CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 18-Oct-2016
Day Change Summary
Previous Current
17-Oct-2016 18-Oct-2016 Change Change % Previous Week
Open 0.7592 0.7619 0.0027 0.4% 0.7572
High 0.7601 0.7662 0.0061 0.8% 0.7619
Low 0.7556 0.7619 0.0063 0.8% 0.7481
Close 0.7600 0.7639 0.0039 0.5% 0.7584
Range 0.0045 0.0043 -0.0002 -4.4% 0.0138
ATR 0.0062 0.0062 0.0000 0.0% 0.0000
Volume 251 207 -44 -17.5% 956
Daily Pivots for day following 18-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7769 0.7747 0.7663
R3 0.7726 0.7704 0.7651
R2 0.7683 0.7683 0.7647
R1 0.7661 0.7661 0.7643 0.7672
PP 0.7640 0.7640 0.7640 0.7646
S1 0.7618 0.7618 0.7635 0.7629
S2 0.7597 0.7597 0.7631
S3 0.7554 0.7575 0.7627
S4 0.7511 0.7532 0.7615
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 0.7662 0.7481 0.0181 2.4% 0.0060 0.8% 87% True False 267
10 0.7662 0.7481 0.0181 2.4% 0.0060 0.8% 87% True False 169
20 0.7677 0.7481 0.0196 2.6% 0.0061 0.8% 81% False False 124
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7845
2.618 0.7775
1.618 0.7732
1.000 0.7705
0.618 0.7689
HIGH 0.7662
0.618 0.7646
0.500 0.7641
0.382 0.7635
LOW 0.7619
0.618 0.7592
1.000 0.7576
1.618 0.7549
2.618 0.7506
4.250 0.7436
Fisher Pivots for day following 18-Oct-2016
Pivot 1 day 3 day
R1 0.7641 0.7625
PP 0.7640 0.7611
S1 0.7640 0.7597

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

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