 0.7065 0.7065 0.7141 0.7112
S2 0.6973 0.6973 0.7124
S3 0.6788 0.6880 0.7107
S4 0.6603 0.6695 0.7056
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7220 0.7065 0.0155 2.1% 0.0071 1.0% 95% True False 56,065
10 0.7300 0.7065 0.0235 3.3% 0.0089 1.2% 63% False False 64,631
20 0.7348 0.7065 0.0283 3.9% 0.0084 1.2% 52% False False 39,742
40 0.7348 0.6973 0.0375 5.2% 0.0075 1.0% 64% False False 20,126
60 0.7348 0.6944 0.0404 5.6% 0.0076 1.1% 67% False False 13,453
80 0.7348 0.6850 0.0498 6.9% 0.0076 1.0% 73% False False 10,100
100 0.7348 0.6850 0.0498 6.9% 0.0071 1.0% 73% False False 8,081
120 0.7382 0.6850 0.0532 7.4% 0.0067 0.9% 68% False False 6,734
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.7386
2.618 0.7322
1.618 0.7283
1.000 0.7259
0.618 0.7244
HIGH 0.7220
0.618 0.7205
0.500 0.7201
0.382 0.7196
LOW 0.7181
0.618 0.7157
1.000 0.7142
1.618 0.7118
2.618 0.7079
4.250 0.7015
Fisher Pivots for day following 23-Dec-2015
Pivot 1 day 3 day
R1 0.7209 0.7200
PP 0.7205 0.7186
S1 0.7201 0.7173

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

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