CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 21-Feb-2017
Day Change Summary
Previous Current
17-Feb-2017 21-Feb-2017 Change Change % Previous Week
Open 0.7691 0.7670 -0.0021 -0.3% 0.7662
High 0.7709 0.7688 -0.0021 -0.3% 0.7731
Low 0.7652 0.7646 -0.0006 -0.1% 0.7613
Close 0.7655 0.7680 0.0025 0.3% 0.7655
Range 0.0057 0.0042 -0.0015 -26.3% 0.0118
ATR 0.0066 0.0064 -0.0002 -2.6% 0.0000
Volume 63,156 74,475 11,319 17.9% 389,300
Daily Pivots for day following 21-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7797 0.7781 0.7703
R3 0.7755 0.7739 0.7692
R2 0.7713 0.7713 0.7688
R1 0.7697 0.7697 0.7684 0.7705
PP 0.7671 0.7671 0.7671 0.7676
S1 0.7655 0.7655 0.7676 0.7663
S2 0.7629 0.7629 0.7672
S3 0.7587 0.7613 0.7668
S4 0.7545 0.7571 0.7657
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.8020 0.7956 0.7720
R3 0.7902 0.7838 0.7687
R2 0.7784 0.7784 0.7677
R1 0.7720 0.7720 0.7666 0.7693
PP 0.7666 0.7666 0.7666 0.7653
S1 0.7602 0.7602 0.7644 0.7575
S2 0.7548 0.7548 0.7633
S3 0.7430 0.7484 0.7623
S4 0.7312 0.7366 0.7590
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7731 0.7613 0.0118 1.5% 0.0062 0.8% 57% False False 81,397
10 0.7731 0.7599 0.0132 1.7% 0.0062 0.8% 61% False False 76,906
20 0.7731 0.7504 0.0227 3.0% 0.0064 0.8% 78% False False 79,792
40 0.7731 0.7146 0.0585 7.6% 0.0065 0.9% 91% False False 80,212
60 0.7731 0.7146 0.0585 7.6% 0.0068 0.9% 91% False False 60,819
80 0.7754 0.7146 0.0608 7.9% 0.0071 0.9% 88% False False 45,741
100 0.7754 0.7146 0.0608 7.9% 0.0070 0.9% 88% False False 36,627
120 0.7754 0.7146 0.0608 7.9% 0.0067 0.9% 88% False False 30,529
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0019
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7867
2.618 0.7798
1.618 0.7756
1.000 0.7730
0.618 0.7714
HIGH 0.7688
0.618 0.7672
0.500 0.7667
0.382 0.7662
LOW 0.7646
0.618 0.7620
1.000 0.7604
1.618 0.7578
2.618 0.7536
4.250 0.7468
Fisher Pivots for day following 21-Feb-2017
Pivot 1 day 3 day
R1 0.7676 0.7689
PP 0.7671 0.7686
S1 0.7667 0.7683

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

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