CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 01-Nov-2016
Day Change Summary
Previous Current
31-Oct-2016 01-Nov-2016 Change Change % Previous Week
Open 0.7571 0.7581 0.0010 0.1% 0.7587
High 0.7595 0.7664 0.0069 0.9% 0.7683
Low 0.7561 0.7576 0.0015 0.2% 0.7534
Close 0.7578 0.7624 0.0046 0.6% 0.7574
Range 0.0034 0.0088 0.0054 158.8% 0.0149
ATR 0.0062 0.0063 0.0002 3.1% 0.0000
Volume 271 368 97 35.8% 1,513
Daily Pivots for day following 01-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7885 0.7843 0.7672
R3 0.7797 0.7755 0.7648
R2 0.7709 0.7709 0.7640
R1 0.7667 0.7667 0.7632 0.7688
PP 0.7621 0.7621 0.7621 0.7632
S1 0.7579 0.7579 0.7616 0.7600
S2 0.7533 0.7533 0.7608
S3 0.7445 0.7491 0.7600
S4 0.7357 0.7403 0.7576
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% 0.0062 0.8% 60% False False 381
10 0.7707 0.7534 0.0173 2.3% 0.0066 0.9% 52% False False 313
20 0.7707 0.7481 0.0226 3.0% 0.0063 0.8% 63% False False 241
40 0.7707 0.7421 0.0286 3.8% 0.0061 0.8% 71% False False 153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8038
2.618 0.7894
1.618 0.7806
1.000 0.7752
0.618 0.7718
HIGH 0.7664
0.618 0.7630
0.500 0.7620
0.382 0.7610
LOW 0.7576
0.618 0.7522
1.000 0.7488
1.618 0.7434
2.618 0.7346
4.250 0.7202
Fisher Pivots for day following 01-Nov-2016
Pivot 1 day 3 day
R1 0.7623 0.7616
PP 0.7621 0.7607
S1 0.7620 0.7599

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

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