CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 28-Dec-2016
Day Change Summary
Previous Current
27-Dec-2016 28-Dec-2016 Change Change % Previous Week
Open 0.7170 0.7173 0.0003 0.0% 0.7266
High 0.7183 0.7207 0.0024 0.3% 0.7298
Low 0.7159 0.7150 -0.0009 -0.1% 0.7146
Close 0.7172 0.7171 -0.0001 0.0% 0.7156
Range 0.0024 0.0057 0.0033 137.5% 0.0152
ATR 0.0069 0.0068 -0.0001 -1.3% 0.0000
Volume 27,283 49,147 21,864 80.1% 313,053
Daily Pivots for day following 28-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7347 0.7316 0.7202
R3 0.7290 0.7259 0.7187
R2 0.7233 0.7233 0.7181
R1 0.7202 0.7202 0.7176 0.7189
PP 0.7176 0.7176 0.7176 0.7170
S1 0.7145 0.7145 0.7166 0.7132
S2 0.7119 0.7119 0.7161
S3 0.7062 0.7088 0.7155
S4 0.7005 0.7031 0.7140
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7656 0.7558 0.7240
R3 0.7504 0.7406 0.7198
R2 0.7352 0.7352 0.7184
R1 0.7254 0.7254 0.7170 0.7227
PP 0.7200 0.7200 0.7200 0.7187
S1 0.7102 0.7102 0.7142 0.7075
S2 0.7048 0.7048 0.7128
S3 0.6896 0.6950 0.7114
S4 0.6744 0.6798 0.7072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7264 0.7146 0.0118 1.6% 0.0051 0.7% 21% False False 50,389
10 0.7509 0.7146 0.0363 5.1% 0.0069 1.0% 7% False False 57,881
20 0.7509 0.7146 0.0363 5.1% 0.0069 1.0% 7% False False 31,703
40 0.7754 0.7146 0.0608 8.5% 0.0076 1.1% 4% False False 16,174
60 0.7754 0.7146 0.0608 8.5% 0.0072 1.0% 4% False False 10,859
80 0.7754 0.7146 0.0608 8.5% 0.0069 1.0% 4% False False 8,159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7449
2.618 0.7356
1.618 0.7299
1.000 0.7264
0.618 0.7242
HIGH 0.7207
0.618 0.7185
0.500 0.7179
0.382 0.7172
LOW 0.7150
0.618 0.7115
1.000 0.7093
1.618 0.7058
2.618 0.7001
4.250 0.6908
Fisher Pivots for day following 28-Dec-2016
Pivot 1 day 3 day
R1 0.7179 0.7180
PP 0.7176 0.7177
S1 0.7174 0.7174

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

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