CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 13-Dec-2016
Day Change Summary
Previous Current
12-Dec-2016 13-Dec-2016 Change Change % Previous Week
Open 0.7425 0.7480 0.0055 0.7% 0.7397
High 0.7490 0.7509 0.0019 0.3% 0.7492
Low 0.7422 0.7460 0.0038 0.5% 0.7396
Close 0.7471 0.7481 0.0010 0.1% 0.7438
Range 0.0068 0.0049 -0.0019 -27.9% 0.0096
ATR 0.0074 0.0072 -0.0002 -2.4% 0.0000
Volume 8,913 20,628 11,715 131.4% 18,614
Daily Pivots for day following 13-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7630 0.7605 0.7508
R3 0.7581 0.7556 0.7494
R2 0.7532 0.7532 0.7490
R1 0.7507 0.7507 0.7485 0.7520
PP 0.7483 0.7483 0.7483 0.7490
S1 0.7458 0.7458 0.7477 0.7471
S2 0.7434 0.7434 0.7472
S3 0.7385 0.7409 0.7468
S4 0.7336 0.7360 0.7454
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 0.7509 0.7400 0.0109 1.5% 0.0064 0.9% 74% True False 9,027
10 0.7509 0.7352 0.0157 2.1% 0.0069 0.9% 82% True False 5,525
20 0.7558 0.7293 0.0265 3.5% 0.0073 1.0% 71% False False 3,203
40 0.7754 0.7293 0.0461 6.2% 0.0074 1.0% 41% False False 1,778
60 0.7754 0.7293 0.0461 6.2% 0.0070 0.9% 41% False False 1,224
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7717
2.618 0.7637
1.618 0.7588
1.000 0.7558
0.618 0.7539
HIGH 0.7509
0.618 0.7490
0.500 0.7485
0.382 0.7479
LOW 0.7460
0.618 0.7430
1.000 0.7411
1.618 0.7381
2.618 0.7332
4.250 0.7252
Fisher Pivots for day following 13-Dec-2016
Pivot 1 day 3 day
R1 0.7485 0.7476
PP 0.7483 0.7470
S1 0.7482 0.7465

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

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