CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 08-Mar-2016
Day Change Summary
Previous Current
07-Mar-2016 08-Mar-2016 Change Change % Previous Week
Open 0.7366 0.7370 0.0004 0.1% 0.7028
High 0.7406 0.7387 -0.0019 -0.3% 0.7360
Low 0.7366 0.7339 -0.0027 -0.4% 0.7028
Close 0.7406 0.7387 -0.0019 -0.3% 0.7360
Range 0.0040 0.0048 0.0008 20.0% 0.0332
ATR 0.0051 0.0052 0.0001 2.2% 0.0000
Volume 3 7 4 133.3% 10
Daily Pivots for day following 08-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7515 0.7499 0.7413
R3 0.7467 0.7451 0.7400
R2 0.7419 0.7419 0.7396
R1 0.7403 0.7403 0.7391 0.7411
PP 0.7371 0.7371 0.7371 0.7375
S1 0.7355 0.7355 0.7383 0.7363
S2 0.7323 0.7323 0.7378
S3 0.7275 0.7307 0.7374
S4 0.7227 0.7259 0.7361
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 0.7225 0.0181 2.5% 0.0042 0.6% 90% False False 3
10 0.7406 0.7028 0.0378 5.1% 0.0028 0.4% 95% False False 3
20 0.7406 0.6970 0.0436 5.9% 0.0019 0.3% 96% False False 1
40 0.7406 0.6789 0.0617 8.4% 0.0011 0.2% 97% False False 1
60 0.7406 0.6789 0.0617 8.4% 0.0008 0.1% 97% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7591
2.618 0.7513
1.618 0.7465
1.000 0.7435
0.618 0.7417
HIGH 0.7387
0.618 0.7369
0.500 0.7363
0.382 0.7357
LOW 0.7339
0.618 0.7309
1.000 0.7291
1.618 0.7261
2.618 0.7213
4.250 0.7135
Fisher Pivots for day following 08-Mar-2016
Pivot 1 day 3 day
R1 0.7379 0.7378
PP 0.7371 0.7369
S1 0.7363 0.7361

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

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