CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 02-Feb-2017
Day Change Summary
Previous Current
01-Feb-2017 02-Feb-2017 Change Change % Previous Week
Open 0.7573 0.7575 0.0002 0.0% 0.7552
High 0.7590 0.7690 0.0100 1.3% 0.7601
Low 0.7544 0.7571 0.0027 0.4% 0.7504
Close 0.7582 0.7654 0.0072 0.9% 0.7544
Range 0.0046 0.0119 0.0073 158.7% 0.0097
ATR 0.0066 0.0069 0.0004 5.8% 0.0000
Volume 76,514 101,791 25,277 33.0% 406,648
Daily Pivots for day following 02-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7995 0.7944 0.7719
R3 0.7876 0.7825 0.7687
R2 0.7757 0.7757 0.7676
R1 0.7706 0.7706 0.7665 0.7732
PP 0.7638 0.7638 0.7638 0.7651
S1 0.7587 0.7587 0.7643 0.7613
S2 0.7519 0.7519 0.7632
S3 0.7400 0.7468 0.7621
S4 0.7281 0.7349 0.7589
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 0.7690 0.7504 0.0186 2.4% 0.0066 0.9% 81% True False 81,402
10 0.7690 0.7504 0.0186 2.4% 0.0064 0.8% 81% True False 82,459
20 0.7690 0.7262 0.0428 5.6% 0.0072 0.9% 92% True False 89,984
40 0.7690 0.7146 0.0544 7.1% 0.0068 0.9% 93% True False 67,643
60 0.7754 0.7146 0.0608 7.9% 0.0075 1.0% 84% False False 45,445
80 0.7754 0.7146 0.0608 7.9% 0.0071 0.9% 84% False False 34,143
100 0.7754 0.7146 0.0608 7.9% 0.0069 0.9% 84% False False 27,329
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.8196
2.618 0.8002
1.618 0.7883
1.000 0.7809
0.618 0.7764
HIGH 0.7690
0.618 0.7645
0.500 0.7631
0.382 0.7616
LOW 0.7571
0.618 0.7497
1.000 0.7452
1.618 0.7378
2.618 0.7259
4.250 0.7065
Fisher Pivots for day following 02-Feb-2017
Pivot 1 day 3 day
R1 0.7646 0.7640
PP 0.7638 0.7626
S1 0.7631 0.7613

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

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