CME Australian Dollar Future March 2016

Trading Metrics calculated at close of trading on 17-Nov-2015

Day Change Summary
	Previous	Current
	16-Nov-2015	17-Nov-2015	Change	Change %	Previous Week
Open	0.7070	0.7051	-0.0019	-0.3%	0.6986
High	0.7088	0.7096	0.0008	0.1%	0.7114
Low	0.7038	0.7030	-0.0008	-0.1%	0.6973
Close	0.7049	0.7077	0.0028	0.4%	0.7086
Range	0.0050	0.0066	0.0016	32.0%	0.0141
ATR	0.0072	0.0072	0.0000	-0.6%	0.0000
Volume	422	505	83	19.7%	1,647

Daily Pivots for day following 17-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7266	0.7237	0.7113
R3	0.7200	0.7171	0.7095
R2	0.7134	0.7134	0.7089
R1	0.7105	0.7105	0.7083	0.7120
PP	0.7068	0.7068	0.7068	0.7075
S1	0.7039	0.7039	0.7071	0.7054
S2	0.7002	0.7002	0.7065
S3	0.6936	0.6973	0.7059
S4	0.6870	0.6907	0.7041

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	0.7481	0.7424	0.7164
R3	0.7340	0.7283	0.7125
R2	0.7199	0.7199	0.7112
R1	0.7142	0.7142	0.7099	0.7171
PP	0.7058	0.7058	0.7058	0.7072
S1	0.7001	0.7001	0.7073	0.7030
S2	0.6917	0.6917	0.7060
S3	0.6776	0.6860	0.7047
S4	0.6635	0.6719	0.7008

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7114	0.6985	0.0129	1.8%	0.0060	0.9%	71%	False	False	467
10	0.7175	0.6973	0.0202	2.9%	0.0066	0.9%	51%	False	False	335
20	0.7246	0.6973	0.0273	3.9%	0.0067	0.9%	38%	False	False	311
40	0.7323	0.6880	0.0443	6.3%	0.0072	1.0%	44%	False	False	210
60	0.7323	0.6850	0.0473	6.7%	0.0070	1.0%	48%	False	False	146
80	0.7347	0.6850	0.0497	7.0%	0.0067	0.9%	46%	False	False	110
100	0.7620	0.6850	0.0770	10.9%	0.0061	0.9%	29%	False	False	88

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7377
2.618	0.7269
1.618	0.7203
1.000	0.7162
0.618	0.7137
HIGH	0.7096
0.618	0.7071
0.500	0.7063
0.382	0.7055
LOW	0.7030
0.618	0.6989
1.000	0.6964
1.618	0.6923
2.618	0.6857
4.250	0.6750

Fisher Pivots for day following 17-Nov-2015
Pivot	1 day	3 day
R1	0.7072	0.7075
PP	0.7068	0.7074
S1	0.7063	0.7072

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols