CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 14-Oct-2016
Day Change Summary
Previous Current
13-Oct-2016 14-Oct-2016 Change Change % Previous Week
Open 0.7523 0.7535 0.0012 0.2% 0.7572
High 0.7554 0.7619 0.0065 0.9% 0.7619
Low 0.7481 0.7532 0.0051 0.7% 0.7481
Close 0.7551 0.7584 0.0033 0.4% 0.7584
Range 0.0073 0.0087 0.0014 19.2% 0.0138
ATR 0.0062 0.0064 0.0002 2.9% 0.0000
Volume 550 294 -256 -46.5% 956
Daily Pivots for day following 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7839 0.7799 0.7632
R3 0.7752 0.7712 0.7608
R2 0.7665 0.7665 0.7600
R1 0.7625 0.7625 0.7592 0.7645
PP 0.7578 0.7578 0.7578 0.7589
S1 0.7538 0.7538 0.7576 0.7558
S2 0.7491 0.7491 0.7568
S3 0.7404 0.7451 0.7560
S4 0.7317 0.7364 0.7536
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7975 0.7918 0.7660
R3 0.7837 0.7780 0.7622
R2 0.7699 0.7699 0.7609
R1 0.7642 0.7642 0.7597 0.7671
PP 0.7561 0.7561 0.7561 0.7576
S1 0.7504 0.7504 0.7571 0.7533
S2 0.7423 0.7423 0.7559
S3 0.7285 0.7366 0.7546
S4 0.7147 0.7228 0.7508
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7619 0.7481 0.0138 1.8% 0.0067 0.9% 75% True False 191
10 0.7664 0.7481 0.0183 2.4% 0.0063 0.8% 56% False False 139
20 0.7677 0.7481 0.0196 2.6% 0.0060 0.8% 53% False False 104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7989
2.618 0.7847
1.618 0.7760
1.000 0.7706
0.618 0.7673
HIGH 0.7619
0.618 0.7586
0.500 0.7576
0.382 0.7565
LOW 0.7532
0.618 0.7478
1.000 0.7445
1.618 0.7391
2.618 0.7304
4.250 0.7162
Fisher Pivots for day following 14-Oct-2016
Pivot 1 day 3 day
R1 0.7581 0.7573
PP 0.7578 0.7561
S1 0.7576 0.7550

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

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