CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 19-Oct-2016
Day Change Summary
Previous Current
18-Oct-2016 19-Oct-2016 Change Change % Previous Week
Open 0.7619 0.7661 0.0042 0.6% 0.7572
High 0.7662 0.7701 0.0039 0.5% 0.7619
Low 0.7619 0.7633 0.0014 0.2% 0.7481
Close 0.7639 0.7689 0.0050 0.7% 0.7584
Range 0.0043 0.0068 0.0025 58.1% 0.0138
ATR 0.0062 0.0063 0.0000 0.7% 0.0000
Volume 207 770 563 272.0% 956
Daily Pivots for day following 19-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7878 0.7852 0.7726
R3 0.7810 0.7784 0.7708
R2 0.7742 0.7742 0.7701
R1 0.7716 0.7716 0.7695 0.7729
PP 0.7674 0.7674 0.7674 0.7681
S1 0.7648 0.7648 0.7683 0.7661
S2 0.7606 0.7606 0.7677
S3 0.7538 0.7580 0.7670
S4 0.7470 0.7512 0.7652
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 0.7701 0.7481 0.0220 2.9% 0.0063 0.8% 95% True False 414
10 0.7701 0.7481 0.0220 2.9% 0.0062 0.8% 95% True False 228
20 0.7701 0.7481 0.0220 2.9% 0.0060 0.8% 95% True False 159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7990
2.618 0.7879
1.618 0.7811
1.000 0.7769
0.618 0.7743
HIGH 0.7701
0.618 0.7675
0.500 0.7667
0.382 0.7659
LOW 0.7633
0.618 0.7591
1.000 0.7565
1.618 0.7523
2.618 0.7455
4.250 0.7344
Fisher Pivots for day following 19-Oct-2016
Pivot 1 day 3 day
R1 0.7682 0.7669
PP 0.7674 0.7649
S1 0.7667 0.7629

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

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