CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 22-Dec-2016
Day Change Summary
Previous Current
21-Dec-2016 22-Dec-2016 Change Change % Previous Week
Open 0.7248 0.7216 -0.0032 -0.4% 0.7425
High 0.7264 0.7244 -0.0020 -0.3% 0.7509
Low 0.7219 0.7183 -0.0036 -0.5% 0.7251
Close 0.7231 0.7195 -0.0036 -0.5% 0.7278
Range 0.0045 0.0061 0.0016 35.6% 0.0258
ATR 0.0074 0.0073 -0.0001 -1.2% 0.0000
Volume 54,222 65,932 11,710 21.6% 218,870
Daily Pivots for day following 22-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7390 0.7354 0.7229
R3 0.7329 0.7293 0.7212
R2 0.7268 0.7268 0.7206
R1 0.7232 0.7232 0.7201 0.7220
PP 0.7207 0.7207 0.7207 0.7201
S1 0.7171 0.7171 0.7189 0.7159
S2 0.7146 0.7146 0.7184
S3 0.7085 0.7110 0.7178
S4 0.7024 0.7049 0.7161
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8120 0.7957 0.7420
R3 0.7862 0.7699 0.7349
R2 0.7604 0.7604 0.7325
R1 0.7441 0.7441 0.7302 0.7394
PP 0.7346 0.7346 0.7346 0.7322
S1 0.7183 0.7183 0.7254 0.7135
S2 0.7088 0.7088 0.7231
S3 0.6830 0.6925 0.7207
S4 0.6572 0.6667 0.7136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7355 0.7183 0.0172 2.4% 0.0064 0.9% 7% False True 69,766
10 0.7509 0.7183 0.0326 4.5% 0.0072 1.0% 4% False True 48,504
20 0.7509 0.7183 0.0326 4.5% 0.0073 1.0% 4% False True 25,289
40 0.7754 0.7183 0.0571 7.9% 0.0076 1.1% 2% False True 12,907
60 0.7754 0.7183 0.0571 7.9% 0.0073 1.0% 2% False True 8,666
80 0.7754 0.7183 0.0571 7.9% 0.0068 0.9% 2% False True 6,512
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7503
2.618 0.7404
1.618 0.7343
1.000 0.7305
0.618 0.7282
HIGH 0.7244
0.618 0.7221
0.500 0.7214
0.382 0.7206
LOW 0.7183
0.618 0.7145
1.000 0.7122
1.618 0.7084
2.618 0.7023
4.250 0.6924
Fisher Pivots for day following 22-Dec-2016
Pivot 1 day 3 day
R1 0.7214 0.7224
PP 0.7207 0.7214
S1 0.7201 0.7205

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

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