CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 15-Nov-2016
Day Change Summary
Previous Current
14-Nov-2016 15-Nov-2016 Change Change % Previous Week
Open 0.7529 0.7550 0.0021 0.3% 0.7654
High 0.7543 0.7558 0.0015 0.2% 0.7754
Low 0.7502 0.7487 -0.0015 -0.2% 0.7504
Close 0.7522 0.7528 0.0006 0.1% 0.7513
Range 0.0041 0.0071 0.0030 73.2% 0.0250
ATR 0.0078 0.0077 0.0000 -0.6% 0.0000
Volume 486 507 21 4.3% 3,084
Daily Pivots for day following 15-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7737 0.7704 0.7567
R3 0.7666 0.7633 0.7548
R2 0.7595 0.7595 0.7541
R1 0.7562 0.7562 0.7535 0.7543
PP 0.7524 0.7524 0.7524 0.7515
S1 0.7491 0.7491 0.7521 0.7472
S2 0.7453 0.7453 0.7515
S3 0.7382 0.7420 0.7508
S4 0.7311 0.7349 0.7489
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 0.7748 0.7487 0.0261 3.5% 0.0115 1.5% 16% False True 694
10 0.7754 0.7487 0.0267 3.5% 0.0088 1.2% 15% False True 423
20 0.7754 0.7487 0.0267 3.5% 0.0077 1.0% 15% False True 368
40 0.7754 0.7481 0.0273 3.6% 0.0069 0.9% 17% False False 246
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7860
2.618 0.7744
1.618 0.7673
1.000 0.7629
0.618 0.7602
HIGH 0.7558
0.618 0.7531
0.500 0.7523
0.382 0.7514
LOW 0.7487
0.618 0.7443
1.000 0.7416
1.618 0.7372
2.618 0.7301
4.250 0.7185
Fisher Pivots for day following 15-Nov-2016
Pivot 1 day 3 day
R1 0.7526 0.7547
PP 0.7524 0.7540
S1 0.7523 0.7534

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

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