CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 26-Jan-2017
Day Change Summary
Previous Current
25-Jan-2017 26-Jan-2017 Change Change % Previous Week
Open 0.7576 0.7565 -0.0011 -0.1% 0.7477
High 0.7590 0.7577 -0.0013 -0.2% 0.7580
Low 0.7508 0.7514 0.0006 0.1% 0.7448
Close 0.7551 0.7544 -0.0007 -0.1% 0.7553
Range 0.0082 0.0063 -0.0019 -23.2% 0.0132
ATR 0.0071 0.0070 -0.0001 -0.8% 0.0000
Volume 112,655 64,729 -47,926 -42.5% 386,562
Daily Pivots for day following 26-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7734 0.7702 0.7579
R3 0.7671 0.7639 0.7561
R2 0.7608 0.7608 0.7556
R1 0.7576 0.7576 0.7550 0.7561
PP 0.7545 0.7545 0.7545 0.7537
S1 0.7513 0.7513 0.7538 0.7498
S2 0.7482 0.7482 0.7532
S3 0.7419 0.7450 0.7527
S4 0.7356 0.7387 0.7509
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 0.7508 0.0093 1.2% 0.0062 0.8% 39% False False 83,515
10 0.7601 0.7419 0.0182 2.4% 0.0072 0.9% 69% False False 91,920
20 0.7601 0.7150 0.0451 6.0% 0.0070 0.9% 87% False False 86,121
40 0.7601 0.7146 0.0455 6.0% 0.0070 0.9% 87% False False 57,715
60 0.7754 0.7146 0.0608 8.1% 0.0074 1.0% 65% False False 38,675
80 0.7754 0.7146 0.0608 8.1% 0.0071 0.9% 65% False False 29,061
100 0.7754 0.7146 0.0608 8.1% 0.0069 0.9% 65% False False 23,260
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7845
2.618 0.7742
1.618 0.7679
1.000 0.7640
0.618 0.7616
HIGH 0.7577
0.618 0.7553
0.500 0.7546
0.382 0.7538
LOW 0.7514
0.618 0.7475
1.000 0.7451
1.618 0.7412
2.618 0.7349
4.250 0.7246
Fisher Pivots for day following 26-Jan-2017
Pivot 1 day 3 day
R1 0.7546 0.7555
PP 0.7545 0.7551
S1 0.7545 0.7548

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

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