CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 19-Dec-2016
Day Change Summary
Previous Current
16-Dec-2016 19-Dec-2016 Change Change % Previous Week
Open 0.7300 0.7270 -0.0030 -0.4% 0.7426
High 0.7335 0.7275 -0.0060 -0.8% 0.7488
Low 0.7240 0.7214 -0.0026 -0.4% 0.7240
Close 0.7262 0.7223 -0.0039 -0.5% 0.7262
Range 0.0095 0.0061 -0.0034 -35.8% 0.0248
ATR 0.0058 0.0058 0.0000 0.4% 0.0000
Volume 32 133 101 315.6% 63
Daily Pivots for day following 19-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7420 0.7383 0.7257
R3 0.7359 0.7322 0.7240
R2 0.7298 0.7298 0.7234
R1 0.7261 0.7261 0.7229 0.7249
PP 0.7237 0.7237 0.7237 0.7232
S1 0.7200 0.7200 0.7217 0.7188
S2 0.7176 0.7176 0.7212
S3 0.7115 0.7139 0.7206
S4 0.7054 0.7078 0.7189
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.8074 0.7916 0.7398
R3 0.7826 0.7668 0.7330
R2 0.7578 0.7578 0.7307
R1 0.7420 0.7420 0.7285 0.7375
PP 0.7330 0.7330 0.7330 0.7308
S1 0.7172 0.7172 0.7239 0.7127
S2 0.7082 0.7082 0.7217
S3 0.6834 0.6924 0.7194
S4 0.6586 0.6676 0.7126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7488 0.7214 0.0274 3.8% 0.0077 1.1% 3% False True 37
10 0.7488 0.7214 0.0274 3.8% 0.0061 0.8% 3% False True 24
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7534
2.618 0.7435
1.618 0.7374
1.000 0.7336
0.618 0.7313
HIGH 0.7275
0.618 0.7252
0.500 0.7245
0.382 0.7237
LOW 0.7214
0.618 0.7176
1.000 0.7153
1.618 0.7115
2.618 0.7054
4.250 0.6955
Fisher Pivots for day following 19-Dec-2016
Pivot 1 day 3 day
R1 0.7245 0.7307
PP 0.7237 0.7279
S1 0.7230 0.7251

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

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