CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 04-Oct-2016
Day Change Summary
Previous Current
03-Oct-2016 04-Oct-2016 Change Change % Previous Week
Open 0.7618 0.7664 0.0046 0.6% 0.7582
High 0.7652 0.7664 0.0012 0.2% 0.7677
Low 0.7615 0.7582 -0.0033 -0.4% 0.7562
Close 0.7646 0.7591 -0.0055 -0.7% 0.7635
Range 0.0037 0.0082 0.0045 121.6% 0.0115
ATR 0.0060 0.0062 0.0002 2.5% 0.0000
Volume 29 132 103 355.2% 447
Daily Pivots for day following 04-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7858 0.7807 0.7636
R3 0.7776 0.7725 0.7614
R2 0.7694 0.7694 0.7606
R1 0.7643 0.7643 0.7599 0.7628
PP 0.7612 0.7612 0.7612 0.7605
S1 0.7561 0.7561 0.7583 0.7546
S2 0.7530 0.7530 0.7576
S3 0.7448 0.7479 0.7568
S4 0.7366 0.7397 0.7546
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% 0.0065 0.9% 25% False False 95
10 0.7677 0.7507 0.0170 2.2% 0.0063 0.8% 49% False False 80
20 0.7688 0.7421 0.0267 3.5% 0.0060 0.8% 64% False False 66
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 0.0012
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.8013
2.618 0.7879
1.618 0.7797
1.000 0.7746
0.618 0.7715
HIGH 0.7664
0.618 0.7633
0.500 0.7623
0.382 0.7613
LOW 0.7582
0.618 0.7531
1.000 0.7500
1.618 0.7449
2.618 0.7367
4.250 0.7234
Fisher Pivots for day following 04-Oct-2016
Pivot 1 day 3 day
R1 0.7623 0.7613
PP 0.7612 0.7606
S1 0.7602 0.7598

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

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