CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 12-Dec-2016
Day Change Summary
Previous Current
09-Dec-2016 12-Dec-2016 Change Change % Previous Week
Open 0.7429 0.7426 -0.0003 0.0% 0.7384
High 0.7450 0.7461 0.0011 0.1% 0.7473
Low 0.7410 0.7420 0.0010 0.1% 0.7384
Close 0.7422 0.7456 0.0034 0.5% 0.7422
Range 0.0040 0.0041 0.0001 2.5% 0.0089
ATR
Volume 6 7 1 16.7% 47
Daily Pivots for day following 12-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7569 0.7553 0.7479
R3 0.7528 0.7512 0.7467
R2 0.7487 0.7487 0.7464
R1 0.7471 0.7471 0.7460 0.7479
PP 0.7446 0.7446 0.7446 0.7450
S1 0.7430 0.7430 0.7452 0.7438
S2 0.7405 0.7405 0.7448
S3 0.7364 0.7389 0.7445
S4 0.7323 0.7348 0.7433
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7693 0.7647 0.7471
R3 0.7604 0.7558 0.7446
R2 0.7515 0.7515 0.7438
R1 0.7469 0.7469 0.7430 0.7492
PP 0.7426 0.7426 0.7426 0.7438
S1 0.7380 0.7380 0.7414 0.7403
S2 0.7337 0.7337 0.7406
S3 0.7248 0.7291 0.7398
S4 0.7159 0.7202 0.7373
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7473 0.7395 0.0078 1.0% 0.0044 0.6% 78% False False 10
10 0.7473 0.7353 0.0120 1.6% 0.0040 0.5% 86% False False 5
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7635
2.618 0.7568
1.618 0.7527
1.000 0.7502
0.618 0.7486
HIGH 0.7461
0.618 0.7445
0.500 0.7441
0.382 0.7436
LOW 0.7420
0.618 0.7395
1.000 0.7379
1.618 0.7354
2.618 0.7313
4.250 0.7246
Fisher Pivots for day following 12-Dec-2016
Pivot 1 day 3 day
R1 0.7451 0.7450
PP 0.7446 0.7443
S1 0.7441 0.7437

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

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