CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 30-Sep-2016
Day Change Summary
Previous Current
29-Sep-2016 30-Sep-2016 Change Change % Previous Week
Open 0.7658 0.7598 -0.0060 -0.8% 0.7582
High 0.7677 0.7642 -0.0035 -0.5% 0.7677
Low 0.7597 0.7562 -0.0035 -0.5% 0.7562
Close 0.7615 0.7635 0.0020 0.3% 0.7635
Range 0.0080 0.0080 0.0000 0.0% 0.0115
ATR 0.0061 0.0062 0.0001 2.2% 0.0000
Volume 70 131 61 87.1% 447
Daily Pivots for day following 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7853 0.7824 0.7679
R3 0.7773 0.7744 0.7657
R2 0.7693 0.7693 0.7650
R1 0.7664 0.7664 0.7642 0.7678
PP 0.7613 0.7613 0.7613 0.7620
S1 0.7584 0.7584 0.7628 0.7599
S2 0.7533 0.7533 0.7620
S3 0.7453 0.7504 0.7613
S4 0.7373 0.7424 0.7591
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7970 0.7917 0.7698
R3 0.7855 0.7802 0.7667
R2 0.7740 0.7740 0.7656
R1 0.7687 0.7687 0.7646 0.7714
PP 0.7625 0.7625 0.7625 0.7638
S1 0.7572 0.7572 0.7624 0.7599
S2 0.7510 0.7510 0.7614
S3 0.7395 0.7457 0.7603
S4 0.7280 0.7342 0.7572
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7677 0.7562 0.0115 1.5% 0.0066 0.9% 63% False True 89
10 0.7677 0.7494 0.0183 2.4% 0.0057 0.8% 77% False False 68
20 0.7688 0.7421 0.0267 3.5% 0.0061 0.8% 80% False False 58
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7982
2.618 0.7851
1.618 0.7771
1.000 0.7722
0.618 0.7691
HIGH 0.7642
0.618 0.7611
0.500 0.7602
0.382 0.7593
LOW 0.7562
0.618 0.7513
1.000 0.7482
1.618 0.7433
2.618 0.7353
4.250 0.7222
Fisher Pivots for day following 30-Sep-2016
Pivot 1 day 3 day
R1 0.7624 0.7630
PP 0.7613 0.7625
S1 0.7602 0.7620

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

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