CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 30-Jan-2017

Day Change Summary
	Previous	Current
	27-Jan-2017	30-Jan-2017	Change	Change %	Previous Week
Open	0.7522	0.7550	0.0028	0.4%	0.7552
High	0.7566	0.7559	-0.0007	-0.1%	0.7601
Low	0.7504	0.7521	0.0017	0.2%	0.7504
Close	0.7544	0.7546	0.0002	0.0%	0.7544
Range	0.0062	0.0038	-0.0024	-38.7%	0.0097
ATR	0.0070	0.0068	-0.0002	-3.3%	0.0000
Volume	71,998	60,218	-11,780	-16.4%	406,648

Daily Pivots for day following 30-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7656	0.7639	0.7567
R3	0.7618	0.7601	0.7556
R2	0.7580	0.7580	0.7553
R1	0.7563	0.7563	0.7549	0.7553
PP	0.7542	0.7542	0.7542	0.7537
S1	0.7525	0.7525	0.7543	0.7514
S2	0.7504	0.7504	0.7539
S3	0.7466	0.7487	0.7536
S4	0.7428	0.7449	0.7525

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7841	0.7789	0.7597
R3	0.7744	0.7692	0.7571
R2	0.7647	0.7647	0.7562
R1	0.7595	0.7595	0.7553	0.7573
PP	0.7550	0.7550	0.7550	0.7538
S1	0.7498	0.7498	0.7535	0.7476
S2	0.7453	0.7453	0.7526
S3	0.7356	0.7401	0.7517
S4	0.7259	0.7304	0.7491

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7601	0.7504	0.0097	1.3%	0.0060	0.8%	43%	False	False	78,113
10	0.7601	0.7448	0.0153	2.0%	0.0067	0.9%	64%	False	False	85,342
20	0.7601	0.7180	0.0421	5.6%	0.0070	0.9%	87%	False	False	87,671
40	0.7601	0.7146	0.0455	6.0%	0.0068	0.9%	88%	False	False	60,876
60	0.7754	0.7146	0.0608	8.1%	0.0073	1.0%	66%	False	False	40,868
80	0.7754	0.7146	0.0608	8.1%	0.0071	0.9%	66%	False	False	30,711
100	0.7754	0.7146	0.0608	8.1%	0.0069	0.9%	66%	False	False	24,582

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7721
2.618	0.7658
1.618	0.7620
1.000	0.7597
0.618	0.7582
HIGH	0.7559
0.618	0.7544
0.500	0.7540
0.382	0.7536
LOW	0.7521
0.618	0.7498
1.000	0.7483
1.618	0.7460
2.618	0.7422
4.250	0.7359

Fisher Pivots for day following 30-Jan-2017
Pivot	1 day	3 day
R1	0.7544	0.7544
PP	0.7542	0.7542
S1	0.7540	0.7541

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