CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 0.7425 0.7476 0.0051 0.7% 0.7366
High 0.7513 0.7487 -0.0026 -0.3% 0.7513
Low 0.7425 0.7412 -0.0013 -0.2% 0.7339
Close 0.7510 0.7444 -0.0066 -0.9% 0.7510
Range 0.0088 0.0075 -0.0013 -14.8% 0.0174
ATR 0.0062 0.0065 0.0003 4.1% 0.0000
Volume 21 101 80 381.0% 50
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7673 0.7633 0.7485
R3 0.7598 0.7558 0.7465
R2 0.7523 0.7523 0.7458
R1 0.7483 0.7483 0.7451 0.7466
PP 0.7448 0.7448 0.7448 0.7439
S1 0.7408 0.7408 0.7437 0.7391
S2 0.7373 0.7373 0.7430
S3 0.7298 0.7333 0.7423
S4 0.7223 0.7258 0.7403
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7976 0.7917 0.7606
R3 0.7802 0.7743 0.7558
R2 0.7628 0.7628 0.7542
R1 0.7569 0.7569 0.7526 0.7598
PP 0.7454 0.7454 0.7454 0.7469
S1 0.7395 0.7395 0.7494 0.7425
S2 0.7280 0.7280 0.7478
S3 0.7106 0.7221 0.7462
S4 0.6932 0.7047 0.7414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7513 0.7339 0.0174 2.3% 0.0071 1.0% 60% False False 29
10 0.7513 0.7114 0.0399 5.4% 0.0052 0.7% 83% False False 16
20 0.7513 0.7028 0.0485 6.5% 0.0032 0.4% 86% False False 8
40 0.7513 0.6789 0.0724 9.7% 0.0019 0.3% 90% False False 4
60 0.7513 0.6789 0.0724 9.7% 0.0013 0.2% 90% False False 3
Crabel Price Patterns
NR True
NR4 False
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7806
2.618 0.7683
1.618 0.7608
1.000 0.7562
0.618 0.7533
HIGH 0.7487
0.618 0.7458
0.500 0.7450
0.382 0.7441
LOW 0.7412
0.618 0.7366
1.000 0.7337
1.618 0.7291
2.618 0.7216
4.250 0.7093
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 0.7450 0.7443
PP 0.7448 0.7442
S1 0.7446 0.7442

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

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