CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 22-Feb-2017
Day Change Summary
Previous Current
21-Feb-2017 22-Feb-2017 Change Change % Previous Week
Open 0.7670 0.7670 0.0000 0.0% 0.7662
High 0.7688 0.7711 0.0023 0.3% 0.7731
Low 0.7646 0.7663 0.0017 0.2% 0.7613
Close 0.7680 0.7705 0.0025 0.3% 0.7655
Range 0.0042 0.0048 0.0006 14.3% 0.0118
ATR 0.0064 0.0063 -0.0001 -1.8% 0.0000
Volume 74,475 83,539 9,064 12.2% 389,300
Daily Pivots for day following 22-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7837 0.7819 0.7731
R3 0.7789 0.7771 0.7718
R2 0.7741 0.7741 0.7714
R1 0.7723 0.7723 0.7709 0.7732
PP 0.7693 0.7693 0.7693 0.7698
S1 0.7675 0.7675 0.7701 0.7684
S2 0.7645 0.7645 0.7696
S3 0.7597 0.7627 0.7692
S4 0.7549 0.7579 0.7679
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 0.7632 0.0099 1.3% 0.0056 0.7% 74% False False 80,354
10 0.7731 0.7605 0.0126 1.6% 0.0059 0.8% 79% False False 77,066
20 0.7731 0.7504 0.0227 2.9% 0.0063 0.8% 89% False False 79,921
40 0.7731 0.7146 0.0585 7.6% 0.0065 0.8% 96% False False 80,653
60 0.7731 0.7146 0.0585 7.6% 0.0068 0.9% 96% False False 62,198
80 0.7754 0.7146 0.0608 7.9% 0.0071 0.9% 92% False False 46,780
100 0.7754 0.7146 0.0608 7.9% 0.0070 0.9% 92% False False 37,461
120 0.7754 0.7146 0.0608 7.9% 0.0067 0.9% 92% False False 31,225
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7915
2.618 0.7837
1.618 0.7789
1.000 0.7759
0.618 0.7741
HIGH 0.7711
0.618 0.7693
0.500 0.7687
0.382 0.7681
LOW 0.7663
0.618 0.7633
1.000 0.7615
1.618 0.7585
2.618 0.7537
4.250 0.7459
Fisher Pivots for day following 22-Feb-2017
Pivot 1 day 3 day
R1 0.7699 0.7696
PP 0.7693 0.7687
S1 0.7687 0.7679

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

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