CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 03-Nov-2016
Day Change Summary
Previous Current
02-Nov-2016 03-Nov-2016 Change Change % Previous Week
Open 0.7618 0.7645 0.0027 0.4% 0.7587
High 0.7653 0.7663 0.0010 0.1% 0.7683
Low 0.7590 0.7615 0.0025 0.3% 0.7534
Close 0.7631 0.7663 0.0032 0.4% 0.7574
Range 0.0063 0.0048 -0.0015 -23.8% 0.0149
ATR 0.0063 0.0062 -0.0001 -1.7% 0.0000
Volume 70 40 -30 -42.9% 1,513
Daily Pivots for day following 03-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7791 0.7775 0.7689
R3 0.7743 0.7727 0.7676
R2 0.7695 0.7695 0.7672
R1 0.7679 0.7679 0.7667 0.7687
PP 0.7647 0.7647 0.7647 0.7651
S1 0.7631 0.7631 0.7659 0.7639
S2 0.7599 0.7599 0.7654
S3 0.7551 0.7583 0.7650
S4 0.7503 0.7535 0.7637
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% 0.0056 0.7% 99% False False 191
10 0.7683 0.7534 0.0149 1.9% 0.0059 0.8% 87% False False 233
20 0.7707 0.7481 0.0226 2.9% 0.0063 0.8% 81% False False 234
40 0.7707 0.7421 0.0286 3.7% 0.0061 0.8% 85% False False 155
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 0.0017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7867
2.618 0.7789
1.618 0.7741
1.000 0.7711
0.618 0.7693
HIGH 0.7663
0.618 0.7645
0.500 0.7639
0.382 0.7633
LOW 0.7615
0.618 0.7585
1.000 0.7567
1.618 0.7537
2.618 0.7489
4.250 0.7411
Fisher Pivots for day following 03-Nov-2016
Pivot 1 day 3 day
R1 0.7655 0.7649
PP 0.7647 0.7634
S1 0.7639 0.7620

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

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