CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 06-Oct-2016
Day Change Summary
Previous Current
05-Oct-2016 06-Oct-2016 Change Change % Previous Week
Open 0.7600 0.7585 -0.0015 -0.2% 0.7582
High 0.7616 0.7594 -0.0022 -0.3% 0.7677
Low 0.7567 0.7537 -0.0030 -0.4% 0.7562
Close 0.7596 0.7551 -0.0045 -0.6% 0.7635
Range 0.0049 0.0057 0.0008 16.3% 0.0115
ATR 0.0061 0.0061 0.0000 -0.2% 0.0000
Volume 175 63 -112 -64.0% 447
Daily Pivots for day following 06-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7732 0.7698 0.7582
R3 0.7675 0.7641 0.7567
R2 0.7618 0.7618 0.7561
R1 0.7584 0.7584 0.7556 0.7573
PP 0.7561 0.7561 0.7561 0.7555
S1 0.7527 0.7527 0.7546 0.7516
S2 0.7504 0.7504 0.7541
S3 0.7447 0.7470 0.7535
S4 0.7390 0.7413 0.7520
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 0.7970 0.7917 0.7698
R3 0.7855 0.7802 0.7667
R2 0.7740 0.7740 0.7656
R1 0.7687 0.7687 0.7646 0.7714
PP 0.7625 0.7625 0.7625 0.7638
S1 0.7572 0.7572 0.7624 0.7599
S2 0.7510 0.7510 0.7614
S3 0.7395 0.7457 0.7603
S4 0.7280 0.7342 0.7572
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7664 0.7537 0.0127 1.7% 0.0061 0.8% 11% False True 106
10 0.7677 0.7537 0.0140 1.9% 0.0060 0.8% 10% False True 86
20 0.7677 0.7421 0.0256 3.4% 0.0060 0.8% 51% False False 75
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7836
2.618 0.7743
1.618 0.7686
1.000 0.7651
0.618 0.7629
HIGH 0.7594
0.618 0.7572
0.500 0.7566
0.382 0.7559
LOW 0.7537
0.618 0.7502
1.000 0.7480
1.618 0.7445
2.618 0.7388
4.250 0.7295
Fisher Pivots for day following 06-Oct-2016
Pivot 1 day 3 day
R1 0.7566 0.7601
PP 0.7561 0.7584
S1 0.7556 0.7568

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

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