CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 22-Nov-2016
Day Change Summary
Previous Current
21-Nov-2016 22-Nov-2016 Change Change % Previous Week
Open 0.7312 0.7350 0.0038 0.5% 0.7529
High 0.7361 0.7393 0.0032 0.4% 0.7558
Low 0.7293 0.7347 0.0054 0.7% 0.7312
Close 0.7336 0.7378 0.0042 0.6% 0.7323
Range 0.0068 0.0046 -0.0022 -32.4% 0.0246
ATR 0.0080 0.0079 -0.0002 -2.1% 0.0000
Volume 608 555 -53 -8.7% 3,834
Daily Pivots for day following 22-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7511 0.7490 0.7403
R3 0.7465 0.7444 0.7391
R2 0.7419 0.7419 0.7386
R1 0.7398 0.7398 0.7382 0.7409
PP 0.7373 0.7373 0.7373 0.7378
S1 0.7352 0.7352 0.7374 0.7363
S2 0.7327 0.7327 0.7370
S3 0.7281 0.7306 0.7365
S4 0.7235 0.7260 0.7353
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 0.7548 0.7293 0.0255 3.5% 0.0082 1.1% 33% False False 800
10 0.7748 0.7293 0.0455 6.2% 0.0098 1.3% 19% False False 747
20 0.7754 0.7293 0.0461 6.2% 0.0080 1.1% 18% False False 507
40 0.7754 0.7293 0.0461 6.2% 0.0072 1.0% 18% False False 338
60 0.7754 0.7293 0.0461 6.2% 0.0065 0.9% 18% False False 239
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 0.0019
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7589
2.618 0.7513
1.618 0.7467
1.000 0.7439
0.618 0.7421
HIGH 0.7393
0.618 0.7375
0.500 0.7370
0.382 0.7365
LOW 0.7347
0.618 0.7319
1.000 0.7301
1.618 0.7273
2.618 0.7227
4.250 0.7152
Fisher Pivots for day following 22-Nov-2016
Pivot 1 day 3 day
R1 0.7375 0.7367
PP 0.7373 0.7355
S1 0.7370 0.7344

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

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