CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 13-Dec-2016
Day Change Summary
Previous Current
12-Dec-2016 13-Dec-2016 Change Change % Previous Week
Open 0.7426 0.7451 0.0025 0.3% 0.7384
High 0.7461 0.7487 0.0026 0.3% 0.7473
Low 0.7420 0.7451 0.0031 0.4% 0.7384
Close 0.7456 0.7466 0.0010 0.1% 0.7422
Range 0.0041 0.0036 -0.0005 -12.2% 0.0089
ATR
Volume 7 9 2 28.6% 47
Daily Pivots for day following 13-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7576 0.7557 0.7486
R3 0.7540 0.7521 0.7476
R2 0.7504 0.7504 0.7473
R1 0.7485 0.7485 0.7469 0.7495
PP 0.7468 0.7468 0.7468 0.7473
S1 0.7449 0.7449 0.7463 0.7459
S2 0.7432 0.7432 0.7459
S3 0.7396 0.7413 0.7456
S4 0.7360 0.7377 0.7446
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 0.7487 0.7395 0.0092 1.2% 0.0049 0.7% 77% True False 12
10 0.7487 0.7353 0.0134 1.8% 0.0039 0.5% 84% True False 6
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7640
2.618 0.7581
1.618 0.7545
1.000 0.7523
0.618 0.7509
HIGH 0.7487
0.618 0.7473
0.500 0.7469
0.382 0.7465
LOW 0.7451
0.618 0.7429
1.000 0.7415
1.618 0.7393
2.618 0.7357
4.250 0.7298
Fisher Pivots for day following 13-Dec-2016
Pivot 1 day 3 day
R1 0.7469 0.7460
PP 0.7468 0.7454
S1 0.7467 0.7449

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

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