CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 28-Oct-2016
Day Change Summary
Previous Current
27-Oct-2016 28-Oct-2016 Change Change % Previous Week
Open 0.7619 0.7562 -0.0057 -0.7% 0.7587
High 0.7626 0.7583 -0.0043 -0.6% 0.7683
Low 0.7559 0.7534 -0.0025 -0.3% 0.7534
Close 0.7563 0.7574 0.0011 0.1% 0.7574
Range 0.0067 0.0049 -0.0018 -26.9% 0.0149
ATR 0.0065 0.0064 -0.0001 -1.7% 0.0000
Volume 622 210 -412 -66.2% 1,513
Daily Pivots for day following 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7711 0.7691 0.7601
R3 0.7662 0.7642 0.7587
R2 0.7613 0.7613 0.7583
R1 0.7593 0.7593 0.7578 0.7603
PP 0.7564 0.7564 0.7564 0.7569
S1 0.7544 0.7544 0.7570 0.7554
S2 0.7515 0.7515 0.7565
S3 0.7466 0.7495 0.7561
S4 0.7417 0.7446 0.7547
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.8044 0.7958 0.7656
R3 0.7895 0.7809 0.7615
R2 0.7746 0.7746 0.7601
R1 0.7660 0.7660 0.7588 0.7629
PP 0.7597 0.7597 0.7597 0.7581
S1 0.7511 0.7511 0.7560 0.7480
S2 0.7448 0.7448 0.7547
S3 0.7299 0.7362 0.7533
S4 0.7150 0.7213 0.7492
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7683 0.7534 0.0149 2.0% 0.0059 0.8% 27% False True 302
10 0.7707 0.7534 0.0173 2.3% 0.0062 0.8% 23% False True 295
20 0.7707 0.7481 0.0226 3.0% 0.0063 0.8% 41% False False 217
40 0.7707 0.7421 0.0286 3.8% 0.0062 0.8% 53% False False 137
Crabel Price Patterns
NR True
NR4 True
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 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7791
2.618 0.7711
1.618 0.7662
1.000 0.7632
0.618 0.7613
HIGH 0.7583
0.618 0.7564
0.500 0.7559
0.382 0.7553
LOW 0.7534
0.618 0.7504
1.000 0.7485
1.618 0.7455
2.618 0.7406
4.250 0.7326
Fisher Pivots for day following 28-Oct-2016
Pivot 1 day 3 day
R1 0.7569 0.7609
PP 0.7564 0.7597
S1 0.7559 0.7586

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

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