CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 20-Sep-2016
Day Change Summary
Previous Current
19-Sep-2016 20-Sep-2016 Change Change % Previous Week
Open 0.7494 0.7518 0.0024 0.3% 0.7510
High 0.7532 0.7530 -0.0002 0.0% 0.7530
Low 0.7494 0.7502 0.0008 0.1% 0.7421
Close 0.7516 0.7520 0.0004 0.1% 0.7448
Range 0.0038 0.0028 -0.0010 -26.3% 0.0109
ATR 0.0061 0.0058 -0.0002 -3.9% 0.0000
Volume 23 21 -2 -8.7% 331
Daily Pivots for day following 20-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7601 0.7589 0.7535
R3 0.7573 0.7561 0.7528
R2 0.7545 0.7545 0.7525
R1 0.7533 0.7533 0.7523 0.7539
PP 0.7517 0.7517 0.7517 0.7521
S1 0.7505 0.7505 0.7517 0.7511
S2 0.7489 0.7489 0.7515
S3 0.7461 0.7477 0.7512
S4 0.7433 0.7449 0.7505
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 0.7532 0.7422 0.0110 1.5% 0.0038 0.5% 89% False False 21
10 0.7688 0.7421 0.0267 3.6% 0.0057 0.8% 37% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7649
2.618 0.7603
1.618 0.7575
1.000 0.7558
0.618 0.7547
HIGH 0.7530
0.618 0.7519
0.500 0.7516
0.382 0.7513
LOW 0.7502
0.618 0.7485
1.000 0.7474
1.618 0.7457
2.618 0.7429
4.250 0.7383
Fisher Pivots for day following 20-Sep-2016
Pivot 1 day 3 day
R1 0.7519 0.7509
PP 0.7517 0.7498
S1 0.7516 0.7487

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

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