CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 09-Dec-2016
Day Change Summary
Previous Current
08-Dec-2016 09-Dec-2016 Change Change % Previous Week
Open 0.7468 0.7434 -0.0034 -0.5% 0.7397
High 0.7492 0.7479 -0.0013 -0.2% 0.7492
Low 0.7413 0.7420 0.0007 0.1% 0.7396
Close 0.7443 0.7438 -0.0005 -0.1% 0.7438
Range 0.0079 0.0059 -0.0020 -25.3% 0.0096
ATR 0.0076 0.0075 -0.0001 -1.6% 0.0000
Volume 4,562 8,482 3,920 85.9% 18,614
Daily Pivots for day following 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7623 0.7589 0.7470
R3 0.7564 0.7530 0.7454
R2 0.7505 0.7505 0.7449
R1 0.7471 0.7471 0.7443 0.7488
PP 0.7446 0.7446 0.7446 0.7454
S1 0.7412 0.7412 0.7433 0.7429
S2 0.7387 0.7387 0.7427
S3 0.7328 0.7353 0.7422
S4 0.7269 0.7294 0.7406
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7730 0.7680 0.7491
R3 0.7634 0.7584 0.7464
R2 0.7538 0.7538 0.7456
R1 0.7488 0.7488 0.7447 0.7513
PP 0.7442 0.7442 0.7442 0.7455
S1 0.7392 0.7392 0.7429 0.7417
S2 0.7346 0.7346 0.7420
S3 0.7250 0.7296 0.7412
S4 0.7154 0.7200 0.7385
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7492 0.7396 0.0096 1.3% 0.0068 0.9% 44% False False 3,722
10 0.7492 0.7352 0.0140 1.9% 0.0070 0.9% 61% False False 2,786
20 0.7606 0.7293 0.0313 4.2% 0.0075 1.0% 46% False False 1,782
40 0.7754 0.7293 0.0461 6.2% 0.0075 1.0% 31% False False 1,053
60 0.7754 0.7293 0.0461 6.2% 0.0069 0.9% 31% False False 732
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7730
2.618 0.7633
1.618 0.7574
1.000 0.7538
0.618 0.7515
HIGH 0.7479
0.618 0.7456
0.500 0.7450
0.382 0.7443
LOW 0.7420
0.618 0.7384
1.000 0.7361
1.618 0.7325
2.618 0.7266
4.250 0.7169
Fisher Pivots for day following 09-Dec-2016
Pivot 1 day 3 day
R1 0.7450 0.7446
PP 0.7446 0.7443
S1 0.7442 0.7441

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

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