CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 11-Mar-2016
Day Change Summary
Previous Current
10-Mar-2016 11-Mar-2016 Change Change % Previous Week
Open 0.7415 0.7425 0.0010 0.1% 0.7366
High 0.7415 0.7513 0.0098 1.3% 0.7513
Low 0.7370 0.7425 0.0055 0.7% 0.7339
Close 0.7391 0.7510 0.0119 1.6% 0.7510
Range 0.0045 0.0088 0.0043 95.6% 0.0174
ATR 0.0058 0.0062 0.0005 8.0% 0.0000
Volume 5 21 16 320.0% 50
Daily Pivots for day following 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7747 0.7716 0.7558
R3 0.7659 0.7628 0.7534
R2 0.7571 0.7571 0.7526
R1 0.7540 0.7540 0.7518 0.7556
PP 0.7483 0.7483 0.7483 0.7490
S1 0.7452 0.7452 0.7502 0.7468
S2 0.7395 0.7395 0.7494
S3 0.7307 0.7364 0.7486
S4 0.7219 0.7276 0.7462
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7976 0.7917 0.7606
R3 0.7802 0.7743 0.7558
R2 0.7628 0.7628 0.7542
R1 0.7569 0.7569 0.7526 0.7598
PP 0.7454 0.7454 0.7454 0.7469
S1 0.7395 0.7395 0.7494 0.7425
S2 0.7280 0.7280 0.7478
S3 0.7106 0.7221 0.7462
S4 0.6932 0.7047 0.7414
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7513 0.7339 0.0174 2.3% 0.0064 0.9% 98% True False 10
10 0.7513 0.7028 0.0485 6.5% 0.0049 0.7% 99% True False 6
20 0.7513 0.7028 0.0485 6.5% 0.0028 0.4% 99% True False 3
40 0.7513 0.6789 0.0724 9.6% 0.0017 0.2% 100% True False 2
60 0.7513 0.6789 0.0724 9.6% 0.0012 0.2% 100% True False 1
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7887
2.618 0.7743
1.618 0.7655
1.000 0.7601
0.618 0.7567
HIGH 0.7513
0.618 0.7479
0.500 0.7469
0.382 0.7459
LOW 0.7425
0.618 0.7371
1.000 0.7337
1.618 0.7283
2.618 0.7195
4.250 0.7051
Fisher Pivots for day following 11-Mar-2016
Pivot 1 day 3 day
R1 0.7496 0.7484
PP 0.7483 0.7458
S1 0.7469 0.7432

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

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