CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 01-Mar-2017
Day Change Summary
Previous Current
28-Feb-2017 01-Mar-2017 Change Change % Previous Week
Open 0.7673 0.7650 -0.0023 -0.3% 0.7670
High 0.7693 0.7698 0.0005 0.1% 0.7738
Low 0.7644 0.7633 -0.0011 -0.1% 0.7646
Close 0.7666 0.7672 0.0006 0.1% 0.7670
Range 0.0049 0.0065 0.0016 32.7% 0.0092
ATR 0.0062 0.0062 0.0000 0.4% 0.0000
Volume 76,563 102,930 26,367 34.4% 321,499
Daily Pivots for day following 01-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7863 0.7832 0.7708
R3 0.7798 0.7767 0.7690
R2 0.7733 0.7733 0.7684
R1 0.7702 0.7702 0.7678 0.7718
PP 0.7668 0.7668 0.7668 0.7675
S1 0.7637 0.7637 0.7666 0.7653
S2 0.7603 0.7603 0.7660
S3 0.7538 0.7572 0.7654
S4 0.7473 0.7507 0.7636
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 0.7633 0.0105 1.4% 0.0059 0.8% 37% False True 80,685
10 0.7738 0.7632 0.0106 1.4% 0.0058 0.8% 38% False False 80,519
20 0.7738 0.7544 0.0194 2.5% 0.0063 0.8% 66% False False 79,787
40 0.7738 0.7180 0.0558 7.3% 0.0066 0.9% 88% False False 84,823
60 0.7738 0.7146 0.0592 7.7% 0.0066 0.9% 89% False False 68,763
80 0.7754 0.7146 0.0608 7.9% 0.0071 0.9% 87% False False 51,803
100 0.7754 0.7146 0.0608 7.9% 0.0069 0.9% 87% False False 41,490
120 0.7754 0.7146 0.0608 7.9% 0.0068 0.9% 87% False False 34,587
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7974
2.618 0.7868
1.618 0.7803
1.000 0.7763
0.618 0.7738
HIGH 0.7698
0.618 0.7673
0.500 0.7666
0.382 0.7658
LOW 0.7633
0.618 0.7593
1.000 0.7568
1.618 0.7528
2.618 0.7463
4.250 0.7357
Fisher Pivots for day following 01-Mar-2017
Pivot 1 day 3 day
R1 0.7670 0.7671
PP 0.7668 0.7670
S1 0.7666 0.7669

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

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