CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 13-Oct-2016
Day Change Summary
Previous Current
12-Oct-2016 13-Oct-2016 Change Change % Previous Week
Open 0.7535 0.7523 -0.0012 -0.2% 0.7618
High 0.7564 0.7554 -0.0010 -0.1% 0.7664
Low 0.7512 0.7481 -0.0031 -0.4% 0.7526
Close 0.7537 0.7551 0.0014 0.2% 0.7553
Range 0.0052 0.0073 0.0021 40.4% 0.0138
ATR 0.0061 0.0062 0.0001 1.4% 0.0000
Volume 35 550 515 1,471.4% 441
Daily Pivots for day following 13-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7748 0.7722 0.7591
R3 0.7675 0.7649 0.7571
R2 0.7602 0.7602 0.7564
R1 0.7576 0.7576 0.7558 0.7589
PP 0.7529 0.7529 0.7529 0.7535
S1 0.7503 0.7503 0.7544 0.7516
S2 0.7456 0.7456 0.7538
S3 0.7383 0.7430 0.7531
S4 0.7310 0.7357 0.7511
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 0.7481 0.0119 1.6% 0.0063 0.8% 59% False True 140
10 0.7664 0.7481 0.0183 2.4% 0.0062 0.8% 38% False True 123
20 0.7677 0.7442 0.0235 3.1% 0.0058 0.8% 46% False False 91
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7864
2.618 0.7745
1.618 0.7672
1.000 0.7627
0.618 0.7599
HIGH 0.7554
0.618 0.7526
0.500 0.7518
0.382 0.7509
LOW 0.7481
0.618 0.7436
1.000 0.7408
1.618 0.7363
2.618 0.7290
4.250 0.7171
Fisher Pivots for day following 13-Oct-2016
Pivot 1 day 3 day
R1 0.7540 0.7545
PP 0.7529 0.7538
S1 0.7518 0.7532

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

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