CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 23-Sep-2016
Day Change Summary
Previous Current
22-Sep-2016 23-Sep-2016 Change Change % Previous Week
Open 0.7600 0.7605 0.0005 0.1% 0.7494
High 0.7642 0.7621 -0.0021 -0.3% 0.7642
Low 0.7597 0.7579 -0.0018 -0.2% 0.7494
Close 0.7604 0.7587 -0.0017 -0.2% 0.7587
Range 0.0045 0.0042 -0.0003 -6.7% 0.0148
ATR 0.0061 0.0060 -0.0001 -2.3% 0.0000
Volume 104 14 -90 -86.5% 239
Daily Pivots for day following 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7722 0.7696 0.7610
R3 0.7680 0.7654 0.7599
R2 0.7638 0.7638 0.7595
R1 0.7612 0.7612 0.7591 0.7604
PP 0.7596 0.7596 0.7596 0.7592
S1 0.7570 0.7570 0.7583 0.7562
S2 0.7554 0.7554 0.7579
S3 0.7512 0.7528 0.7575
S4 0.7470 0.7486 0.7564
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.8018 0.7951 0.7668
R3 0.7870 0.7803 0.7628
R2 0.7722 0.7722 0.7614
R1 0.7655 0.7655 0.7601 0.7689
PP 0.7574 0.7574 0.7574 0.7591
S1 0.7507 0.7507 0.7573 0.7541
S2 0.7426 0.7426 0.7560
S3 0.7278 0.7359 0.7546
S4 0.7130 0.7211 0.7506
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7642 0.7494 0.0148 2.0% 0.0049 0.6% 63% False False 47
10 0.7642 0.7421 0.0221 2.9% 0.0054 0.7% 75% False False 57
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7799
2.618 0.7731
1.618 0.7689
1.000 0.7663
0.618 0.7647
HIGH 0.7621
0.618 0.7605
0.500 0.7600
0.382 0.7595
LOW 0.7579
0.618 0.7553
1.000 0.7537
1.618 0.7511
2.618 0.7469
4.250 0.7401
Fisher Pivots for day following 23-Sep-2016
Pivot 1 day 3 day
R1 0.7600 0.7583
PP 0.7596 0.7579
S1 0.7591 0.7575

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

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