CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 23-Mar-2016
Day Change Summary
Previous Current
22-Mar-2016 23-Mar-2016 Change Change % Previous Week
Open 0.7555 0.7553 -0.0002 0.0% 0.7476
High 0.7568 0.7574 0.0006 0.1% 0.7589
Low 0.7500 0.7466 -0.0034 -0.5% 0.7361
Close 0.7555 0.7471 -0.0084 -1.1% 0.7538
Range 0.0068 0.0108 0.0040 58.8% 0.0228
ATR 0.0068 0.0071 0.0003 4.1% 0.0000
Volume 32 56 24 75.0% 210
Daily Pivots for day following 23-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7828 0.7757 0.7530
R3 0.7720 0.7649 0.7501
R2 0.7612 0.7612 0.7491
R1 0.7541 0.7541 0.7481 0.7523
PP 0.7504 0.7504 0.7504 0.7494
S1 0.7433 0.7433 0.7461 0.7415
S2 0.7396 0.7396 0.7451
S3 0.7288 0.7325 0.7441
S4 0.7180 0.7217 0.7412
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8180 0.8087 0.7663
R3 0.7952 0.7859 0.7601
R2 0.7724 0.7724 0.7580
R1 0.7631 0.7631 0.7559 0.7678
PP 0.7496 0.7496 0.7496 0.7519
S1 0.7403 0.7403 0.7517 0.7450
S2 0.7268 0.7268 0.7496
S3 0.7040 0.7175 0.7475
S4 0.6812 0.6947 0.7413
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7589 0.7466 0.0123 1.6% 0.0073 1.0% 4% False True 40
10 0.7589 0.7361 0.0228 3.1% 0.0073 1.0% 48% False False 35
20 0.7589 0.7028 0.0561 7.5% 0.0056 0.7% 79% False False 19
40 0.7589 0.6960 0.0629 8.4% 0.0030 0.4% 81% False False 10
60 0.7589 0.6789 0.0800 10.7% 0.0022 0.3% 85% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8033
2.618 0.7857
1.618 0.7749
1.000 0.7682
0.618 0.7641
HIGH 0.7574
0.618 0.7533
0.500 0.7520
0.382 0.7507
LOW 0.7466
0.618 0.7399
1.000 0.7358
1.618 0.7291
2.618 0.7183
4.250 0.7007
Fisher Pivots for day following 23-Mar-2016
Pivot 1 day 3 day
R1 0.7520 0.7520
PP 0.7504 0.7504
S1 0.7487 0.7487

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

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