CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 07-Mar-2016
Day Change Summary
Previous Current
04-Mar-2016 07-Mar-2016 Change Change % Previous Week
Open 0.7315 0.7366 0.0051 0.7% 0.7028
High 0.7360 0.7406 0.0046 0.6% 0.7360
Low 0.7315 0.7366 0.0051 0.7% 0.7028
Close 0.7360 0.7406 0.0046 0.6% 0.7360
Range 0.0045 0.0040 -0.0005 -11.1% 0.0332
ATR 0.0052 0.0051 0.0000 -0.8% 0.0000
Volume 3 3 0 0.0% 10
Daily Pivots for day following 07-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7513 0.7499 0.7428
R3 0.7473 0.7459 0.7417
R2 0.7433 0.7433 0.7413
R1 0.7419 0.7419 0.7410 0.7426
PP 0.7393 0.7393 0.7393 0.7396
S1 0.7379 0.7379 0.7402 0.7386
S2 0.7353 0.7353 0.7399
S3 0.7313 0.7339 0.7395
S4 0.7273 0.7299 0.7384
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8245 0.8135 0.7543
R3 0.7913 0.7803 0.7451
R2 0.7581 0.7581 0.7421
R1 0.7471 0.7471 0.7390 0.7526
PP 0.7249 0.7249 0.7249 0.7277
S1 0.7139 0.7139 0.7330 0.7194
S2 0.6917 0.6917 0.7299
S3 0.6585 0.6807 0.7269
S4 0.6253 0.6475 0.7177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7406 0.7114 0.0292 3.9% 0.0032 0.4% 100% True False 2
10 0.7406 0.7028 0.0378 5.1% 0.0023 0.3% 100% True False 2
20 0.7406 0.6970 0.0436 5.9% 0.0016 0.2% 100% True False 1
40 0.7406 0.6789 0.0617 8.3% 0.0011 0.1% 100% True False
60 0.7406 0.6789 0.0617 8.3% 0.0007 0.1% 100% True False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7576
2.618 0.7511
1.618 0.7471
1.000 0.7446
0.618 0.7431
HIGH 0.7406
0.618 0.7391
0.500 0.7386
0.382 0.7381
LOW 0.7366
0.618 0.7341
1.000 0.7326
1.618 0.7301
2.618 0.7261
4.250 0.7196
Fisher Pivots for day following 07-Mar-2016
Pivot 1 day 3 day
R1 0.7399 0.7376
PP 0.7393 0.7346
S1 0.7386 0.7316

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

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