CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 02-Nov-2016
Day Change Summary
Previous Current
01-Nov-2016 02-Nov-2016 Change Change % Previous Week
Open 0.7581 0.7618 0.0037 0.5% 0.7587
High 0.7664 0.7653 -0.0011 -0.1% 0.7683
Low 0.7576 0.7590 0.0014 0.2% 0.7534
Close 0.7624 0.7631 0.0007 0.1% 0.7574
Range 0.0088 0.0063 -0.0025 -28.4% 0.0149
ATR 0.0063 0.0063 0.0000 -0.1% 0.0000
Volume 368 70 -298 -81.0% 1,513
Daily Pivots for day following 02-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7814 0.7785 0.7666
R3 0.7751 0.7722 0.7648
R2 0.7688 0.7688 0.7643
R1 0.7659 0.7659 0.7637 0.7673
PP 0.7625 0.7625 0.7625 0.7632
S1 0.7596 0.7596 0.7625 0.7611
S2 0.7562 0.7562 0.7619
S3 0.7499 0.7533 0.7614
S4 0.7436 0.7470 0.7596
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 0.7664 0.7534 0.0130 1.7% 0.0060 0.8% 75% False False 308
10 0.7707 0.7534 0.0173 2.3% 0.0065 0.9% 56% False False 243
20 0.7707 0.7481 0.0226 3.0% 0.0063 0.8% 66% False False 236
40 0.7707 0.7421 0.0286 3.7% 0.0062 0.8% 73% False False 155
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7921
2.618 0.7818
1.618 0.7755
1.000 0.7716
0.618 0.7692
HIGH 0.7653
0.618 0.7629
0.500 0.7622
0.382 0.7614
LOW 0.7590
0.618 0.7551
1.000 0.7527
1.618 0.7488
2.618 0.7425
4.250 0.7322
Fisher Pivots for day following 02-Nov-2016
Pivot 1 day 3 day
R1 0.7628 0.7625
PP 0.7625 0.7619
S1 0.7622 0.7613

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

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