CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 20-Oct-2016
Day Change Summary
Previous Current
19-Oct-2016 20-Oct-2016 Change Change % Previous Week
Open 0.7661 0.7696 0.0035 0.5% 0.7572
High 0.7701 0.7707 0.0006 0.1% 0.7619
Low 0.7633 0.7596 -0.0037 -0.5% 0.7481
Close 0.7689 0.7601 -0.0088 -1.1% 0.7584
Range 0.0068 0.0111 0.0043 63.2% 0.0138
ATR 0.0063 0.0066 0.0003 5.5% 0.0000
Volume 770 135 -635 -82.5% 956
Daily Pivots for day following 20-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7968 0.7895 0.7662
R3 0.7857 0.7784 0.7632
R2 0.7746 0.7746 0.7621
R1 0.7673 0.7673 0.7611 0.7654
PP 0.7635 0.7635 0.7635 0.7625
S1 0.7562 0.7562 0.7591 0.7543
S2 0.7524 0.7524 0.7581
S3 0.7413 0.7451 0.7570
S4 0.7302 0.7340 0.7540
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 0.7707 0.7532 0.0175 2.3% 0.0071 0.9% 39% True False 331
10 0.7707 0.7481 0.0226 3.0% 0.0067 0.9% 53% True False 236
20 0.7707 0.7481 0.0226 3.0% 0.0063 0.8% 53% True False 161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 0.8179
2.618 0.7998
1.618 0.7887
1.000 0.7818
0.618 0.7776
HIGH 0.7707
0.618 0.7665
0.500 0.7652
0.382 0.7638
LOW 0.7596
0.618 0.7527
1.000 0.7485
1.618 0.7416
2.618 0.7305
4.250 0.7124
Fisher Pivots for day following 20-Oct-2016
Pivot 1 day 3 day
R1 0.7652 0.7652
PP 0.7635 0.7635
S1 0.7618 0.7618

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

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