CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 27-Oct-2016
Day Change Summary
Previous Current
26-Oct-2016 27-Oct-2016 Change Change % Previous Week
Open 0.7620 0.7619 -0.0001 0.0% 0.7592
High 0.7683 0.7626 -0.0057 -0.7% 0.7707
Low 0.7613 0.7559 -0.0054 -0.7% 0.7556
Close 0.7614 0.7563 -0.0051 -0.7% 0.7578
Range 0.0070 0.0067 -0.0003 -4.3% 0.0151
ATR 0.0065 0.0065 0.0000 0.3% 0.0000
Volume 437 622 185 42.3% 1,438
Daily Pivots for day following 27-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.7784 0.7740 0.7600
R3 0.7717 0.7673 0.7581
R2 0.7650 0.7650 0.7575
R1 0.7606 0.7606 0.7569 0.7595
PP 0.7583 0.7583 0.7583 0.7577
S1 0.7539 0.7539 0.7557 0.7528
S2 0.7516 0.7516 0.7551
S3 0.7449 0.7472 0.7545
S4 0.7382 0.7405 0.7526
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 0.8067 0.7973 0.7661
R3 0.7916 0.7822 0.7620
R2 0.7765 0.7765 0.7606
R1 0.7671 0.7671 0.7592 0.7643
PP 0.7614 0.7614 0.7614 0.7599
S1 0.7520 0.7520 0.7564 0.7492
S2 0.7463 0.7463 0.7550
S3 0.7312 0.7369 0.7536
S4 0.7161 0.7218 0.7495
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7683 0.7559 0.0124 1.6% 0.0062 0.8% 3% False True 275
10 0.7707 0.7532 0.0175 2.3% 0.0066 0.9% 18% False False 303
20 0.7707 0.7481 0.0226 3.0% 0.0064 0.8% 36% False False 213
40 0.7707 0.7421 0.0286 3.8% 0.0061 0.8% 50% False False 132
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7911
2.618 0.7801
1.618 0.7734
1.000 0.7693
0.618 0.7667
HIGH 0.7626
0.618 0.7600
0.500 0.7593
0.382 0.7585
LOW 0.7559
0.618 0.7518
1.000 0.7492
1.618 0.7451
2.618 0.7384
4.250 0.7274
Fisher Pivots for day following 27-Oct-2016
Pivot 1 day 3 day
R1 0.7593 0.7621
PP 0.7583 0.7602
S1 0.7573 0.7582

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

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