CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 16-Dec-2016
Day Change Summary
Previous Current
15-Dec-2016 16-Dec-2016 Change Change % Previous Week
Open 0.7385 0.7346 -0.0039 -0.5% 0.7425
High 0.7416 0.7355 -0.0061 -0.8% 0.7509
Low 0.7322 0.7251 -0.0071 -1.0% 0.7251
Close 0.7350 0.7278 -0.0072 -1.0% 0.7278
Range 0.0094 0.0104 0.0010 10.6% 0.0258
ATR 0.0078 0.0080 0.0002 2.4% 0.0000
Volume 52,922 91,140 38,218 72.2% 218,870
Daily Pivots for day following 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7607 0.7546 0.7335
R3 0.7503 0.7442 0.7307
R2 0.7399 0.7399 0.7297
R1 0.7338 0.7338 0.7288 0.7317
PP 0.7295 0.7295 0.7295 0.7284
S1 0.7234 0.7234 0.7268 0.7213
S2 0.7191 0.7191 0.7259
S3 0.7087 0.7130 0.7249
S4 0.6983 0.7026 0.7221
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8120 0.7957 0.7420
R3 0.7862 0.7699 0.7349
R2 0.7604 0.7604 0.7325
R1 0.7441 0.7441 0.7302 0.7394
PP 0.7346 0.7346 0.7346 0.7322
S1 0.7183 0.7183 0.7254 0.7135
S2 0.7088 0.7088 0.7231
S3 0.6830 0.6925 0.7207
S4 0.6572 0.6667 0.7136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7509 0.7251 0.0258 3.5% 0.0089 1.2% 10% False True 43,774
10 0.7509 0.7251 0.0258 3.5% 0.0078 1.1% 10% False True 23,748
20 0.7509 0.7251 0.0258 3.5% 0.0076 1.0% 10% False True 12,529
40 0.7754 0.7251 0.0503 6.9% 0.0077 1.1% 5% False True 6,483
60 0.7754 0.7251 0.0503 6.9% 0.0072 1.0% 5% False True 4,376
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7797
2.618 0.7627
1.618 0.7523
1.000 0.7459
0.618 0.7419
HIGH 0.7355
0.618 0.7315
0.500 0.7303
0.382 0.7291
LOW 0.7251
0.618 0.7187
1.000 0.7147
1.618 0.7083
2.618 0.6979
4.250 0.6809
Fisher Pivots for day following 16-Dec-2016
Pivot 1 day 3 day
R1 0.7303 0.7380
PP 0.7295 0.7346
S1 0.7286 0.7312

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

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