CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 27-Dec-2016
Day Change Summary
Previous Current
23-Dec-2016 27-Dec-2016 Change Change % Previous Week
Open 0.7184 0.7151 -0.0033 -0.5% 0.7270
High 0.7198 0.7166 -0.0032 -0.4% 0.7275
Low 0.7132 0.7146 0.0014 0.2% 0.7132
Close 0.7140 0.7156 0.0016 0.2% 0.7140
Range 0.0066 0.0020 -0.0046 -69.7% 0.0143
ATR 0.0057 0.0054 -0.0002 -3.9% 0.0000
Volume 29 22 -7 -24.1% 551
Daily Pivots for day following 27-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7216 0.7206 0.7167
R3 0.7196 0.7186 0.7162
R2 0.7176 0.7176 0.7160
R1 0.7166 0.7166 0.7158 0.7171
PP 0.7156 0.7156 0.7156 0.7159
S1 0.7146 0.7146 0.7154 0.7151
S2 0.7136 0.7136 0.7152
S3 0.7116 0.7126 0.7151
S4 0.7096 0.7106 0.7145
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 0.7247 0.7132 0.0115 1.6% 0.0045 0.6% 21% False False 88
10 0.7488 0.7132 0.0356 5.0% 0.0061 0.9% 7% False False 62
20 0.7488 0.7132 0.0356 5.0% 0.0050 0.7% 7% False False 34
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7251
2.618 0.7218
1.618 0.7198
1.000 0.7186
0.618 0.7178
HIGH 0.7166
0.618 0.7158
0.500 0.7156
0.382 0.7154
LOW 0.7146
0.618 0.7134
1.000 0.7126
1.618 0.7114
2.618 0.7094
4.250 0.7061
Fisher Pivots for day following 27-Dec-2016
Pivot 1 day 3 day
R1 0.7156 0.7180
PP 0.7156 0.7172
S1 0.7156 0.7164

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

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