CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 21-Oct-2016
Day Change Summary
Previous Current
20-Oct-2016 21-Oct-2016 Change Change % Previous Week
Open 0.7696 0.7602 -0.0094 -1.2% 0.7592
High 0.7707 0.7624 -0.0083 -1.1% 0.7707
Low 0.7596 0.7563 -0.0033 -0.4% 0.7556
Close 0.7601 0.7578 -0.0023 -0.3% 0.7578
Range 0.0111 0.0061 -0.0050 -45.0% 0.0151
ATR 0.0066 0.0066 0.0000 -0.5% 0.0000
Volume 135 75 -60 -44.4% 1,438
Daily Pivots for day following 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7771 0.7736 0.7612
R3 0.7710 0.7675 0.7595
R2 0.7649 0.7649 0.7589
R1 0.7614 0.7614 0.7584 0.7601
PP 0.7588 0.7588 0.7588 0.7582
S1 0.7553 0.7553 0.7572 0.7540
S2 0.7527 0.7527 0.7567
S3 0.7466 0.7492 0.7561
S4 0.7405 0.7431 0.7544
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.8067 0.7973 0.7661
R3 0.7916 0.7822 0.7620
R2 0.7765 0.7765 0.7606
R1 0.7671 0.7671 0.7592 0.7643
PP 0.7614 0.7614 0.7614 0.7599
S1 0.7520 0.7520 0.7564 0.7492
S2 0.7463 0.7463 0.7550
S3 0.7312 0.7369 0.7536
S4 0.7161 0.7218 0.7495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7707 0.7556 0.0151 2.0% 0.0066 0.9% 15% False False 287
10 0.7707 0.7481 0.0226 3.0% 0.0066 0.9% 43% False False 239
20 0.7707 0.7481 0.0226 3.0% 0.0064 0.8% 43% False False 164
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7883
2.618 0.7784
1.618 0.7723
1.000 0.7685
0.618 0.7662
HIGH 0.7624
0.618 0.7601
0.500 0.7594
0.382 0.7586
LOW 0.7563
0.618 0.7525
1.000 0.7502
1.618 0.7464
2.618 0.7403
4.250 0.7304
Fisher Pivots for day following 21-Oct-2016
Pivot 1 day 3 day
R1 0.7594 0.7635
PP 0.7588 0.7616
S1 0.7583 0.7597

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

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