CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 29-Nov-2016
Day Change Summary
Previous Current
28-Nov-2016 29-Nov-2016 Change Change % Previous Week
Open 0.7421 0.7472 0.0051 0.7% 0.7312
High 0.7474 0.7478 0.0004 0.1% 0.7449
Low 0.7415 0.7414 -0.0001 0.0% 0.7293
Close 0.7456 0.7470 0.0014 0.2% 0.7408
Range 0.0059 0.0064 0.0005 8.5% 0.0156
ATR 0.0079 0.0078 -0.0001 -1.3% 0.0000
Volume 866 1,284 418 48.3% 3,320
Daily Pivots for day following 29-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7646 0.7622 0.7505
R3 0.7582 0.7558 0.7488
R2 0.7518 0.7518 0.7482
R1 0.7494 0.7494 0.7476 0.7474
PP 0.7454 0.7454 0.7454 0.7444
S1 0.7430 0.7430 0.7464 0.7410
S2 0.7390 0.7390 0.7458
S3 0.7326 0.7366 0.7452
S4 0.7262 0.7302 0.7435
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 0.7851 0.7786 0.7494
R3 0.7695 0.7630 0.7451
R2 0.7539 0.7539 0.7437
R1 0.7474 0.7474 0.7422 0.7507
PP 0.7383 0.7383 0.7383 0.7400
S1 0.7318 0.7318 0.7394 0.7351
S2 0.7227 0.7227 0.7379
S3 0.7071 0.7162 0.7365
S4 0.6915 0.7006 0.7322
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7478 0.7346 0.0132 1.8% 0.0068 0.9% 94% True False 972
10 0.7558 0.7293 0.0265 3.5% 0.0078 1.0% 67% False False 881
20 0.7754 0.7293 0.0461 6.2% 0.0083 1.1% 38% False False 645
40 0.7754 0.7293 0.0461 6.2% 0.0073 1.0% 38% False False 437
60 0.7754 0.7293 0.0461 6.2% 0.0069 0.9% 38% False False 311
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7750
2.618 0.7646
1.618 0.7582
1.000 0.7542
0.618 0.7518
HIGH 0.7478
0.618 0.7454
0.500 0.7446
0.382 0.7438
LOW 0.7414
0.618 0.7374
1.000 0.7350
1.618 0.7310
2.618 0.7246
4.250 0.7142
Fisher Pivots for day following 29-Nov-2016
Pivot 1 day 3 day
R1 0.7462 0.7451
PP 0.7454 0.7431
S1 0.7446 0.7412

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

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