CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 10-Feb-2017
Day Change Summary
Previous Current
09-Feb-2017 10-Feb-2017 Change Change % Previous Week
Open 0.7636 0.7618 -0.0018 -0.2% 0.7672
High 0.7659 0.7684 0.0025 0.3% 0.7684
Low 0.7605 0.7612 0.0007 0.1% 0.7599
Close 0.7622 0.7669 0.0047 0.6% 0.7669
Range 0.0054 0.0072 0.0018 33.3% 0.0085
ATR 0.0067 0.0067 0.0000 0.5% 0.0000
Volume 80,184 76,120 -4,064 -5.1% 368,975
Daily Pivots for day following 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7871 0.7842 0.7709
R3 0.7799 0.7770 0.7689
R2 0.7727 0.7727 0.7682
R1 0.7698 0.7698 0.7676 0.7713
PP 0.7655 0.7655 0.7655 0.7662
S1 0.7626 0.7626 0.7662 0.7641
S2 0.7583 0.7583 0.7656
S3 0.7511 0.7554 0.7649
S4 0.7439 0.7482 0.7629
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7906 0.7872 0.7716
R3 0.7821 0.7787 0.7692
R2 0.7736 0.7736 0.7685
R1 0.7702 0.7702 0.7677 0.7677
PP 0.7651 0.7651 0.7651 0.7638
S1 0.7617 0.7617 0.7661 0.7592
S2 0.7566 0.7566 0.7653
S3 0.7481 0.7532 0.7646
S4 0.7396 0.7447 0.7622
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7684 0.7599 0.0085 1.1% 0.0061 0.8% 82% True False 73,795
10 0.7690 0.7521 0.0169 2.2% 0.0065 0.8% 88% False False 80,172
20 0.7690 0.7439 0.0251 3.3% 0.0067 0.9% 92% False False 84,587
40 0.7690 0.7146 0.0544 7.1% 0.0069 0.9% 96% False False 78,145
60 0.7690 0.7146 0.0544 7.1% 0.0070 0.9% 96% False False 53,164
80 0.7754 0.7146 0.0608 7.9% 0.0071 0.9% 86% False False 39,962
100 0.7754 0.7146 0.0608 7.9% 0.0069 0.9% 86% False False 31,992
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7990
2.618 0.7872
1.618 0.7800
1.000 0.7756
0.618 0.7728
HIGH 0.7684
0.618 0.7656
0.500 0.7648
0.382 0.7640
LOW 0.7612
0.618 0.7568
1.000 0.7540
1.618 0.7496
2.618 0.7424
4.250 0.7306
Fisher Pivots for day following 10-Feb-2017
Pivot 1 day 3 day
R1 0.7662 0.7661
PP 0.7655 0.7653
S1 0.7648 0.7645

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

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