CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 21-Feb-2017

Day Change Summary
	Previous	Current
	17-Feb-2017	21-Feb-2017	Change	Change %	Previous Week
Open	0.7691	0.7670	-0.0021	-0.3%	0.7662
High	0.7709	0.7688	-0.0021	-0.3%	0.7731
Low	0.7652	0.7646	-0.0006	-0.1%	0.7613
Close	0.7655	0.7680	0.0025	0.3%	0.7655
Range	0.0057	0.0042	-0.0015	-26.3%	0.0118
ATR	0.0066	0.0064	-0.0002	-2.6%	0.0000
Volume	63,156	74,475	11,319	17.9%	389,300

Daily Pivots for day following 21-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7797	0.7781	0.7703
R3	0.7755	0.7739	0.7692
R2	0.7713	0.7713	0.7688
R1	0.7697	0.7697	0.7684	0.7705
PP	0.7671	0.7671	0.7671	0.7676
S1	0.7655	0.7655	0.7676	0.7663
S2	0.7629	0.7629	0.7672
S3	0.7587	0.7613	0.7668
S4	0.7545	0.7571	0.7657

Weekly Pivots for week ending 17-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8020	0.7956	0.7720
R3	0.7902	0.7838	0.7687
R2	0.7784	0.7784	0.7677
R1	0.7720	0.7720	0.7666	0.7693
PP	0.7666	0.7666	0.7666	0.7653
S1	0.7602	0.7602	0.7644	0.7575
S2	0.7548	0.7548	0.7633
S3	0.7430	0.7484	0.7623
S4	0.7312	0.7366	0.7590

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7731	0.7613	0.0118	1.5%	0.0062	0.8%	57%	False	False	81,397
10	0.7731	0.7599	0.0132	1.7%	0.0062	0.8%	61%	False	False	76,906
20	0.7731	0.7504	0.0227	3.0%	0.0064	0.8%	78%	False	False	79,792
40	0.7731	0.7146	0.0585	7.6%	0.0065	0.9%	91%	False	False	80,212
60	0.7731	0.7146	0.0585	7.6%	0.0068	0.9%	91%	False	False	60,819
80	0.7754	0.7146	0.0608	7.9%	0.0071	0.9%	88%	False	False	45,741
100	0.7754	0.7146	0.0608	7.9%	0.0070	0.9%	88%	False	False	36,627
120	0.7754	0.7146	0.0608	7.9%	0.0067	0.9%	88%	False	False	30,529

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0019
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.7867
2.618	0.7798
1.618	0.7756
1.000	0.7730
0.618	0.7714
HIGH	0.7688
0.618	0.7672
0.500	0.7667
0.382	0.7662
LOW	0.7646
0.618	0.7620
1.000	0.7604
1.618	0.7578
2.618	0.7536
4.250	0.7468

Fisher Pivots for day following 21-Feb-2017
Pivot	1 day	3 day
R1	0.7676	0.7689
PP	0.7671	0.7686
S1	0.7667	0.7683

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