CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 15-Sep-2016
Day Change Summary
Previous Current
14-Sep-2016 15-Sep-2016 Change Change % Previous Week
Open 0.7443 0.7468 0.0025 0.3% 0.7540
High 0.7449 0.7485 0.0036 0.5% 0.7688
Low 0.7434 0.7422 -0.0012 -0.2% 0.7509
Close 0.7438 0.7483 0.0045 0.6% 0.7517
Range 0.0015 0.0063 0.0048 320.0% 0.0179
ATR
Volume 15 2 -13 -86.7% 147
Daily Pivots for day following 15-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7652 0.7631 0.7518
R3 0.7589 0.7568 0.7500
R2 0.7526 0.7526 0.7495
R1 0.7505 0.7505 0.7489 0.7515
PP 0.7463 0.7463 0.7463 0.7469
S1 0.7442 0.7442 0.7477 0.7453
S2 0.7400 0.7400 0.7471
S3 0.7337 0.7379 0.7466
S4 0.7274 0.7316 0.7448
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 0.7613 0.7421 0.0192 2.6% 0.0070 0.9% 32% False False 74
10 0.7688 0.7421 0.0267 3.6% 0.0061 0.8% 23% False False 43
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7753
2.618 0.7650
1.618 0.7587
1.000 0.7548
0.618 0.7524
HIGH 0.7485
0.618 0.7461
0.500 0.7454
0.382 0.7446
LOW 0.7422
0.618 0.7383
1.000 0.7359
1.618 0.7320
2.618 0.7257
4.250 0.7154
Fisher Pivots for day following 15-Sep-2016
Pivot 1 day 3 day
R1 0.7473 0.7480
PP 0.7463 0.7477
S1 0.7454 0.7475

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

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