CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 01-Feb-2017
Day Change Summary
Previous Current
31-Jan-2017 01-Feb-2017 Change Change % Previous Week
Open 0.7551 0.7573 0.0022 0.3% 0.7552
High 0.7598 0.7590 -0.0008 -0.1% 0.7601
Low 0.7535 0.7544 0.0009 0.1% 0.7504
Close 0.7578 0.7582 0.0004 0.1% 0.7544
Range 0.0063 0.0046 -0.0017 -27.0% 0.0097
ATR 0.0067 0.0066 -0.0002 -2.3% 0.0000
Volume 96,492 76,514 -19,978 -20.7% 406,648
Daily Pivots for day following 01-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7710 0.7692 0.7607
R3 0.7664 0.7646 0.7595
R2 0.7618 0.7618 0.7590
R1 0.7600 0.7600 0.7586 0.7609
PP 0.7572 0.7572 0.7572 0.7577
S1 0.7554 0.7554 0.7578 0.7563
S2 0.7526 0.7526 0.7574
S3 0.7480 0.7508 0.7569
S4 0.7434 0.7462 0.7557
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7841 0.7789 0.7597
R3 0.7744 0.7692 0.7571
R2 0.7647 0.7647 0.7562
R1 0.7595 0.7595 0.7553 0.7573
PP 0.7550 0.7550 0.7550 0.7538
S1 0.7498 0.7498 0.7535 0.7476
S2 0.7453 0.7453 0.7526
S3 0.7356 0.7401 0.7517
S4 0.7259 0.7304 0.7491
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7598 0.7504 0.0094 1.2% 0.0054 0.7% 83% False False 73,990
10 0.7601 0.7484 0.0117 1.5% 0.0060 0.8% 84% False False 81,899
20 0.7601 0.7205 0.0396 5.2% 0.0070 0.9% 95% False False 89,236
40 0.7601 0.7146 0.0455 6.0% 0.0067 0.9% 96% False False 65,136
60 0.7754 0.7146 0.0608 8.0% 0.0073 1.0% 72% False False 43,750
80 0.7754 0.7146 0.0608 8.0% 0.0071 0.9% 72% False False 32,871
100 0.7754 0.7146 0.0608 8.0% 0.0069 0.9% 72% False False 26,312
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7786
2.618 0.7710
1.618 0.7664
1.000 0.7636
0.618 0.7618
HIGH 0.7590
0.618 0.7572
0.500 0.7567
0.382 0.7562
LOW 0.7544
0.618 0.7516
1.000 0.7498
1.618 0.7470
2.618 0.7424
4.250 0.7349
Fisher Pivots for day following 01-Feb-2017
Pivot 1 day 3 day
R1 0.7577 0.7575
PP 0.7572 0.7567
S1 0.7567 0.7560

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

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