CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 08-Nov-2016
Day Change Summary
Previous Current
07-Nov-2016 08-Nov-2016 Change Change % Previous Week
Open 0.7654 0.7685 0.0031 0.4% 0.7571
High 0.7704 0.7754 0.0050 0.6% 0.7672
Low 0.7644 0.7667 0.0023 0.3% 0.7561
Close 0.7694 0.7729 0.0035 0.5% 0.7653
Range 0.0060 0.0087 0.0027 45.0% 0.0111
ATR 0.0061 0.0063 0.0002 3.1% 0.0000
Volume 210 393 183 87.1% 798
Daily Pivots for day following 08-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7978 0.7940 0.7777
R3 0.7891 0.7853 0.7753
R2 0.7804 0.7804 0.7745
R1 0.7766 0.7766 0.7737 0.7785
PP 0.7717 0.7717 0.7717 0.7726
S1 0.7679 0.7679 0.7721 0.7698
S2 0.7630 0.7630 0.7713
S3 0.7543 0.7592 0.7705
S4 0.7456 0.7505 0.7681
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 0.7754 0.7590 0.0164 2.1% 0.0060 0.8% 85% True False 152
10 0.7754 0.7534 0.0220 2.8% 0.0061 0.8% 89% True False 267
20 0.7754 0.7481 0.0273 3.5% 0.0063 0.8% 91% True False 261
40 0.7754 0.7422 0.0332 4.3% 0.0059 0.8% 92% True False 162
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8124
2.618 0.7982
1.618 0.7895
1.000 0.7841
0.618 0.7808
HIGH 0.7754
0.618 0.7721
0.500 0.7711
0.382 0.7700
LOW 0.7667
0.618 0.7613
1.000 0.7580
1.618 0.7526
2.618 0.7439
4.250 0.7297
Fisher Pivots for day following 08-Nov-2016
Pivot 1 day 3 day
R1 0.7723 0.7717
PP 0.7717 0.7704
S1 0.7711 0.7692

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

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