CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 25-Oct-2016
Day Change Summary
Previous Current
24-Oct-2016 25-Oct-2016 Change Change % Previous Week
Open 0.7587 0.7595 0.0008 0.1% 0.7592
High 0.7614 0.7629 0.0015 0.2% 0.7707
Low 0.7567 0.7566 -0.0001 0.0% 0.7556
Close 0.7579 0.7620 0.0041 0.5% 0.7578
Range 0.0047 0.0063 0.0016 34.0% 0.0151
ATR 0.0064 0.0064 0.0000 -0.2% 0.0000
Volume 52 192 140 269.2% 1,438
Daily Pivots for day following 25-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7794 0.7770 0.7655
R3 0.7731 0.7707 0.7637
R2 0.7668 0.7668 0.7632
R1 0.7644 0.7644 0.7626 0.7656
PP 0.7605 0.7605 0.7605 0.7611
S1 0.7581 0.7581 0.7614 0.7593
S2 0.7542 0.7542 0.7608
S3 0.7479 0.7518 0.7603
S4 0.7416 0.7455 0.7585
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% 0.0070 0.9% 40% False False 244
10 0.7707 0.7481 0.0226 3.0% 0.0065 0.9% 62% False False 256
20 0.7707 0.7481 0.0226 3.0% 0.0064 0.8% 62% False False 169
40 0.7707 0.7421 0.0286 3.8% 0.0058 0.8% 70% False False 106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7897
2.618 0.7794
1.618 0.7731
1.000 0.7692
0.618 0.7668
HIGH 0.7629
0.618 0.7605
0.500 0.7598
0.382 0.7590
LOW 0.7566
0.618 0.7527
1.000 0.7503
1.618 0.7464
2.618 0.7401
4.250 0.7298
Fisher Pivots for day following 25-Oct-2016
Pivot 1 day 3 day
R1 0.7613 0.7612
PP 0.7605 0.7604
S1 0.7598 0.7596

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

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