CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 24-Oct-2016
Day Change Summary
Previous Current
21-Oct-2016 24-Oct-2016 Change Change % Previous Week
Open 0.7602 0.7587 -0.0015 -0.2% 0.7592
High 0.7624 0.7614 -0.0010 -0.1% 0.7707
Low 0.7563 0.7567 0.0004 0.1% 0.7556
Close 0.7578 0.7579 0.0001 0.0% 0.7578
Range 0.0061 0.0047 -0.0014 -23.0% 0.0151
ATR 0.0066 0.0064 -0.0001 -2.0% 0.0000
Volume 75 52 -23 -30.7% 1,438
Daily Pivots for day following 24-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7728 0.7700 0.7605
R3 0.7681 0.7653 0.7592
R2 0.7634 0.7634 0.7588
R1 0.7606 0.7606 0.7583 0.7597
PP 0.7587 0.7587 0.7587 0.7582
S1 0.7559 0.7559 0.7575 0.7550
S2 0.7540 0.7540 0.7570
S3 0.7493 0.7512 0.7566
S4 0.7446 0.7465 0.7553
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.8067 0.7973 0.7661
R3 0.7916 0.7822 0.7620
R2 0.7765 0.7765 0.7606
R1 0.7671 0.7671 0.7592 0.7643
PP 0.7614 0.7614 0.7614 0.7599
S1 0.7520 0.7520 0.7564 0.7492
S2 0.7463 0.7463 0.7550
S3 0.7312 0.7369 0.7536
S4 0.7161 0.7218 0.7495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7707 0.7563 0.0144 1.9% 0.0066 0.9% 11% False False 247
10 0.7707 0.7481 0.0226 3.0% 0.0066 0.9% 43% False False 243
20 0.7707 0.7481 0.0226 3.0% 0.0064 0.9% 43% False False 164
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7814
2.618 0.7737
1.618 0.7690
1.000 0.7661
0.618 0.7643
HIGH 0.7614
0.618 0.7596
0.500 0.7591
0.382 0.7585
LOW 0.7567
0.618 0.7538
1.000 0.7520
1.618 0.7491
2.618 0.7444
4.250 0.7367
Fisher Pivots for day following 24-Oct-2016
Pivot 1 day 3 day
R1 0.7591 0.7635
PP 0.7587 0.7616
S1 0.7583 0.7598

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

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