CME Australian Dollar Future September 2016


Trading Metrics calculated at close of trading on 22-Mar-2016
Day Change Summary
Previous Current
21-Mar-2016 22-Mar-2016 Change Change % Previous Week
Open 0.7527 0.7555 0.0028 0.4% 0.7476
High 0.7552 0.7568 0.0016 0.2% 0.7589
Low 0.7521 0.7500 -0.0021 -0.3% 0.7361
Close 0.7536 0.7555 0.0019 0.3% 0.7538
Range 0.0031 0.0068 0.0037 119.4% 0.0228
ATR 0.0068 0.0068 0.0000 0.0% 0.0000
Volume 29 32 3 10.3% 210
Daily Pivots for day following 22-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7745 0.7718 0.7592
R3 0.7677 0.7650 0.7574
R2 0.7609 0.7609 0.7567
R1 0.7582 0.7582 0.7561 0.7589
PP 0.7541 0.7541 0.7541 0.7545
S1 0.7514 0.7514 0.7549 0.7521
S2 0.7473 0.7473 0.7543
S3 0.7405 0.7446 0.7536
S4 0.7337 0.7378 0.7518
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% 0.0078 1.0% 85% False False 33
10 0.7589 0.7350 0.0239 3.2% 0.0072 1.0% 86% False False 31
20 0.7589 0.7028 0.0561 7.4% 0.0050 0.7% 94% False False 17
40 0.7589 0.6946 0.0643 8.5% 0.0028 0.4% 95% False False 8
60 0.7589 0.6789 0.0800 10.6% 0.0020 0.3% 96% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7857
2.618 0.7746
1.618 0.7678
1.000 0.7636
0.618 0.7610
HIGH 0.7568
0.618 0.7542
0.500 0.7534
0.382 0.7526
LOW 0.7500
0.618 0.7458
1.000 0.7432
1.618 0.7390
2.618 0.7322
4.250 0.7211
Fisher Pivots for day following 22-Mar-2016
Pivot 1 day 3 day
R1 0.7548 0.7551
PP 0.7541 0.7547
S1 0.7534 0.7544

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

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