CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 14-Sep-2016
Day Change Summary
Previous Current
13-Sep-2016 14-Sep-2016 Change Change % Previous Week
Open 0.7481 0.7443 -0.0038 -0.5% 0.7540
High 0.7528 0.7449 -0.0079 -1.0% 0.7688
Low 0.7421 0.7434 0.0013 0.2% 0.7509
Close 0.7421 0.7438 0.0017 0.2% 0.7517
Range 0.0107 0.0015 -0.0092 -86.0% 0.0179
ATR
Volume 18 15 -3 -16.7% 147
Daily Pivots for day following 14-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7485 0.7477 0.7446
R3 0.7470 0.7462 0.7442
R2 0.7455 0.7455 0.7441
R1 0.7447 0.7447 0.7439 0.7444
PP 0.7440 0.7440 0.7440 0.7439
S1 0.7432 0.7432 0.7437 0.7429
S2 0.7425 0.7425 0.7435
S3 0.7410 0.7417 0.7434
S4 0.7395 0.7402 0.7430
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.8108 0.7992 0.7615
R3 0.7929 0.7813 0.7566
R2 0.7750 0.7750 0.7550
R1 0.7634 0.7634 0.7533 0.7603
PP 0.7571 0.7571 0.7571 0.7556
S1 0.7455 0.7455 0.7501 0.7424
S2 0.7392 0.7392 0.7484
S3 0.7213 0.7276 0.7468
S4 0.7034 0.7097 0.7419
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7688 0.7421 0.0267 3.6% 0.0074 1.0% 6% False False 85
10 0.7688 0.7421 0.0267 3.6% 0.0055 0.7% 6% False False 42
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7513
2.618 0.7488
1.618 0.7473
1.000 0.7464
0.618 0.7458
HIGH 0.7449
0.618 0.7443
0.500 0.7442
0.382 0.7440
LOW 0.7434
0.618 0.7425
1.000 0.7419
1.618 0.7410
2.618 0.7395
4.250 0.7370
Fisher Pivots for day following 14-Sep-2016
Pivot 1 day 3 day
R1 0.7442 0.7476
PP 0.7440 0.7463
S1 0.7439 0.7451

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

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