CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 29-Dec-2016
Day Change Summary
Previous Current
28-Dec-2016 29-Dec-2016 Change Change % Previous Week
Open 0.7173 0.7169 -0.0004 -0.1% 0.7266
High 0.7207 0.7211 0.0004 0.1% 0.7298
Low 0.7150 0.7165 0.0015 0.2% 0.7146
Close 0.7171 0.7195 0.0024 0.3% 0.7156
Range 0.0057 0.0046 -0.0011 -19.3% 0.0152
ATR 0.0068 0.0067 -0.0002 -2.3% 0.0000
Volume 49,147 52,077 2,930 6.0% 313,053
Daily Pivots for day following 29-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7328 0.7308 0.7220
R3 0.7282 0.7262 0.7208
R2 0.7236 0.7236 0.7203
R1 0.7216 0.7216 0.7199 0.7226
PP 0.7190 0.7190 0.7190 0.7196
S1 0.7170 0.7170 0.7191 0.7180
S2 0.7144 0.7144 0.7187
S3 0.7098 0.7124 0.7182
S4 0.7052 0.7078 0.7170
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 0.7244 0.7146 0.0098 1.4% 0.0051 0.7% 50% False False 49,960
10 0.7416 0.7146 0.0270 3.8% 0.0061 0.8% 18% False False 58,562
20 0.7509 0.7146 0.0363 5.0% 0.0066 0.9% 13% False False 34,081
40 0.7754 0.7146 0.0608 8.5% 0.0075 1.0% 8% False False 17,467
60 0.7754 0.7146 0.0608 8.5% 0.0071 1.0% 8% False False 11,725
80 0.7754 0.7146 0.0608 8.5% 0.0068 0.9% 8% False False 8,810
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7407
2.618 0.7331
1.618 0.7285
1.000 0.7257
0.618 0.7239
HIGH 0.7211
0.618 0.7193
0.500 0.7188
0.382 0.7183
LOW 0.7165
0.618 0.7137
1.000 0.7119
1.618 0.7091
2.618 0.7045
4.250 0.6970
Fisher Pivots for day following 29-Dec-2016
Pivot 1 day 3 day
R1 0.7193 0.7190
PP 0.7190 0.7185
S1 0.7188 0.7181

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

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