CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 07-Mar-2017
Day Change Summary
Previous Current
06-Mar-2017 07-Mar-2017 Change Change % Previous Week
Open 0.7586 0.7578 -0.0008 -0.1% 0.7673
High 0.7608 0.7632 0.0024 0.3% 0.7705
Low 0.7568 0.7576 0.0008 0.1% 0.7542
Close 0.7582 0.7586 0.0004 0.1% 0.7583
Range 0.0040 0.0056 0.0016 40.0% 0.0163
ATR 0.0064 0.0063 -0.0001 -0.9% 0.0000
Volume 75,057 94,082 19,025 25.3% 484,635
Daily Pivots for day following 07-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7766 0.7732 0.7617
R3 0.7710 0.7676 0.7601
R2 0.7654 0.7654 0.7596
R1 0.7620 0.7620 0.7591 0.7637
PP 0.7598 0.7598 0.7598 0.7607
S1 0.7564 0.7564 0.7581 0.7581
S2 0.7542 0.7542 0.7576
S3 0.7486 0.7508 0.7571
S4 0.7430 0.7452 0.7555
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.8099 0.8004 0.7673
R3 0.7936 0.7841 0.7628
R2 0.7773 0.7773 0.7613
R1 0.7678 0.7678 0.7598 0.7644
PP 0.7610 0.7610 0.7610 0.7593
S1 0.7515 0.7515 0.7568 0.7481
S2 0.7447 0.7447 0.7553
S3 0.7284 0.7352 0.7538
S4 0.7121 0.7189 0.7493
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7698 0.7542 0.0156 2.1% 0.0068 0.9% 28% False False 103,352
10 0.7738 0.7542 0.0196 2.6% 0.0062 0.8% 22% False False 90,079
20 0.7738 0.7542 0.0196 2.6% 0.0062 0.8% 22% False False 83,492
40 0.7738 0.7282 0.0456 6.0% 0.0067 0.9% 67% False False 85,812
60 0.7738 0.7146 0.0592 7.8% 0.0066 0.9% 74% False False 75,549
80 0.7748 0.7146 0.0602 7.9% 0.0071 0.9% 73% False False 56,967
100 0.7754 0.7146 0.0608 8.0% 0.0070 0.9% 72% False False 45,626
120 0.7754 0.7146 0.0608 8.0% 0.0067 0.9% 72% False False 38,032
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7870
2.618 0.7779
1.618 0.7723
1.000 0.7688
0.618 0.7667
HIGH 0.7632
0.618 0.7611
0.500 0.7604
0.382 0.7597
LOW 0.7576
0.618 0.7541
1.000 0.7520
1.618 0.7485
2.618 0.7429
4.250 0.7338
Fisher Pivots for day following 07-Mar-2017
Pivot 1 day 3 day
R1 0.7604 0.7587
PP 0.7598 0.7587
S1 0.7592 0.7586

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

View Archives - Comment on this page... - Back to Index of Symbols