CME Australian Dollar Future March 2017


Trading Metrics calculated at close of trading on 10-Mar-2017
Day Change Summary
Previous Current
09-Mar-2017 10-Mar-2017 Change Change % Previous Week
Open 0.7523 0.7499 -0.0024 -0.3% 0.7586
High 0.7534 0.7556 0.0022 0.3% 0.7632
Low 0.7491 0.7498 0.0007 0.1% 0.7491
Close 0.7506 0.7542 0.0036 0.5% 0.7542
Range 0.0043 0.0058 0.0015 34.9% 0.0141
ATR 0.0063 0.0063 0.0000 -0.6% 0.0000
Volume 134,696 23,824 -110,872 -82.3% 447,990
Daily Pivots for day following 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7706 0.7682 0.7574
R3 0.7648 0.7624 0.7558
R2 0.7590 0.7590 0.7553
R1 0.7566 0.7566 0.7547 0.7578
PP 0.7532 0.7532 0.7532 0.7538
S1 0.7508 0.7508 0.7537 0.7520
S2 0.7474 0.7474 0.7531
S3 0.7416 0.7450 0.7526
S4 0.7358 0.7392 0.7510
Weekly Pivots for week ending 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 0.7978 0.7901 0.7620
R3 0.7837 0.7760 0.7581
R2 0.7696 0.7696 0.7568
R1 0.7619 0.7619 0.7555 0.7587
PP 0.7555 0.7555 0.7555 0.7539
S1 0.7478 0.7478 0.7529 0.7446
S2 0.7414 0.7414 0.7516
S3 0.7273 0.7337 0.7503
S4 0.7132 0.7196 0.7464
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7632 0.7491 0.0141 1.9% 0.0057 0.8% 36% False False 89,598
10 0.7705 0.7491 0.0214 2.8% 0.0063 0.8% 24% False False 93,262
20 0.7738 0.7491 0.0247 3.3% 0.0062 0.8% 21% False False 85,977
40 0.7738 0.7419 0.0319 4.2% 0.0065 0.9% 39% False False 85,908
60 0.7738 0.7146 0.0592 7.8% 0.0066 0.9% 67% False False 79,831
80 0.7738 0.7146 0.0592 7.8% 0.0068 0.9% 67% False False 60,422
100 0.7754 0.7146 0.0608 8.1% 0.0069 0.9% 65% False False 48,406
120 0.7754 0.7146 0.0608 8.1% 0.0068 0.9% 65% False False 40,356
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7803
2.618 0.7708
1.618 0.7650
1.000 0.7614
0.618 0.7592
HIGH 0.7556
0.618 0.7534
0.500 0.7527
0.382 0.7520
LOW 0.7498
0.618 0.7462
1.000 0.7440
1.618 0.7404
2.618 0.7346
4.250 0.7252
Fisher Pivots for day following 10-Mar-2017
Pivot 1 day 3 day
R1 0.7537 0.7550
PP 0.7532 0.7547
S1 0.7527 0.7545

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

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