CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 06-Dec-2016
Day Change Summary
Previous Current
05-Dec-2016 06-Dec-2016 Change Change % Previous Week
Open 0.7397 0.7455 0.0058 0.8% 0.7421
High 0.7480 0.7464 -0.0016 -0.2% 0.7478
Low 0.7396 0.7415 0.0019 0.3% 0.7352
Close 0.7460 0.7440 -0.0020 -0.3% 0.7427
Range 0.0084 0.0049 -0.0035 -41.7% 0.0126
ATR 0.0078 0.0076 -0.0002 -2.7% 0.0000
Volume 1,511 1,505 -6 -0.4% 9,247
Daily Pivots for day following 06-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7587 0.7562 0.7467
R3 0.7538 0.7513 0.7453
R2 0.7489 0.7489 0.7449
R1 0.7464 0.7464 0.7444 0.7452
PP 0.7440 0.7440 0.7440 0.7434
S1 0.7415 0.7415 0.7436 0.7403
S2 0.7391 0.7391 0.7431
S3 0.7342 0.7366 0.7427
S4 0.7293 0.7317 0.7413
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7797 0.7738 0.7496
R3 0.7671 0.7612 0.7462
R2 0.7545 0.7545 0.7450
R1 0.7486 0.7486 0.7439 0.7516
PP 0.7419 0.7419 0.7419 0.7434
S1 0.7360 0.7360 0.7415 0.7390
S2 0.7293 0.7293 0.7404
S3 0.7167 0.7234 0.7392
S4 0.7041 0.7108 0.7358
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7480 0.7352 0.0128 1.7% 0.0074 1.0% 69% False False 2,022
10 0.7480 0.7346 0.0134 1.8% 0.0071 1.0% 70% False False 1,497
20 0.7754 0.7293 0.0461 6.2% 0.0087 1.2% 32% False False 1,114
40 0.7754 0.7293 0.0461 6.2% 0.0075 1.0% 32% False False 679
60 0.7754 0.7293 0.0461 6.2% 0.0069 0.9% 32% False False 473
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7672
2.618 0.7592
1.618 0.7543
1.000 0.7513
0.618 0.7494
HIGH 0.7464
0.618 0.7445
0.500 0.7440
0.382 0.7434
LOW 0.7415
0.618 0.7385
1.000 0.7366
1.618 0.7336
2.618 0.7287
4.250 0.7207
Fisher Pivots for day following 06-Dec-2016
Pivot 1 day 3 day
R1 0.7440 0.7437
PP 0.7440 0.7434
S1 0.7440 0.7432

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

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