CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 21-Mar-2016
Day Change Summary
Previous Current
18-Mar-2016 21-Mar-2016 Change Change % Previous Week
Open 0.7587 0.7527 -0.0060 -0.8% 0.7476
High 0.7587 0.7552 -0.0035 -0.5% 0.7589
Low 0.7536 0.7521 -0.0015 -0.2% 0.7361
Close 0.7538 0.7536 -0.0002 0.0% 0.7538
Range 0.0051 0.0031 -0.0020 -39.2% 0.0228
ATR 0.0071 0.0068 -0.0003 -4.0% 0.0000
Volume 12 29 17 141.7% 210
Daily Pivots for day following 21-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7629 0.7614 0.7553
R3 0.7598 0.7583 0.7545
R2 0.7567 0.7567 0.7542
R1 0.7552 0.7552 0.7539 0.7560
PP 0.7536 0.7536 0.7536 0.7540
S1 0.7521 0.7521 0.7533 0.7529
S2 0.7505 0.7505 0.7530
S3 0.7474 0.7490 0.7527
S4 0.7443 0.7459 0.7519
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8180 0.8087 0.7663
R3 0.7952 0.7859 0.7601
R2 0.7724 0.7724 0.7580
R1 0.7631 0.7631 0.7559 0.7678
PP 0.7496 0.7496 0.7496 0.7519
S1 0.7403 0.7403 0.7517 0.7450
S2 0.7268 0.7268 0.7496
S3 0.7040 0.7175 0.7475
S4 0.6812 0.6947 0.7413
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% 0.0070 0.9% 77% False False 27
10 0.7589 0.7339 0.0250 3.3% 0.0070 0.9% 79% False False 28
20 0.7589 0.7028 0.0561 7.4% 0.0047 0.6% 91% False False 15
40 0.7589 0.6900 0.0689 9.1% 0.0026 0.3% 92% False False 8
60 0.7589 0.6789 0.0800 10.6% 0.0019 0.3% 93% False False 5
Crabel Price Patterns
NR True
NR4 True
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 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7684
2.618 0.7633
1.618 0.7602
1.000 0.7583
0.618 0.7571
HIGH 0.7552
0.618 0.7540
0.500 0.7537
0.382 0.7533
LOW 0.7521
0.618 0.7502
1.000 0.7490
1.618 0.7471
2.618 0.7440
4.250 0.7389
Fisher Pivots for day following 21-Mar-2016
Pivot 1 day 3 day
R1 0.7537 0.7536
PP 0.7536 0.7535
S1 0.7536 0.7535

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

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