CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 04-Nov-2016
Day Change Summary
Previous Current
03-Nov-2016 04-Nov-2016 Change Change % Previous Week
Open 0.7645 0.7665 0.0020 0.3% 0.7571
High 0.7663 0.7672 0.0009 0.1% 0.7672
Low 0.7615 0.7630 0.0015 0.2% 0.7561
Close 0.7663 0.7653 -0.0010 -0.1% 0.7653
Range 0.0048 0.0042 -0.0006 -12.5% 0.0111
ATR 0.0062 0.0061 -0.0001 -2.3% 0.0000
Volume 40 49 9 22.5% 798
Daily Pivots for day following 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7778 0.7757 0.7676
R3 0.7736 0.7715 0.7665
R2 0.7694 0.7694 0.7661
R1 0.7673 0.7673 0.7657 0.7663
PP 0.7652 0.7652 0.7652 0.7646
S1 0.7631 0.7631 0.7649 0.7620
S2 0.7610 0.7610 0.7645
S3 0.7568 0.7589 0.7641
S4 0.7526 0.7547 0.7630
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7962 0.7918 0.7714
R3 0.7851 0.7807 0.7684
R2 0.7740 0.7740 0.7673
R1 0.7696 0.7696 0.7663 0.7718
PP 0.7629 0.7629 0.7629 0.7640
S1 0.7585 0.7585 0.7643 0.7607
S2 0.7518 0.7518 0.7633
S3 0.7407 0.7474 0.7622
S4 0.7296 0.7363 0.7592
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7672 0.7561 0.0111 1.5% 0.0055 0.7% 83% True False 159
10 0.7683 0.7534 0.0149 1.9% 0.0057 0.7% 80% False False 231
20 0.7707 0.7481 0.0226 3.0% 0.0062 0.8% 76% False False 235
40 0.7707 0.7421 0.0286 3.7% 0.0060 0.8% 81% False False 154
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7851
2.618 0.7782
1.618 0.7740
1.000 0.7714
0.618 0.7698
HIGH 0.7672
0.618 0.7656
0.500 0.7651
0.382 0.7646
LOW 0.7630
0.618 0.7604
1.000 0.7588
1.618 0.7562
2.618 0.7520
4.250 0.7451
Fisher Pivots for day following 04-Nov-2016
Pivot 1 day 3 day
R1 0.7652 0.7646
PP 0.7652 0.7638
S1 0.7651 0.7631

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

View Archives - Comment on this page... - Back to Index of Symbols