CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 07-Nov-2016
Day Change Summary
Previous Current
04-Nov-2016 07-Nov-2016 Change Change % Previous Week
Open 0.7665 0.7654 -0.0011 -0.1% 0.7571
High 0.7672 0.7704 0.0032 0.4% 0.7672
Low 0.7630 0.7644 0.0014 0.2% 0.7561
Close 0.7653 0.7694 0.0041 0.5% 0.7653
Range 0.0042 0.0060 0.0018 42.9% 0.0111
ATR 0.0061 0.0061 0.0000 -0.1% 0.0000
Volume 49 210 161 328.6% 798
Daily Pivots for day following 07-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7861 0.7837 0.7727
R3 0.7801 0.7777 0.7711
R2 0.7741 0.7741 0.7705
R1 0.7717 0.7717 0.7700 0.7729
PP 0.7681 0.7681 0.7681 0.7687
S1 0.7657 0.7657 0.7689 0.7669
S2 0.7621 0.7621 0.7683
S3 0.7561 0.7597 0.7678
S4 0.7501 0.7537 0.7661
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 0.7704 0.7576 0.0128 1.7% 0.0060 0.8% 92% True False 147
10 0.7704 0.7534 0.0170 2.2% 0.0058 0.8% 94% True False 246
20 0.7707 0.7481 0.0226 2.9% 0.0062 0.8% 94% False False 245
40 0.7707 0.7421 0.0286 3.7% 0.0060 0.8% 95% False False 153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7959
2.618 0.7861
1.618 0.7801
1.000 0.7764
0.618 0.7741
HIGH 0.7704
0.618 0.7681
0.500 0.7674
0.382 0.7667
LOW 0.7644
0.618 0.7607
1.000 0.7584
1.618 0.7547
2.618 0.7487
4.250 0.7389
Fisher Pivots for day following 07-Nov-2016
Pivot 1 day 3 day
R1 0.7687 0.7683
PP 0.7681 0.7671
S1 0.7674 0.7660

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

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