CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 12-Dec-2016
Day Change Summary
Previous Current
09-Dec-2016 12-Dec-2016 Change Change % Previous Week
Open 0.7434 0.7425 -0.0009 -0.1% 0.7397
High 0.7479 0.7490 0.0011 0.1% 0.7492
Low 0.7420 0.7422 0.0002 0.0% 0.7396
Close 0.7438 0.7471 0.0033 0.4% 0.7438
Range 0.0059 0.0068 0.0009 15.3% 0.0096
ATR 0.0075 0.0074 0.0000 -0.6% 0.0000
Volume 8,482 8,913 431 5.1% 18,614
Daily Pivots for day following 12-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7665 0.7636 0.7508
R3 0.7597 0.7568 0.7490
R2 0.7529 0.7529 0.7483
R1 0.7500 0.7500 0.7477 0.7514
PP 0.7461 0.7461 0.7461 0.7468
S1 0.7432 0.7432 0.7465 0.7447
S2 0.7393 0.7393 0.7459
S3 0.7325 0.7364 0.7452
S4 0.7257 0.7296 0.7434
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 0.7400 0.0092 1.2% 0.0064 0.9% 77% False False 5,203
10 0.7492 0.7352 0.0140 1.9% 0.0071 0.9% 85% False False 3,590
20 0.7558 0.7293 0.0265 3.5% 0.0073 1.0% 67% False False 2,196
40 0.7754 0.7293 0.0461 6.2% 0.0074 1.0% 39% False False 1,269
60 0.7754 0.7293 0.0461 6.2% 0.0070 0.9% 39% False False 880
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7779
2.618 0.7668
1.618 0.7600
1.000 0.7558
0.618 0.7532
HIGH 0.7490
0.618 0.7464
0.500 0.7456
0.382 0.7448
LOW 0.7422
0.618 0.7380
1.000 0.7354
1.618 0.7312
2.618 0.7244
4.250 0.7133
Fisher Pivots for day following 12-Dec-2016
Pivot 1 day 3 day
R1 0.7466 0.7465
PP 0.7461 0.7459
S1 0.7456 0.7453

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

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