CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 05-Oct-2016
Day Change Summary
Previous Current
04-Oct-2016 05-Oct-2016 Change Change % Previous Week
Open 0.7664 0.7600 -0.0064 -0.8% 0.7582
High 0.7664 0.7616 -0.0048 -0.6% 0.7677
Low 0.7582 0.7567 -0.0015 -0.2% 0.7562
Close 0.7591 0.7596 0.0005 0.1% 0.7635
Range 0.0082 0.0049 -0.0033 -40.2% 0.0115
ATR 0.0062 0.0061 -0.0001 -1.5% 0.0000
Volume 132 175 43 32.6% 447
Daily Pivots for day following 05-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7740 0.7717 0.7623
R3 0.7691 0.7668 0.7609
R2 0.7642 0.7642 0.7605
R1 0.7619 0.7619 0.7600 0.7606
PP 0.7593 0.7593 0.7593 0.7587
S1 0.7570 0.7570 0.7592 0.7557
S2 0.7544 0.7544 0.7587
S3 0.7495 0.7521 0.7583
S4 0.7446 0.7472 0.7569
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% 30% False False 107
10 0.7677 0.7562 0.0115 1.5% 0.0059 0.8% 30% False False 90
20 0.7688 0.7421 0.0267 3.5% 0.0061 0.8% 66% False False 74
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 0.7824
2.618 0.7744
1.618 0.7695
1.000 0.7665
0.618 0.7646
HIGH 0.7616
0.618 0.7597
0.500 0.7592
0.382 0.7586
LOW 0.7567
0.618 0.7537
1.000 0.7518
1.618 0.7488
2.618 0.7439
4.250 0.7359
Fisher Pivots for day following 05-Oct-2016
Pivot 1 day 3 day
R1 0.7595 0.7616
PP 0.7593 0.7609
S1 0.7592 0.7603

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

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