CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 26-Oct-2016
Day Change Summary
Previous Current
25-Oct-2016 26-Oct-2016 Change Change % Previous Week
Open 0.7595 0.7620 0.0025 0.3% 0.7592
High 0.7629 0.7683 0.0054 0.7% 0.7707
Low 0.7566 0.7613 0.0047 0.6% 0.7556
Close 0.7620 0.7614 -0.0006 -0.1% 0.7578
Range 0.0063 0.0070 0.0007 11.1% 0.0151
ATR 0.0064 0.0065 0.0000 0.6% 0.0000
Volume 192 437 245 127.6% 1,438
Daily Pivots for day following 26-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7847 0.7800 0.7653
R3 0.7777 0.7730 0.7633
R2 0.7707 0.7707 0.7627
R1 0.7660 0.7660 0.7620 0.7649
PP 0.7637 0.7637 0.7637 0.7631
S1 0.7590 0.7590 0.7608 0.7579
S2 0.7567 0.7567 0.7601
S3 0.7497 0.7520 0.7595
S4 0.7427 0.7450 0.7576
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% 35% False False 178
10 0.7707 0.7481 0.0226 3.0% 0.0067 0.9% 59% False False 296
20 0.7707 0.7481 0.0226 3.0% 0.0065 0.9% 59% False False 185
40 0.7707 0.7421 0.0286 3.8% 0.0059 0.8% 67% False False 117
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7981
2.618 0.7866
1.618 0.7796
1.000 0.7753
0.618 0.7726
HIGH 0.7683
0.618 0.7656
0.500 0.7648
0.382 0.7640
LOW 0.7613
0.618 0.7570
1.000 0.7543
1.618 0.7500
2.618 0.7430
4.250 0.7316
Fisher Pivots for day following 26-Oct-2016
Pivot 1 day 3 day
R1 0.7648 0.7625
PP 0.7637 0.7621
S1 0.7625 0.7618

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

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