CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 23-Dec-2016
Day Change Summary
Previous Current
22-Dec-2016 23-Dec-2016 Change Change % Previous Week
Open 0.7216 0.7200 -0.0016 -0.2% 0.7266
High 0.7244 0.7214 -0.0030 -0.4% 0.7298
Low 0.7183 0.7146 -0.0037 -0.5% 0.7146
Close 0.7195 0.7156 -0.0039 -0.5% 0.7156
Range 0.0061 0.0068 0.0007 11.5% 0.0152
ATR 0.0073 0.0073 0.0000 -0.5% 0.0000
Volume 65,932 55,361 -10,571 -16.0% 313,053
Daily Pivots for day following 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7376 0.7334 0.7193
R3 0.7308 0.7266 0.7175
R2 0.7240 0.7240 0.7168
R1 0.7198 0.7198 0.7162 0.7185
PP 0.7172 0.7172 0.7172 0.7166
S1 0.7130 0.7130 0.7150 0.7117
S2 0.7104 0.7104 0.7144
S3 0.7036 0.7062 0.7137
S4 0.6968 0.6994 0.7119
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7656 0.7558 0.7240
R3 0.7504 0.7406 0.7198
R2 0.7352 0.7352 0.7184
R1 0.7254 0.7254 0.7170 0.7227
PP 0.7200 0.7200 0.7200 0.7187
S1 0.7102 0.7102 0.7142 0.7075
S2 0.7048 0.7048 0.7128
S3 0.6896 0.6950 0.7114
S4 0.6744 0.6798 0.7072
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7298 0.7146 0.0152 2.1% 0.0057 0.8% 7% False True 62,610
10 0.7509 0.7146 0.0363 5.1% 0.0073 1.0% 3% False True 53,192
20 0.7509 0.7146 0.0363 5.1% 0.0071 1.0% 3% False True 27,989
40 0.7754 0.7146 0.0608 8.5% 0.0076 1.1% 2% False True 14,275
60 0.7754 0.7146 0.0608 8.5% 0.0072 1.0% 2% False True 9,588
80 0.7754 0.7146 0.0608 8.5% 0.0069 1.0% 2% False True 7,204
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7503
2.618 0.7392
1.618 0.7324
1.000 0.7282
0.618 0.7256
HIGH 0.7214
0.618 0.7188
0.500 0.7180
0.382 0.7172
LOW 0.7146
0.618 0.7104
1.000 0.7078
1.618 0.7036
2.618 0.6968
4.250 0.6857
Fisher Pivots for day following 23-Dec-2016
Pivot 1 day 3 day
R1 0.7180 0.7205
PP 0.7172 0.7189
S1 0.7164 0.7172

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.