CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 18-Nov-2016
Day Change Summary
Previous Current
17-Nov-2016 18-Nov-2016 Change Change % Previous Week
Open 0.7472 0.7382 -0.0090 -1.2% 0.7529
High 0.7479 0.7395 -0.0084 -1.1% 0.7558
Low 0.7376 0.7312 -0.0064 -0.9% 0.7312
Close 0.7391 0.7323 -0.0068 -0.9% 0.7323
Range 0.0103 0.0083 -0.0020 -19.4% 0.0246
ATR 0.0081 0.0081 0.0000 0.2% 0.0000
Volume 806 538 -268 -33.3% 3,834
Daily Pivots for day following 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7592 0.7541 0.7369
R3 0.7509 0.7458 0.7346
R2 0.7426 0.7426 0.7338
R1 0.7375 0.7375 0.7331 0.7359
PP 0.7343 0.7343 0.7343 0.7336
S1 0.7292 0.7292 0.7315 0.7276
S2 0.7260 0.7260 0.7308
S3 0.7177 0.7209 0.7300
S4 0.7094 0.7126 0.7277
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.8136 0.7975 0.7458
R3 0.7890 0.7729 0.7391
R2 0.7644 0.7644 0.7368
R1 0.7483 0.7483 0.7346 0.7441
PP 0.7398 0.7398 0.7398 0.7376
S1 0.7237 0.7237 0.7300 0.7195
S2 0.7152 0.7152 0.7278
S3 0.6906 0.6991 0.7255
S4 0.6660 0.6745 0.7188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7558 0.7312 0.0246 3.4% 0.0081 1.1% 4% False True 766
10 0.7754 0.7312 0.0442 6.0% 0.0102 1.4% 2% False True 691
20 0.7754 0.7312 0.0442 6.0% 0.0079 1.1% 2% False True 461
40 0.7754 0.7312 0.0442 6.0% 0.0072 1.0% 2% False True 312
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7748
2.618 0.7612
1.618 0.7529
1.000 0.7478
0.618 0.7446
HIGH 0.7395
0.618 0.7363
0.500 0.7354
0.382 0.7344
LOW 0.7312
0.618 0.7261
1.000 0.7229
1.618 0.7178
2.618 0.7095
4.250 0.6959
Fisher Pivots for day following 18-Nov-2016
Pivot 1 day 3 day
R1 0.7354 0.7430
PP 0.7343 0.7394
S1 0.7333 0.7359

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

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