CME Australian Dollar Future March 2017

Trading Metrics calculated at close of trading on 28-Feb-2017

Day Change Summary
	Previous	Current
	27-Feb-2017	28-Feb-2017	Change	Change %	Previous Week
Open	0.7673	0.7673	0.0000	0.0%	0.7670
High	0.7705	0.7693	-0.0012	-0.2%	0.7738
Low	0.7656	0.7644	-0.0012	-0.2%	0.7646
Close	0.7678	0.7666	-0.0012	-0.2%	0.7670
Range	0.0049	0.0049	0.0000	0.0%	0.0092
ATR	0.0063	0.0062	-0.0001	-1.5%	0.0000
Volume	60,449	76,563	16,114	26.7%	321,499

Daily Pivots for day following 28-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.7815	0.7789	0.7693
R3	0.7766	0.7740	0.7679
R2	0.7717	0.7717	0.7675
R1	0.7691	0.7691	0.7670	0.7680
PP	0.7668	0.7668	0.7668	0.7662
S1	0.7642	0.7642	0.7662	0.7631
S2	0.7619	0.7619	0.7657
S3	0.7570	0.7593	0.7653
S4	0.7521	0.7544	0.7639

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	0.7644	0.0094	1.2%	0.0056	0.7%	23%	False	True	76,807
10	0.7738	0.7613	0.0125	1.6%	0.0059	0.8%	42%	False	False	79,102
20	0.7738	0.7535	0.0203	2.6%	0.0062	0.8%	65%	False	False	79,466
40	0.7738	0.7180	0.0558	7.3%	0.0066	0.9%	87%	False	False	83,568
60	0.7738	0.7146	0.0592	7.7%	0.0066	0.9%	88%	False	False	67,072
80	0.7754	0.7146	0.0608	7.9%	0.0071	0.9%	86%	False	False	50,517
100	0.7754	0.7146	0.0608	7.9%	0.0069	0.9%	86%	False	False	40,462
120	0.7754	0.7146	0.0608	7.9%	0.0068	0.9%	86%	False	False	33,729

Crabel Price Patterns
NR	True
NR4	True
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	0.0020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7901
2.618	0.7821
1.618	0.7772
1.000	0.7742
0.618	0.7723
HIGH	0.7693
0.618	0.7674
0.500	0.7669
0.382	0.7663
LOW	0.7644
0.618	0.7614
1.000	0.7595
1.618	0.7565
2.618	0.7516
4.250	0.7436

Fisher Pivots for day following 28-Feb-2017
Pivot	1 day	3 day
R1	0.7669	0.7681
PP	0.7668	0.7676
S1	0.7667	0.7671

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