CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 23-Feb-2017
Day Change Summary
Previous Current
22-Feb-2017 23-Feb-2017 Change Change % Previous Week
Open 0.7670 0.7698 0.0028 0.4% 0.7662
High 0.7711 0.7738 0.0027 0.4% 0.7731
Low 0.7663 0.7661 -0.0002 0.0% 0.7613
Close 0.7705 0.7712 0.0007 0.1% 0.7655
Range 0.0048 0.0077 0.0029 60.4% 0.0118
ATR 0.0063 0.0064 0.0001 1.6% 0.0000
Volume 83,539 86,179 2,640 3.2% 389,300
Daily Pivots for day following 23-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7935 0.7900 0.7754
R3 0.7858 0.7823 0.7733
R2 0.7781 0.7781 0.7726
R1 0.7746 0.7746 0.7719 0.7764
PP 0.7704 0.7704 0.7704 0.7712
S1 0.7669 0.7669 0.7705 0.7687
S2 0.7627 0.7627 0.7698
S3 0.7550 0.7592 0.7691
S4 0.7473 0.7515 0.7670
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 0.7738 0.7646 0.0092 1.2% 0.0055 0.7% 72% True False 78,511
10 0.7738 0.7605 0.0133 1.7% 0.0061 0.8% 80% True False 78,979
20 0.7738 0.7504 0.0234 3.0% 0.0063 0.8% 89% True False 78,597
40 0.7738 0.7150 0.0588 7.6% 0.0065 0.8% 96% True False 81,423
60 0.7738 0.7146 0.0592 7.7% 0.0067 0.9% 96% True False 63,612
80 0.7754 0.7146 0.0608 7.9% 0.0071 0.9% 93% False False 47,849
100 0.7754 0.7146 0.0608 7.9% 0.0070 0.9% 93% False False 38,322
120 0.7754 0.7146 0.0608 7.9% 0.0068 0.9% 93% False False 31,943
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8065
2.618 0.7940
1.618 0.7863
1.000 0.7815
0.618 0.7786
HIGH 0.7738
0.618 0.7709
0.500 0.7700
0.382 0.7690
LOW 0.7661
0.618 0.7613
1.000 0.7584
1.618 0.7536
2.618 0.7459
4.250 0.7334
Fisher Pivots for day following 23-Feb-2017
Pivot 1 day 3 day
R1 0.7708 0.7705
PP 0.7704 0.7699
S1 0.7700 0.7692

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

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