CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 17-Oct-2016
Day Change Summary
Previous Current
14-Oct-2016 17-Oct-2016 Change Change % Previous Week
Open 0.7535 0.7592 0.0057 0.8% 0.7572
High 0.7619 0.7601 -0.0018 -0.2% 0.7619
Low 0.7532 0.7556 0.0024 0.3% 0.7481
Close 0.7584 0.7600 0.0016 0.2% 0.7584
Range 0.0087 0.0045 -0.0042 -48.3% 0.0138
ATR 0.0064 0.0062 -0.0001 -2.1% 0.0000
Volume 294 251 -43 -14.6% 956
Daily Pivots for day following 17-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7721 0.7705 0.7625
R3 0.7676 0.7660 0.7612
R2 0.7631 0.7631 0.7608
R1 0.7615 0.7615 0.7604 0.7623
PP 0.7586 0.7586 0.7586 0.7590
S1 0.7570 0.7570 0.7596 0.7578
S2 0.7541 0.7541 0.7592
S3 0.7496 0.7525 0.7588
S4 0.7451 0.7480 0.7575
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7975 0.7918 0.7660
R3 0.7837 0.7780 0.7622
R2 0.7699 0.7699 0.7609
R1 0.7642 0.7642 0.7597 0.7671
PP 0.7561 0.7561 0.7561 0.7576
S1 0.7504 0.7504 0.7571 0.7533
S2 0.7423 0.7423 0.7559
S3 0.7285 0.7366 0.7546
S4 0.7147 0.7228 0.7508
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7619 0.7481 0.0138 1.8% 0.0066 0.9% 86% False False 238
10 0.7664 0.7481 0.0183 2.4% 0.0064 0.8% 65% False False 161
20 0.7677 0.7481 0.0196 2.6% 0.0060 0.8% 61% False False 115
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7792
2.618 0.7719
1.618 0.7674
1.000 0.7646
0.618 0.7629
HIGH 0.7601
0.618 0.7584
0.500 0.7579
0.382 0.7573
LOW 0.7556
0.618 0.7528
1.000 0.7511
1.618 0.7483
2.618 0.7438
4.250 0.7365
Fisher Pivots for day following 17-Oct-2016
Pivot 1 day 3 day
R1 0.7593 0.7583
PP 0.7586 0.7567
S1 0.7579 0.7550

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

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