CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 24-Feb-2017
Day Change Summary
Previous Current
23-Feb-2017 24-Feb-2017 Change Change % Previous Week
Open 0.7698 0.7712 0.0014 0.2% 0.7670
High 0.7738 0.7718 -0.0020 -0.3% 0.7738
Low 0.7661 0.7662 0.0001 0.0% 0.7646
Close 0.7712 0.7670 -0.0042 -0.5% 0.7670
Range 0.0077 0.0056 -0.0021 -27.3% 0.0092
ATR 0.0064 0.0064 -0.0001 -0.9% 0.0000
Volume 86,179 77,306 -8,873 -10.3% 321,499
Daily Pivots for day following 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7851 0.7817 0.7701
R3 0.7795 0.7761 0.7685
R2 0.7739 0.7739 0.7680
R1 0.7705 0.7705 0.7675 0.7694
PP 0.7683 0.7683 0.7683 0.7678
S1 0.7649 0.7649 0.7665 0.7638
S2 0.7627 0.7627 0.7660
S3 0.7571 0.7593 0.7655
S4 0.7515 0.7537 0.7639
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7961 0.7907 0.7721
R3 0.7869 0.7815 0.7695
R2 0.7777 0.7777 0.7687
R1 0.7723 0.7723 0.7678 0.7716
PP 0.7685 0.7685 0.7685 0.7681
S1 0.7631 0.7631 0.7662 0.7624
S2 0.7593 0.7593 0.7653
S3 0.7501 0.7539 0.7645
S4 0.7409 0.7447 0.7619
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% 0.0056 0.7% 26% False False 76,931
10 0.7738 0.7612 0.0126 1.6% 0.0061 0.8% 46% False False 78,691
20 0.7738 0.7504 0.0234 3.1% 0.0063 0.8% 71% False False 79,226
40 0.7738 0.7150 0.0588 7.7% 0.0066 0.9% 88% False False 82,674
60 0.7738 0.7146 0.0592 7.7% 0.0067 0.9% 89% False False 64,886
80 0.7754 0.7146 0.0608 7.9% 0.0071 0.9% 86% False False 48,813
100 0.7754 0.7146 0.0608 7.9% 0.0069 0.9% 86% False False 39,094
120 0.7754 0.7146 0.0608 7.9% 0.0068 0.9% 86% False False 32,588
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7956
2.618 0.7865
1.618 0.7809
1.000 0.7774
0.618 0.7753
HIGH 0.7718
0.618 0.7697
0.500 0.7690
0.382 0.7683
LOW 0.7662
0.618 0.7627
1.000 0.7606
1.618 0.7571
2.618 0.7515
4.250 0.7424
Fisher Pivots for day following 24-Feb-2017
Pivot 1 day 3 day
R1 0.7690 0.7700
PP 0.7683 0.7690
S1 0.7677 0.7680

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

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