CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 29-Sep-2016
Day Change Summary
Previous Current
28-Sep-2016 29-Sep-2016 Change Change % Previous Week
Open 0.7640 0.7658 0.0018 0.2% 0.7494
High 0.7661 0.7677 0.0016 0.2% 0.7642
Low 0.7616 0.7597 -0.0019 -0.2% 0.7494
Close 0.7659 0.7615 -0.0044 -0.6% 0.7587
Range 0.0045 0.0080 0.0035 77.8% 0.0148
ATR 0.0059 0.0061 0.0001 2.5% 0.0000
Volume 115 70 -45 -39.1% 239
Daily Pivots for day following 29-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7870 0.7822 0.7659
R3 0.7790 0.7742 0.7637
R2 0.7710 0.7710 0.7630
R1 0.7662 0.7662 0.7622 0.7646
PP 0.7630 0.7630 0.7630 0.7622
S1 0.7582 0.7582 0.7608 0.7566
S2 0.7550 0.7550 0.7600
S3 0.7470 0.7502 0.7593
S4 0.7390 0.7422 0.7571
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 0.7677 0.7573 0.0104 1.4% 0.0059 0.8% 40% True False 66
10 0.7677 0.7442 0.0235 3.1% 0.0054 0.7% 74% True False 60
20 0.7688 0.7421 0.0267 3.5% 0.0057 0.8% 73% False False 51
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8017
2.618 0.7886
1.618 0.7806
1.000 0.7757
0.618 0.7726
HIGH 0.7677
0.618 0.7646
0.500 0.7637
0.382 0.7628
LOW 0.7597
0.618 0.7548
1.000 0.7517
1.618 0.7468
2.618 0.7388
4.250 0.7257
Fisher Pivots for day following 29-Sep-2016
Pivot 1 day 3 day
R1 0.7637 0.7630
PP 0.7630 0.7625
S1 0.7622 0.7620

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

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