CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 28-Feb-2017
Day Change Summary
Previous Current
27-Feb-2017 28-Feb-2017 Change Change % Previous Week
Open 0.7673 0.7673 0.0000 0.0% 0.7670
High 0.7705 0.7693 -0.0012 -0.2% 0.7738
Low 0.7656 0.7644 -0.0012 -0.2% 0.7646
Close 0.7678 0.7666 -0.0012 -0.2% 0.7670
Range 0.0049 0.0049 0.0000 0.0% 0.0092
ATR 0.0063 0.0062 -0.0001 -1.5% 0.0000
Volume 60,449 76,563 16,114 26.7% 321,499
Daily Pivots for day following 28-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7815 0.7789 0.7693
R3 0.7766 0.7740 0.7679
R2 0.7717 0.7717 0.7675
R1 0.7691 0.7691 0.7670 0.7680
PP 0.7668 0.7668 0.7668 0.7662
S1 0.7642 0.7642 0.7662 0.7631
S2 0.7619 0.7619 0.7657
S3 0.7570 0.7593 0.7653
S4 0.7521 0.7544 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 0.7644 0.0094 1.2% 0.0056 0.7% 23% False True 76,807
10 0.7738 0.7613 0.0125 1.6% 0.0059 0.8% 42% False False 79,102
20 0.7738 0.7535 0.0203 2.6% 0.0062 0.8% 65% False False 79,466
40 0.7738 0.7180 0.0558 7.3% 0.0066 0.9% 87% False False 83,568
60 0.7738 0.7146 0.0592 7.7% 0.0066 0.9% 88% False False 67,072
80 0.7754 0.7146 0.0608 7.9% 0.0071 0.9% 86% False False 50,517
100 0.7754 0.7146 0.0608 7.9% 0.0069 0.9% 86% False False 40,462
120 0.7754 0.7146 0.0608 7.9% 0.0068 0.9% 86% False False 33,729
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.0020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7901
2.618 0.7821
1.618 0.7772
1.000 0.7742
0.618 0.7723
HIGH 0.7693
0.618 0.7674
0.500 0.7669
0.382 0.7663
LOW 0.7644
0.618 0.7614
1.000 0.7595
1.618 0.7565
2.618 0.7516
4.250 0.7436
Fisher Pivots for day following 28-Feb-2017
Pivot 1 day 3 day
R1 0.7669 0.7681
PP 0.7668 0.7676
S1 0.7667 0.7671

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

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