CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 27-Feb-2017
Day Change Summary
Previous Current
24-Feb-2017 27-Feb-2017 Change Change % Previous Week
Open 0.7712 0.7673 -0.0039 -0.5% 0.7670
High 0.7718 0.7705 -0.0013 -0.2% 0.7738
Low 0.7662 0.7656 -0.0006 -0.1% 0.7646
Close 0.7670 0.7678 0.0008 0.1% 0.7670
Range 0.0056 0.0049 -0.0007 -12.5% 0.0092
ATR 0.0064 0.0063 -0.0001 -1.6% 0.0000
Volume 77,306 60,449 -16,857 -21.8% 321,499
Daily Pivots for day following 27-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7827 0.7801 0.7705
R3 0.7778 0.7752 0.7691
R2 0.7729 0.7729 0.7687
R1 0.7703 0.7703 0.7682 0.7716
PP 0.7680 0.7680 0.7680 0.7686
S1 0.7654 0.7654 0.7674 0.7667
S2 0.7631 0.7631 0.7669
S3 0.7582 0.7605 0.7665
S4 0.7533 0.7556 0.7651
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7961 0.7907 0.7721
R3 0.7869 0.7815 0.7695
R2 0.7777 0.7777 0.7687
R1 0.7723 0.7723 0.7678 0.7716
PP 0.7685 0.7685 0.7685 0.7681
S1 0.7631 0.7631 0.7662 0.7624
S2 0.7593 0.7593 0.7653
S3 0.7501 0.7539 0.7645
S4 0.7409 0.7447 0.7619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7738 0.7646 0.0092 1.2% 0.0054 0.7% 35% False False 76,389
10 0.7738 0.7613 0.0125 1.6% 0.0059 0.8% 52% False False 77,124
20 0.7738 0.7521 0.0217 2.8% 0.0062 0.8% 72% False False 78,648
40 0.7738 0.7165 0.0573 7.5% 0.0066 0.9% 90% False False 82,956
60 0.7738 0.7146 0.0592 7.7% 0.0067 0.9% 90% False False 65,872
80 0.7754 0.7146 0.0608 7.9% 0.0071 0.9% 88% False False 49,565
100 0.7754 0.7146 0.0608 7.9% 0.0069 0.9% 88% False False 39,698
120 0.7754 0.7146 0.0608 7.9% 0.0068 0.9% 88% False False 33,091
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7913
2.618 0.7833
1.618 0.7784
1.000 0.7754
0.618 0.7735
HIGH 0.7705
0.618 0.7686
0.500 0.7681
0.382 0.7675
LOW 0.7656
0.618 0.7626
1.000 0.7607
1.618 0.7577
2.618 0.7528
4.250 0.7448
Fisher Pivots for day following 27-Feb-2017
Pivot 1 day 3 day
R1 0.7681 0.7697
PP 0.7680 0.7691
S1 0.7679 0.7684

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

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