CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 21-Nov-2016
Day Change Summary
Previous Current
18-Nov-2016 21-Nov-2016 Change Change % Previous Week
Open 0.7382 0.7312 -0.0070 -0.9% 0.7529
High 0.7395 0.7361 -0.0034 -0.5% 0.7558
Low 0.7312 0.7293 -0.0019 -0.3% 0.7312
Close 0.7323 0.7336 0.0013 0.2% 0.7323
Range 0.0083 0.0068 -0.0015 -18.1% 0.0246
ATR 0.0081 0.0080 -0.0001 -1.2% 0.0000
Volume 538 608 70 13.0% 3,834
Daily Pivots for day following 21-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7534 0.7503 0.7373
R3 0.7466 0.7435 0.7355
R2 0.7398 0.7398 0.7348
R1 0.7367 0.7367 0.7342 0.7383
PP 0.7330 0.7330 0.7330 0.7338
S1 0.7299 0.7299 0.7330 0.7315
S2 0.7262 0.7262 0.7324
S3 0.7194 0.7231 0.7317
S4 0.7126 0.7163 0.7299
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 0.7293 0.0265 3.6% 0.0087 1.2% 16% False True 791
10 0.7754 0.7293 0.0461 6.3% 0.0102 1.4% 9% False True 731
20 0.7754 0.7293 0.0461 6.3% 0.0080 1.1% 9% False True 489
40 0.7754 0.7293 0.0461 6.3% 0.0072 1.0% 9% False True 327
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7650
2.618 0.7539
1.618 0.7471
1.000 0.7429
0.618 0.7403
HIGH 0.7361
0.618 0.7335
0.500 0.7327
0.382 0.7319
LOW 0.7293
0.618 0.7251
1.000 0.7225
1.618 0.7183
2.618 0.7115
4.250 0.7004
Fisher Pivots for day following 21-Nov-2016
Pivot 1 day 3 day
R1 0.7333 0.7386
PP 0.7330 0.7369
S1 0.7327 0.7353

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

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