CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 09-Nov-2016
Day Change Summary
Previous Current
08-Nov-2016 09-Nov-2016 Change Change % Previous Week
Open 0.7685 0.7720 0.0035 0.5% 0.7571
High 0.7754 0.7748 -0.0006 -0.1% 0.7672
Low 0.7667 0.7557 -0.0110 -1.4% 0.7561
Close 0.7729 0.7625 -0.0104 -1.3% 0.7653
Range 0.0087 0.0191 0.0104 119.5% 0.0111
ATR 0.0063 0.0072 0.0009 14.6% 0.0000
Volume 393 1,218 825 209.9% 798
Daily Pivots for day following 09-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.8216 0.8112 0.7730
R3 0.8025 0.7921 0.7678
R2 0.7834 0.7834 0.7660
R1 0.7730 0.7730 0.7643 0.7687
PP 0.7643 0.7643 0.7643 0.7622
S1 0.7539 0.7539 0.7607 0.7496
S2 0.7452 0.7452 0.7590
S3 0.7261 0.7348 0.7572
S4 0.7070 0.7157 0.7520
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 0.7557 0.0197 2.6% 0.0086 1.1% 35% False True 382
10 0.7754 0.7534 0.0220 2.9% 0.0073 1.0% 41% False False 345
20 0.7754 0.7481 0.0273 3.6% 0.0070 0.9% 53% False False 320
40 0.7754 0.7422 0.0332 4.4% 0.0064 0.8% 61% False False 192
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 0.8560
2.618 0.8248
1.618 0.8057
1.000 0.7939
0.618 0.7866
HIGH 0.7748
0.618 0.7675
0.500 0.7653
0.382 0.7630
LOW 0.7557
0.618 0.7439
1.000 0.7366
1.618 0.7248
2.618 0.7057
4.250 0.6745
Fisher Pivots for day following 09-Nov-2016
Pivot 1 day 3 day
R1 0.7653 0.7656
PP 0.7643 0.7645
S1 0.7634 0.7635

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

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