CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 09-Mar-2016
Day Change Summary
Previous Current
08-Mar-2016 09-Mar-2016 Change Change % Previous Week
Open 0.7370 0.7351 -0.0019 -0.3% 0.7028
High 0.7387 0.7451 0.0064 0.9% 0.7360
Low 0.7339 0.7350 0.0011 0.1% 0.7028
Close 0.7387 0.7451 0.0064 0.9% 0.7360
Range 0.0048 0.0101 0.0053 110.4% 0.0332
ATR 0.0052 0.0056 0.0003 6.6% 0.0000
Volume 7 14 7 100.0% 10
Daily Pivots for day following 09-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7720 0.7687 0.7507
R3 0.7619 0.7586 0.7479
R2 0.7518 0.7518 0.7470
R1 0.7485 0.7485 0.7460 0.7502
PP 0.7417 0.7417 0.7417 0.7426
S1 0.7384 0.7384 0.7442 0.7401
S2 0.7316 0.7316 0.7432
S3 0.7215 0.7283 0.7423
S4 0.7114 0.7182 0.7395
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 0.7451 0.7225 0.0226 3.0% 0.0062 0.8% 100% True False 6
10 0.7451 0.7028 0.0423 5.7% 0.0038 0.5% 100% True False 4
20 0.7451 0.7028 0.0423 5.7% 0.0022 0.3% 100% True False 2
40 0.7451 0.6789 0.0662 8.9% 0.0014 0.2% 100% True False 1
60 0.7451 0.6789 0.0662 8.9% 0.0010 0.1% 100% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 69 trading days
Fibonacci Retracements and Extensions
4.250 0.7880
2.618 0.7715
1.618 0.7614
1.000 0.7552
0.618 0.7513
HIGH 0.7451
0.618 0.7412
0.500 0.7401
0.382 0.7389
LOW 0.7350
0.618 0.7288
1.000 0.7249
1.618 0.7187
2.618 0.7086
4.250 0.6921
Fisher Pivots for day following 09-Mar-2016
Pivot 1 day 3 day
R1 0.7434 0.7432
PP 0.7417 0.7414
S1 0.7401 0.7395

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

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