CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 13-Sep-2016
Day Change Summary
Previous Current
12-Sep-2016 13-Sep-2016 Change Change % Previous Week
Open 0.7510 0.7481 -0.0029 -0.4% 0.7540
High 0.7530 0.7528 -0.0002 0.0% 0.7688
Low 0.7469 0.7421 -0.0048 -0.6% 0.7509
Close 0.7525 0.7421 -0.0104 -1.4% 0.7517
Range 0.0061 0.0107 0.0046 75.4% 0.0179
ATR
Volume 249 18 -231 -92.8% 147
Daily Pivots for day following 13-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7778 0.7706 0.7480
R3 0.7671 0.7599 0.7450
R2 0.7564 0.7564 0.7441
R1 0.7492 0.7492 0.7431 0.7475
PP 0.7457 0.7457 0.7457 0.7448
S1 0.7385 0.7385 0.7411 0.7368
S2 0.7350 0.7350 0.7401
S3 0.7243 0.7278 0.7392
S4 0.7136 0.7171 0.7362
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.8108 0.7992 0.7615
R3 0.7929 0.7813 0.7566
R2 0.7750 0.7750 0.7550
R1 0.7634 0.7634 0.7533 0.7603
PP 0.7571 0.7571 0.7571 0.7556
S1 0.7455 0.7455 0.7501 0.7424
S2 0.7392 0.7392 0.7484
S3 0.7213 0.7276 0.7468
S4 0.7034 0.7097 0.7419
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7688 0.7421 0.0267 3.6% 0.0076 1.0% 0% False True 82
10 0.7688 0.7421 0.0267 3.6% 0.0056 0.8% 0% False True 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7983
2.618 0.7808
1.618 0.7701
1.000 0.7635
0.618 0.7594
HIGH 0.7528
0.618 0.7487
0.500 0.7475
0.382 0.7462
LOW 0.7421
0.618 0.7355
1.000 0.7314
1.618 0.7248
2.618 0.7141
4.250 0.6966
Fisher Pivots for day following 13-Sep-2016
Pivot 1 day 3 day
R1 0.7475 0.7517
PP 0.7457 0.7485
S1 0.7439 0.7453

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

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