CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 16-Mar-2016
Day Change Summary
Previous Current
15-Mar-2016 16-Mar-2016 Change Change % Previous Week
Open 0.7415 0.7361 -0.0054 -0.7% 0.7366
High 0.7415 0.7492 0.0077 1.0% 0.7513
Low 0.7389 0.7361 -0.0028 -0.4% 0.7339
Close 0.7389 0.7468 0.0079 1.1% 0.7510
Range 0.0026 0.0131 0.0105 403.9% 0.0174
ATR 0.0064 0.0069 0.0005 7.5% 0.0000
Volume 3 19 16 533.3% 50
Daily Pivots for day following 16-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7833 0.7782 0.7540
R3 0.7702 0.7651 0.7504
R2 0.7571 0.7571 0.7492
R1 0.7520 0.7520 0.7480 0.7546
PP 0.7440 0.7440 0.7440 0.7453
S1 0.7389 0.7389 0.7456 0.7415
S2 0.7309 0.7309 0.7444
S3 0.7178 0.7258 0.7432
S4 0.7047 0.7127 0.7396
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 0.7361 0.0152 2.0% 0.0073 1.0% 70% False True 29
10 0.7513 0.7225 0.0288 3.9% 0.0067 0.9% 84% False False 18
20 0.7513 0.7028 0.0485 6.5% 0.0037 0.5% 91% False False 9
40 0.7513 0.6828 0.0685 9.2% 0.0021 0.3% 93% False False 5
60 0.7513 0.6789 0.0724 9.7% 0.0016 0.2% 94% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 0.8049
2.618 0.7835
1.618 0.7704
1.000 0.7623
0.618 0.7573
HIGH 0.7492
0.618 0.7442
0.500 0.7427
0.382 0.7411
LOW 0.7361
0.618 0.7280
1.000 0.7230
1.618 0.7149
2.618 0.7018
4.250 0.6804
Fisher Pivots for day following 16-Mar-2016
Pivot 1 day 3 day
R1 0.7454 0.7454
PP 0.7440 0.7440
S1 0.7427 0.7427

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

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