CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 17-Mar-2016
Day Change Summary
Previous Current
16-Mar-2016 17-Mar-2016 Change Change % Previous Week
Open 0.7361 0.7503 0.0142 1.9% 0.7366
High 0.7492 0.7589 0.0097 1.3% 0.7513
Low 0.7361 0.7480 0.0119 1.6% 0.7339
Close 0.7468 0.7589 0.0121 1.6% 0.7510
Range 0.0131 0.0109 -0.0022 -16.8% 0.0174
ATR 0.0069 0.0073 0.0004 5.4% 0.0000
Volume 19 75 56 294.7% 50
Daily Pivots for day following 17-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7880 0.7843 0.7649
R3 0.7771 0.7734 0.7619
R2 0.7662 0.7662 0.7609
R1 0.7625 0.7625 0.7599 0.7644
PP 0.7553 0.7553 0.7553 0.7562
S1 0.7516 0.7516 0.7579 0.7535
S2 0.7444 0.7444 0.7569
S3 0.7335 0.7407 0.7559
S4 0.7226 0.7298 0.7529
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 0.7589 0.7361 0.0228 3.0% 0.0086 1.1% 100% True False 43
10 0.7589 0.7315 0.0274 3.6% 0.0071 0.9% 100% True False 25
20 0.7589 0.7028 0.0561 7.4% 0.0043 0.6% 100% True False 13
40 0.7589 0.6900 0.0689 9.1% 0.0024 0.3% 100% True False 7
60 0.7589 0.6789 0.0800 10.5% 0.0018 0.2% 100% True False 4
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8052
2.618 0.7874
1.618 0.7765
1.000 0.7698
0.618 0.7656
HIGH 0.7589
0.618 0.7547
0.500 0.7535
0.382 0.7522
LOW 0.7480
0.618 0.7413
1.000 0.7371
1.618 0.7304
2.618 0.7195
4.250 0.7017
Fisher Pivots for day following 17-Mar-2016
Pivot 1 day 3 day
R1 0.7571 0.7551
PP 0.7553 0.7513
S1 0.7535 0.7475

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

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