CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 28-Sep-2016
Day Change Summary
Previous Current
27-Sep-2016 28-Sep-2016 Change Change % Previous Week
Open 0.7589 0.7640 0.0051 0.7% 0.7494
High 0.7663 0.7661 -0.0002 0.0% 0.7642
Low 0.7582 0.7616 0.0034 0.4% 0.7494
Close 0.7634 0.7659 0.0025 0.3% 0.7587
Range 0.0081 0.0045 -0.0036 -44.4% 0.0148
ATR 0.0061 0.0059 -0.0001 -1.8% 0.0000
Volume 95 115 20 21.1% 239
Daily Pivots for day following 28-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7780 0.7765 0.7684
R3 0.7735 0.7720 0.7671
R2 0.7690 0.7690 0.7667
R1 0.7675 0.7675 0.7663 0.7683
PP 0.7645 0.7645 0.7645 0.7649
S1 0.7630 0.7630 0.7655 0.7638
S2 0.7600 0.7600 0.7651
S3 0.7555 0.7585 0.7647
S4 0.7510 0.7540 0.7634
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 0.7663 0.7573 0.0090 1.2% 0.0052 0.7% 96% False False 72
10 0.7663 0.7422 0.0241 3.1% 0.0052 0.7% 98% False False 53
20 0.7688 0.7421 0.0267 3.5% 0.0054 0.7% 89% False False 48
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7852
2.618 0.7779
1.618 0.7734
1.000 0.7706
0.618 0.7689
HIGH 0.7661
0.618 0.7644
0.500 0.7639
0.382 0.7633
LOW 0.7616
0.618 0.7588
1.000 0.7571
1.618 0.7543
2.618 0.7498
4.250 0.7425
Fisher Pivots for day following 28-Sep-2016
Pivot 1 day 3 day
R1 0.7652 0.7645
PP 0.7645 0.7632
S1 0.7639 0.7618

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

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