CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 14-Nov-2016
Day Change Summary
Previous Current
11-Nov-2016 14-Nov-2016 Change Change % Previous Week
Open 0.7586 0.7529 -0.0057 -0.8% 0.7654
High 0.7606 0.7543 -0.0063 -0.8% 0.7754
Low 0.7504 0.7502 -0.0002 0.0% 0.7504
Close 0.7513 0.7522 0.0009 0.1% 0.7513
Range 0.0102 0.0041 -0.0061 -59.8% 0.0250
ATR 0.0081 0.0078 -0.0003 -3.5% 0.0000
Volume 629 486 -143 -22.7% 3,084
Daily Pivots for day following 14-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7645 0.7625 0.7545
R3 0.7604 0.7584 0.7533
R2 0.7563 0.7563 0.7530
R1 0.7543 0.7543 0.7526 0.7533
PP 0.7522 0.7522 0.7522 0.7517
S1 0.7502 0.7502 0.7518 0.7492
S2 0.7481 0.7481 0.7514
S3 0.7440 0.7461 0.7511
S4 0.7399 0.7420 0.7499
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.8340 0.8177 0.7650
R3 0.8090 0.7927 0.7582
R2 0.7840 0.7840 0.7559
R1 0.7677 0.7677 0.7536 0.7634
PP 0.7590 0.7590 0.7590 0.7569
S1 0.7427 0.7427 0.7490 0.7384
S2 0.7340 0.7340 0.7467
S3 0.7090 0.7177 0.7444
S4 0.6840 0.6927 0.7376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7754 0.7502 0.0252 3.4% 0.0118 1.6% 8% False True 672
10 0.7754 0.7502 0.0252 3.4% 0.0089 1.2% 8% False True 409
20 0.7754 0.7502 0.0252 3.4% 0.0075 1.0% 8% False True 353
40 0.7754 0.7481 0.0273 3.6% 0.0068 0.9% 15% False False 234
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0022
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7717
2.618 0.7650
1.618 0.7609
1.000 0.7584
0.618 0.7568
HIGH 0.7543
0.618 0.7527
0.500 0.7523
0.382 0.7518
LOW 0.7502
0.618 0.7477
1.000 0.7461
1.618 0.7436
2.618 0.7395
4.250 0.7328
Fisher Pivots for day following 14-Nov-2016
Pivot 1 day 3 day
R1 0.7523 0.7610
PP 0.7522 0.7581
S1 0.7522 0.7551

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

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