CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 10-Oct-2016
Day Change Summary
Previous Current
07-Oct-2016 10-Oct-2016 Change Change % Previous Week
Open 0.7544 0.7572 0.0028 0.4% 0.7618
High 0.7596 0.7600 0.0004 0.1% 0.7664
Low 0.7526 0.7554 0.0028 0.4% 0.7526
Close 0.7553 0.7579 0.0026 0.3% 0.7553
Range 0.0070 0.0046 -0.0024 -34.3% 0.0138
ATR 0.0062 0.0061 -0.0001 -1.7% 0.0000
Volume 42 15 -27 -64.3% 441
Daily Pivots for day following 10-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7716 0.7693 0.7604
R3 0.7670 0.7647 0.7592
R2 0.7624 0.7624 0.7587
R1 0.7601 0.7601 0.7583 0.7613
PP 0.7578 0.7578 0.7578 0.7583
S1 0.7555 0.7555 0.7575 0.7567
S2 0.7532 0.7532 0.7571
S3 0.7486 0.7509 0.7566
S4 0.7440 0.7463 0.7554
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% 0.0061 0.8% 38% False False 85
10 0.7677 0.7526 0.0151 2.0% 0.0063 0.8% 35% False False 86
20 0.7677 0.7421 0.0256 3.4% 0.0057 0.8% 62% False False 61
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7796
2.618 0.7720
1.618 0.7674
1.000 0.7646
0.618 0.7628
HIGH 0.7600
0.618 0.7582
0.500 0.7577
0.382 0.7572
LOW 0.7554
0.618 0.7526
1.000 0.7508
1.618 0.7480
2.618 0.7434
4.250 0.7359
Fisher Pivots for day following 10-Oct-2016
Pivot 1 day 3 day
R1 0.7578 0.7574
PP 0.7578 0.7568
S1 0.7577 0.7563

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

View Archives - Comment on this page... - Back to Index of Symbols