CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 14-Dec-2016
Day Change Summary
Previous Current
13-Dec-2016 14-Dec-2016 Change Change % Previous Week
Open 0.7451 0.7455 0.0004 0.1% 0.7384
High 0.7487 0.7488 0.0001 0.0% 0.7473
Low 0.7451 0.7379 -0.0072 -1.0% 0.7384
Close 0.7466 0.7392 -0.0074 -1.0% 0.7422
Range 0.0036 0.0109 0.0073 202.8% 0.0089
ATR
Volume 9 6 -3 -33.3% 47
Daily Pivots for day following 14-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7747 0.7678 0.7452
R3 0.7638 0.7569 0.7422
R2 0.7529 0.7529 0.7412
R1 0.7460 0.7460 0.7402 0.7440
PP 0.7420 0.7420 0.7420 0.7410
S1 0.7351 0.7351 0.7382 0.7331
S2 0.7311 0.7311 0.7372
S3 0.7202 0.7242 0.7362
S4 0.7093 0.7133 0.7332
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 0.7488 0.7379 0.0109 1.5% 0.0060 0.8% 12% True True 11
10 0.7488 0.7373 0.0115 1.6% 0.0050 0.7% 17% True False 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7951
2.618 0.7773
1.618 0.7664
1.000 0.7597
0.618 0.7555
HIGH 0.7488
0.618 0.7446
0.500 0.7434
0.382 0.7421
LOW 0.7379
0.618 0.7312
1.000 0.7270
1.618 0.7203
2.618 0.7094
4.250 0.6916
Fisher Pivots for day following 14-Dec-2016
Pivot 1 day 3 day
R1 0.7434 0.7434
PP 0.7420 0.7420
S1 0.7406 0.7406

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

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