CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 23-Dec-2016
Day Change Summary
Previous Current
22-Dec-2016 23-Dec-2016 Change Change % Previous Week
Open 0.7210 0.7184 -0.0026 -0.4% 0.7270
High 0.7227 0.7198 -0.0029 -0.4% 0.7275
Low 0.7169 0.7132 -0.0037 -0.5% 0.7132
Close 0.7179 0.7140 -0.0039 -0.5% 0.7140
Range 0.0058 0.0066 0.0008 13.8% 0.0143
ATR 0.0056 0.0057 0.0001 1.3% 0.0000
Volume 33 29 -4 -12.1% 551
Daily Pivots for day following 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7355 0.7313 0.7176
R3 0.7289 0.7247 0.7158
R2 0.7223 0.7223 0.7152
R1 0.7181 0.7181 0.7146 0.7169
PP 0.7157 0.7157 0.7157 0.7151
S1 0.7115 0.7115 0.7134 0.7103
S2 0.7091 0.7091 0.7128
S3 0.7025 0.7049 0.7122
S4 0.6959 0.6983 0.7104
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7611 0.7519 0.7219
R3 0.7468 0.7376 0.7179
R2 0.7325 0.7325 0.7166
R1 0.7233 0.7233 0.7153 0.7208
PP 0.7182 0.7182 0.7182 0.7170
S1 0.7090 0.7090 0.7127 0.7065
S2 0.7039 0.7039 0.7114
S3 0.6896 0.6947 0.7101
S4 0.6753 0.6804 0.7061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7275 0.7132 0.0143 2.0% 0.0053 0.7% 6% False True 110
10 0.7488 0.7132 0.0356 5.0% 0.0063 0.9% 2% False True 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7479
2.618 0.7371
1.618 0.7305
1.000 0.7264
0.618 0.7239
HIGH 0.7198
0.618 0.7173
0.500 0.7165
0.382 0.7157
LOW 0.7132
0.618 0.7091
1.000 0.7066
1.618 0.7025
2.618 0.6959
4.250 0.6852
Fisher Pivots for day following 23-Dec-2016
Pivot 1 day 3 day
R1 0.7165 0.7190
PP 0.7157 0.7173
S1 0.7148 0.7157

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

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