CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 11-Jan-2017
Day Change Summary
Previous Current
10-Jan-2017 11-Jan-2017 Change Change % Previous Week
Open 0.7347 0.7353 0.0006 0.1% 0.7186
High 0.7373 0.7461 0.0088 1.2% 0.7346
Low 0.7319 0.7341 0.0022 0.3% 0.7180
Close 0.7357 0.7432 0.0075 1.0% 0.7293
Range 0.0054 0.0120 0.0066 122.2% 0.0166
ATR 0.0067 0.0071 0.0004 5.7% 0.0000
Volume 82,722 125,649 42,927 51.9% 374,241
Daily Pivots for day following 11-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7771 0.7722 0.7498
R3 0.7651 0.7602 0.7465
R2 0.7531 0.7531 0.7454
R1 0.7482 0.7482 0.7443 0.7507
PP 0.7411 0.7411 0.7411 0.7424
S1 0.7362 0.7362 0.7421 0.7387
S2 0.7291 0.7291 0.7410
S3 0.7171 0.7242 0.7399
S4 0.7051 0.7122 0.7366
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7771 0.7698 0.7384
R3 0.7605 0.7532 0.7339
R2 0.7439 0.7439 0.7323
R1 0.7366 0.7366 0.7308 0.7402
PP 0.7273 0.7273 0.7273 0.7291
S1 0.7200 0.7200 0.7278 0.7237
S2 0.7107 0.7107 0.7263
S3 0.6941 0.7034 0.7247
S4 0.6775 0.6868 0.7202
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7461 0.7262 0.0199 2.7% 0.0081 1.1% 85% True False 94,693
10 0.7461 0.7150 0.0311 4.2% 0.0068 0.9% 91% True False 80,323
20 0.7509 0.7146 0.0363 4.9% 0.0068 0.9% 79% False False 67,676
40 0.7558 0.7146 0.0412 5.5% 0.0071 0.9% 69% False False 34,936
60 0.7754 0.7146 0.0608 8.2% 0.0072 1.0% 47% False False 23,404
80 0.7754 0.7146 0.0608 8.2% 0.0069 0.9% 47% False False 17,579
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.7971
2.618 0.7775
1.618 0.7655
1.000 0.7581
0.618 0.7535
HIGH 0.7461
0.618 0.7415
0.500 0.7401
0.382 0.7387
LOW 0.7341
0.618 0.7267
1.000 0.7221
1.618 0.7147
2.618 0.7027
4.250 0.6831
Fisher Pivots for day following 11-Jan-2017
Pivot 1 day 3 day
R1 0.7422 0.7412
PP 0.7411 0.7392
S1 0.7401 0.7372

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

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