CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 24-Jan-2017

Day Change Summary
	Previous	Current
	23-Jan-2017	24-Jan-2017	Change	Change %	Previous Week
Open	0.7552	0.7589	0.0037	0.5%	0.7477
High	0.7580	0.7601	0.0021	0.3%	0.7580
Low	0.7542	0.7544	0.0002	0.0%	0.7448
Close	0.7566	0.7571	0.0005	0.1%	0.7553
Range	0.0038	0.0057	0.0019	50.0%	0.0132
ATR	0.0071	0.0070	-0.0001	-1.4%	0.0000
Volume	76,301	80,965	4,664	6.1%	386,562

Daily Pivots for day following 24-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7743	0.7714	0.7602
R3	0.7686	0.7657	0.7587
R2	0.7629	0.7629	0.7581
R1	0.7600	0.7600	0.7576	0.7586
PP	0.7572	0.7572	0.7572	0.7565
S1	0.7543	0.7543	0.7566	0.7529
S2	0.7515	0.7515	0.7561
S3	0.7458	0.7486	0.7555
S4	0.7401	0.7429	0.7540

Weekly Pivots for week ending 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7923	0.7870	0.7626
R3	0.7791	0.7738	0.7589
R2	0.7659	0.7659	0.7577
R1	0.7606	0.7606	0.7565	0.7633
PP	0.7527	0.7527	0.7527	0.7540
S1	0.7474	0.7474	0.7541	0.7501
S2	0.7395	0.7395	0.7529
S3	0.7263	0.7342	0.7517
S4	0.7131	0.7210	0.7480

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7601	0.7484	0.0117	1.5%	0.0062	0.8%	74%	True	False	84,012
10	0.7601	0.7319	0.0282	3.7%	0.0074	1.0%	89%	True	False	95,019
20	0.7601	0.7146	0.0455	6.0%	0.0067	0.9%	93%	True	False	81,384
40	0.7601	0.7146	0.0455	6.0%	0.0070	0.9%	93%	True	False	53,337
60	0.7754	0.7146	0.0608	8.0%	0.0073	1.0%	70%	False	False	35,733
80	0.7754	0.7146	0.0608	8.0%	0.0071	0.9%	70%	False	False	26,846
100	0.7754	0.7146	0.0608	8.0%	0.0068	0.9%	70%	False	False	21,486

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	0.0018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7843
2.618	0.7750
1.618	0.7693
1.000	0.7658
0.618	0.7636
HIGH	0.7601
0.618	0.7579
0.500	0.7573
0.382	0.7566
LOW	0.7544
0.618	0.7509
1.000	0.7487
1.618	0.7452
2.618	0.7395
4.250	0.7302

Fisher Pivots for day following 24-Jan-2017
Pivot	1 day	3 day
R1	0.7573	0.7566
PP	0.7572	0.7560
S1	0.7572	0.7555

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols