CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 17-Nov-2016
Day Change Summary
Previous Current
16-Nov-2016 17-Nov-2016 Change Change % Previous Week
Open 0.7537 0.7472 -0.0065 -0.9% 0.7654
High 0.7548 0.7479 -0.0069 -0.9% 0.7754
Low 0.7440 0.7376 -0.0064 -0.9% 0.7504
Close 0.7460 0.7391 -0.0069 -0.9% 0.7513
Range 0.0108 0.0103 -0.0005 -4.6% 0.0250
ATR 0.0079 0.0081 0.0002 2.1% 0.0000
Volume 1,497 806 -691 -46.2% 3,084
Daily Pivots for day following 17-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7724 0.7661 0.7448
R3 0.7621 0.7558 0.7419
R2 0.7518 0.7518 0.7410
R1 0.7455 0.7455 0.7400 0.7435
PP 0.7415 0.7415 0.7415 0.7406
S1 0.7352 0.7352 0.7382 0.7332
S2 0.7312 0.7312 0.7372
S3 0.7209 0.7249 0.7363
S4 0.7106 0.7146 0.7334
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 0.7606 0.7376 0.0230 3.1% 0.0085 1.2% 7% False True 785
10 0.7754 0.7376 0.0378 5.1% 0.0098 1.3% 4% False True 642
20 0.7754 0.7376 0.0378 5.1% 0.0078 1.1% 4% False True 438
40 0.7754 0.7376 0.0378 5.1% 0.0071 1.0% 4% False True 299
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7917
2.618 0.7749
1.618 0.7646
1.000 0.7582
0.618 0.7543
HIGH 0.7479
0.618 0.7440
0.500 0.7428
0.382 0.7415
LOW 0.7376
0.618 0.7312
1.000 0.7273
1.618 0.7209
2.618 0.7106
4.250 0.6938
Fisher Pivots for day following 17-Nov-2016
Pivot 1 day 3 day
R1 0.7428 0.7467
PP 0.7415 0.7442
S1 0.7403 0.7416

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

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