CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 01-Feb-2017

Day Change Summary
	Previous	Current
	31-Jan-2017	01-Feb-2017	Change	Change %	Previous Week
Open	0.7551	0.7573	0.0022	0.3%	0.7552
High	0.7598	0.7590	-0.0008	-0.1%	0.7601
Low	0.7535	0.7544	0.0009	0.1%	0.7504
Close	0.7578	0.7582	0.0004	0.1%	0.7544
Range	0.0063	0.0046	-0.0017	-27.0%	0.0097
ATR	0.0067	0.0066	-0.0002	-2.3%	0.0000
Volume	96,492	76,514	-19,978	-20.7%	406,648

Daily Pivots for day following 01-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7710	0.7692	0.7607
R3	0.7664	0.7646	0.7595
R2	0.7618	0.7618	0.7590
R1	0.7600	0.7600	0.7586	0.7609
PP	0.7572	0.7572	0.7572	0.7577
S1	0.7554	0.7554	0.7578	0.7563
S2	0.7526	0.7526	0.7574
S3	0.7480	0.7508	0.7569
S4	0.7434	0.7462	0.7557

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7841	0.7789	0.7597
R3	0.7744	0.7692	0.7571
R2	0.7647	0.7647	0.7562
R1	0.7595	0.7595	0.7553	0.7573
PP	0.7550	0.7550	0.7550	0.7538
S1	0.7498	0.7498	0.7535	0.7476
S2	0.7453	0.7453	0.7526
S3	0.7356	0.7401	0.7517
S4	0.7259	0.7304	0.7491

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7598	0.7504	0.0094	1.2%	0.0054	0.7%	83%	False	False	73,990
10	0.7601	0.7484	0.0117	1.5%	0.0060	0.8%	84%	False	False	81,899
20	0.7601	0.7205	0.0396	5.2%	0.0070	0.9%	95%	False	False	89,236
40	0.7601	0.7146	0.0455	6.0%	0.0067	0.9%	96%	False	False	65,136
60	0.7754	0.7146	0.0608	8.0%	0.0073	1.0%	72%	False	False	43,750
80	0.7754	0.7146	0.0608	8.0%	0.0071	0.9%	72%	False	False	32,871
100	0.7754	0.7146	0.0608	8.0%	0.0069	0.9%	72%	False	False	26,312

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7786
2.618	0.7710
1.618	0.7664
1.000	0.7636
0.618	0.7618
HIGH	0.7590
0.618	0.7572
0.500	0.7567
0.382	0.7562
LOW	0.7544
0.618	0.7516
1.000	0.7498
1.618	0.7470
2.618	0.7424
4.250	0.7349

Fisher Pivots for day following 01-Feb-2017
Pivot	1 day	3 day
R1	0.7577	0.7575
PP	0.7572	0.7567
S1	0.7567	0.7560

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