CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 16-Sep-2016
Day Change Summary
Previous Current
15-Sep-2016 16-Sep-2016 Change Change % Previous Week
Open 0.7468 0.7470 0.0002 0.0% 0.7510
High 0.7485 0.7489 0.0004 0.1% 0.7530
Low 0.7422 0.7442 0.0020 0.3% 0.7421
Close 0.7483 0.7448 -0.0035 -0.5% 0.7448
Range 0.0063 0.0047 -0.0016 -25.4% 0.0109
ATR 0.0000 0.0059 0.0059 0.0000
Volume 2 47 45 2,250.0% 331
Daily Pivots for day following 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7601 0.7571 0.7474
R3 0.7554 0.7524 0.7461
R2 0.7507 0.7507 0.7457
R1 0.7477 0.7477 0.7452 0.7469
PP 0.7460 0.7460 0.7460 0.7455
S1 0.7430 0.7430 0.7444 0.7422
S2 0.7413 0.7413 0.7439
S3 0.7366 0.7383 0.7435
S4 0.7319 0.7336 0.7422
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7793 0.7730 0.7508
R3 0.7684 0.7621 0.7478
R2 0.7575 0.7575 0.7468
R1 0.7512 0.7512 0.7458 0.7489
PP 0.7466 0.7466 0.7466 0.7455
S1 0.7403 0.7403 0.7438 0.7380
S2 0.7357 0.7357 0.7428
S3 0.7248 0.7294 0.7418
S4 0.7139 0.7185 0.7388
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7530 0.7421 0.0109 1.5% 0.0059 0.8% 25% False False 66
10 0.7688 0.7421 0.0267 3.6% 0.0065 0.9% 10% False False 47
Crabel Price Patterns
NR True
NR4 False
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7689
2.618 0.7612
1.618 0.7565
1.000 0.7536
0.618 0.7518
HIGH 0.7489
0.618 0.7471
0.500 0.7466
0.382 0.7460
LOW 0.7442
0.618 0.7413
1.000 0.7395
1.618 0.7366
2.618 0.7319
4.250 0.7242
Fisher Pivots for day following 16-Sep-2016
Pivot 1 day 3 day
R1 0.7466 0.7456
PP 0.7460 0.7453
S1 0.7454 0.7451

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

View Archives - Comment on this page... - Back to Index of Symbols