CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 24-Mar-2016
Day Change Summary
Previous Current
23-Mar-2016 24-Mar-2016 Change Change % Previous Week
Open 0.7553 0.7452 -0.0101 -1.3% 0.7476
High 0.7574 0.7475 -0.0099 -1.3% 0.7589
Low 0.7466 0.7420 -0.0046 -0.6% 0.7361
Close 0.7471 0.7463 -0.0008 -0.1% 0.7538
Range 0.0108 0.0055 -0.0053 -49.1% 0.0228
ATR 0.0071 0.0070 -0.0001 -1.6% 0.0000
Volume 56 33 -23 -41.1% 210
Daily Pivots for day following 24-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7618 0.7595 0.7493
R3 0.7563 0.7540 0.7478
R2 0.7508 0.7508 0.7473
R1 0.7485 0.7485 0.7468 0.7497
PP 0.7453 0.7453 0.7453 0.7458
S1 0.7430 0.7430 0.7458 0.7442
S2 0.7398 0.7398 0.7453
S3 0.7343 0.7375 0.7448
S4 0.7288 0.7320 0.7433
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 0.7587 0.7420 0.0167 2.2% 0.0063 0.8% 26% False True 32
10 0.7589 0.7361 0.0228 3.1% 0.0074 1.0% 45% False False 38
20 0.7589 0.7028 0.0561 7.5% 0.0057 0.8% 78% False False 21
40 0.7589 0.6970 0.0619 8.3% 0.0032 0.4% 80% False False 11
60 0.7589 0.6789 0.0800 10.7% 0.0023 0.3% 84% False False 7
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7709
2.618 0.7619
1.618 0.7564
1.000 0.7530
0.618 0.7509
HIGH 0.7475
0.618 0.7454
0.500 0.7448
0.382 0.7441
LOW 0.7420
0.618 0.7386
1.000 0.7365
1.618 0.7331
2.618 0.7276
4.250 0.7186
Fisher Pivots for day following 24-Mar-2016
Pivot 1 day 3 day
R1 0.7458 0.7497
PP 0.7453 0.7486
S1 0.7448 0.7474

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

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