CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 12-Oct-2016
Day Change Summary
Previous Current
11-Oct-2016 12-Oct-2016 Change Change % Previous Week
Open 0.7553 0.7535 -0.0018 -0.2% 0.7618
High 0.7583 0.7564 -0.0019 -0.3% 0.7664
Low 0.7508 0.7512 0.0004 0.1% 0.7526
Close 0.7517 0.7537 0.0020 0.3% 0.7553
Range 0.0075 0.0052 -0.0023 -30.7% 0.0138
ATR 0.0062 0.0061 -0.0001 -1.1% 0.0000
Volume 62 35 -27 -43.5% 441
Daily Pivots for day following 12-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7694 0.7667 0.7566
R3 0.7642 0.7615 0.7551
R2 0.7590 0.7590 0.7547
R1 0.7563 0.7563 0.7542 0.7577
PP 0.7538 0.7538 0.7538 0.7544
S1 0.7511 0.7511 0.7532 0.7525
S2 0.7486 0.7486 0.7527
S3 0.7434 0.7459 0.7523
S4 0.7382 0.7407 0.7508
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 0.7600 0.7508 0.0092 1.2% 0.0060 0.8% 32% False False 43
10 0.7677 0.7508 0.0169 2.2% 0.0063 0.8% 17% False False 75
20 0.7677 0.7422 0.0255 3.4% 0.0058 0.8% 45% False False 64
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7785
2.618 0.7700
1.618 0.7648
1.000 0.7616
0.618 0.7596
HIGH 0.7564
0.618 0.7544
0.500 0.7538
0.382 0.7532
LOW 0.7512
0.618 0.7480
1.000 0.7460
1.618 0.7428
2.618 0.7376
4.250 0.7291
Fisher Pivots for day following 12-Oct-2016
Pivot 1 day 3 day
R1 0.7538 0.7554
PP 0.7538 0.7548
S1 0.7537 0.7543

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

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