CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 07-Oct-2016
Day Change Summary
Previous Current
06-Oct-2016 07-Oct-2016 Change Change % Previous Week
Open 0.7585 0.7544 -0.0041 -0.5% 0.7618
High 0.7594 0.7596 0.0002 0.0% 0.7664
Low 0.7537 0.7526 -0.0011 -0.1% 0.7526
Close 0.7551 0.7553 0.0002 0.0% 0.7553
Range 0.0057 0.0070 0.0013 22.8% 0.0138
ATR 0.0061 0.0062 0.0001 1.1% 0.0000
Volume 63 42 -21 -33.3% 441
Daily Pivots for day following 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7768 0.7731 0.7592
R3 0.7698 0.7661 0.7572
R2 0.7628 0.7628 0.7566
R1 0.7591 0.7591 0.7559 0.7610
PP 0.7558 0.7558 0.7558 0.7568
S1 0.7521 0.7521 0.7547 0.7540
S2 0.7488 0.7488 0.7540
S3 0.7418 0.7451 0.7534
S4 0.7348 0.7381 0.7515
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7995 0.7912 0.7629
R3 0.7857 0.7774 0.7591
R2 0.7719 0.7719 0.7578
R1 0.7636 0.7636 0.7566 0.7609
PP 0.7581 0.7581 0.7581 0.7567
S1 0.7498 0.7498 0.7540 0.7471
S2 0.7443 0.7443 0.7528
S3 0.7305 0.7360 0.7515
S4 0.7167 0.7222 0.7477
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7664 0.7526 0.0138 1.8% 0.0059 0.8% 20% False True 88
10 0.7677 0.7526 0.0151 2.0% 0.0063 0.8% 18% False True 88
20 0.7677 0.7421 0.0256 3.4% 0.0058 0.8% 52% False False 72
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7894
2.618 0.7779
1.618 0.7709
1.000 0.7666
0.618 0.7639
HIGH 0.7596
0.618 0.7569
0.500 0.7561
0.382 0.7553
LOW 0.7526
0.618 0.7483
1.000 0.7456
1.618 0.7413
2.618 0.7343
4.250 0.7229
Fisher Pivots for day following 07-Oct-2016
Pivot 1 day 3 day
R1 0.7561 0.7571
PP 0.7558 0.7565
S1 0.7556 0.7559

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

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