CME Australian Dollar Future December 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 0.7527 0.7507 -0.0020 -0.3% 0.7500
High 0.7527 0.7509 -0.0018 -0.2% 0.7562
Low 0.7512 0.7507 -0.0005 -0.1% 0.7338
Close 0.7512 0.7509 -0.0003 0.0% 0.7512
Range 0.0015 0.0002 -0.0013 -86.7% 0.0224
ATR 0.0072 0.0067 -0.0005 -6.6% 0.0000
Volume 4 3 -1 -25.0% 20
Daily Pivots for day following 21-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.7514 0.7514 0.7510
R3 0.7512 0.7512 0.7510
R2 0.7510 0.7510 0.7509
R1 0.7510 0.7510 0.7509 0.7510
PP 0.7508 0.7508 0.7508 0.7509
S1 0.7508 0.7508 0.7509 0.7508
S2 0.7506 0.7506 0.7509
S3 0.7504 0.7506 0.7508
S4 0.7502 0.7504 0.7508
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 0.8143 0.8051 0.7635
R3 0.7919 0.7827 0.7574
R2 0.7695 0.7695 0.7553
R1 0.7603 0.7603 0.7533 0.7649
PP 0.7471 0.7471 0.7471 0.7494
S1 0.7379 0.7379 0.7491 0.7425
S2 0.7247 0.7247 0.7471
S3 0.7023 0.7155 0.7450
S4 0.6799 0.6931 0.7389
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7562 0.7338 0.0224 3.0% 0.0033 0.4% 76% False False 2
10 0.7562 0.7338 0.0224 3.0% 0.0026 0.3% 76% False False 2
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 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7518
2.618 0.7514
1.618 0.7512
1.000 0.7511
0.618 0.7510
HIGH 0.7509
0.618 0.7508
0.500 0.7508
0.382 0.7508
LOW 0.7507
0.618 0.7506
1.000 0.7505
1.618 0.7504
2.618 0.7502
4.250 0.7499
Fisher Pivots for day following 21-Mar-2016
Pivot 1 day 3 day
R1 0.7509 0.7535
PP 0.7508 0.7526
S1 0.7508 0.7518

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

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