CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 28-Dec-2015
Day Change Summary
Previous Current
24-Dec-2015 28-Dec-2015 Change Change % Previous Week
Open 0.7202 0.7251 0.0049 0.7% 0.7140
High 0.7260 0.7257 -0.0003 0.0% 0.7260
Low 0.7200 0.7221 0.0021 0.3% 0.7125
Close 0.7247 0.7225 -0.0022 -0.3% 0.7247
Range 0.0060 0.0036 -0.0024 -40.0% 0.0135
ATR 0.0082 0.0079 -0.0003 -4.0% 0.0000
Volume 26,007 23,923 -2,084 -8.0% 145,277
Daily Pivots for day following 28-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7342 0.7320 0.7245
R3 0.7306 0.7284 0.7235
R2 0.7270 0.7270 0.7232
R1 0.7248 0.7248 0.7228 0.7241
PP 0.7234 0.7234 0.7234 0.7231
S1 0.7212 0.7212 0.7222 0.7205
S2 0.7198 0.7198 0.7218
S3 0.7162 0.7176 0.7215
S4 0.7126 0.7140 0.7205
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 0.7616 0.7566 0.7321
R3 0.7481 0.7431 0.7284
R2 0.7346 0.7346 0.7272
R1 0.7296 0.7296 0.7259 0.7321
PP 0.7211 0.7211 0.7211 0.7223
S1 0.7161 0.7161 0.7235 0.7186
S2 0.7076 0.7076 0.7222
S3 0.6941 0.7026 0.7210
S4 0.6806 0.6891 0.7173
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7260 0.7125 0.0135 1.9% 0.0048 0.7% 74% False False 33,840
10 0.7260 0.7065 0.0195 2.7% 0.0079 1.1% 82% False False 56,691
20 0.7348 0.7065 0.0283 3.9% 0.0083 1.1% 57% False False 42,141
40 0.7348 0.6973 0.0375 5.2% 0.0074 1.0% 67% False False 21,334
60 0.7348 0.6946 0.0402 5.6% 0.0076 1.0% 69% False False 14,283
80 0.7348 0.6850 0.0498 6.9% 0.0075 1.0% 75% False False 10,724
100 0.7348 0.6850 0.0498 6.9% 0.0071 1.0% 75% False False 8,580
120 0.7382 0.6850 0.0532 7.4% 0.0067 0.9% 70% False False 7,150
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 0.7410
2.618 0.7351
1.618 0.7315
1.000 0.7293
0.618 0.7279
HIGH 0.7257
0.618 0.7243
0.500 0.7239
0.382 0.7235
LOW 0.7221
0.618 0.7199
1.000 0.7185
1.618 0.7163
2.618 0.7127
4.250 0.7068
Fisher Pivots for day following 28-Dec-2015
Pivot 1 day 3 day
R1 0.7239 0.7224
PP 0.7234 0.7222
S1 0.7230 0.7221

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

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