CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 23-Nov-2016
Day Change Summary
Previous Current
22-Nov-2016 23-Nov-2016 Change Change % Previous Week
Open 0.7350 0.7385 0.0035 0.5% 0.7529
High 0.7393 0.7425 0.0032 0.4% 0.7558
Low 0.7347 0.7355 0.0008 0.1% 0.7312
Close 0.7378 0.7368 -0.0010 -0.1% 0.7323
Range 0.0046 0.0070 0.0024 52.2% 0.0246
ATR 0.0079 0.0078 -0.0001 -0.8% 0.0000
Volume 555 781 226 40.7% 3,834
Daily Pivots for day following 23-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7593 0.7550 0.7407
R3 0.7523 0.7480 0.7387
R2 0.7453 0.7453 0.7381
R1 0.7410 0.7410 0.7374 0.7397
PP 0.7383 0.7383 0.7383 0.7376
S1 0.7340 0.7340 0.7362 0.7327
S2 0.7313 0.7313 0.7355
S3 0.7243 0.7270 0.7349
S4 0.7173 0.7200 0.7330
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 0.7479 0.7293 0.0186 2.5% 0.0074 1.0% 40% False False 657
10 0.7718 0.7293 0.0425 5.8% 0.0086 1.2% 18% False False 704
20 0.7754 0.7293 0.0461 6.3% 0.0080 1.1% 16% False False 524
40 0.7754 0.7293 0.0461 6.3% 0.0072 1.0% 16% False False 355
60 0.7754 0.7293 0.0461 6.3% 0.0066 0.9% 16% False False 252
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7723
2.618 0.7608
1.618 0.7538
1.000 0.7495
0.618 0.7468
HIGH 0.7425
0.618 0.7398
0.500 0.7390
0.382 0.7382
LOW 0.7355
0.618 0.7312
1.000 0.7285
1.618 0.7242
2.618 0.7172
4.250 0.7058
Fisher Pivots for day following 23-Nov-2016
Pivot 1 day 3 day
R1 0.7390 0.7365
PP 0.7383 0.7362
S1 0.7375 0.7359

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

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