CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 03-Mar-2016
Day Change Summary
Previous Current
02-Mar-2016 03-Mar-2016 Change Change % Previous Week
Open 0.7235 0.7225 -0.0010 -0.1% 0.7165
High 0.7235 0.7300 0.0065 0.9% 0.7176
Low 0.7235 0.7225 -0.0010 -0.1% 0.7064
Close 0.7235 0.7292 0.0057 0.8% 0.7064
Range 0.0000 0.0075 0.0075 0.0112
ATR 0.0049 0.0050 0.0002 3.9% 0.0000
Volume 0 6 6 12
Daily Pivots for day following 03-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7497 0.7470 0.7333
R3 0.7422 0.7395 0.7313
R2 0.7347 0.7347 0.7306
R1 0.7320 0.7320 0.7299 0.7334
PP 0.7272 0.7272 0.7272 0.7279
S1 0.7245 0.7245 0.7285 0.7259
S2 0.7197 0.7197 0.7278
S3 0.7122 0.7170 0.7271
S4 0.7047 0.7095 0.7251
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 0.7437 0.7363 0.7126
R3 0.7325 0.7251 0.7095
R2 0.7213 0.7213 0.7085
R1 0.7139 0.7139 0.7074 0.7120
PP 0.7101 0.7101 0.7101 0.7092
S1 0.7027 0.7027 0.7054 0.7008
S2 0.6989 0.6989 0.7043
S3 0.6877 0.6915 0.7033
S4 0.6765 0.6803 0.7002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7300 0.7028 0.0272 3.7% 0.0024 0.3% 97% True False 3
10 0.7300 0.7028 0.0272 3.7% 0.0015 0.2% 97% True False 1
20 0.7300 0.6970 0.0330 4.5% 0.0012 0.2% 98% True False 1
40 0.7300 0.6789 0.0511 7.0% 0.0009 0.1% 98% True False
60 0.7300 0.6789 0.0511 7.0% 0.0006 0.1% 98% True False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 0.7619
2.618 0.7496
1.618 0.7421
1.000 0.7375
0.618 0.7346
HIGH 0.7300
0.618 0.7271
0.500 0.7263
0.382 0.7254
LOW 0.7225
0.618 0.7179
1.000 0.7150
1.618 0.7104
2.618 0.7029
4.250 0.6906
Fisher Pivots for day following 03-Mar-2016
Pivot 1 day 3 day
R1 0.7282 0.7264
PP 0.7272 0.7235
S1 0.7263 0.7207

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

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