CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 28-Dec-2016
Day Change Summary
Previous Current
27-Dec-2016 28-Dec-2016 Change Change % Previous Week
Open 0.7151 0.7161 0.0010 0.1% 0.7270
High 0.7166 0.7189 0.0023 0.3% 0.7275
Low 0.7146 0.7136 -0.0010 -0.1% 0.7132
Close 0.7156 0.7155 -0.0001 0.0% 0.7140
Range 0.0020 0.0053 0.0033 165.0% 0.0143
ATR 0.0054 0.0054 0.0000 -0.2% 0.0000
Volume 22 40 18 81.8% 551
Daily Pivots for day following 28-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7319 0.7290 0.7184
R3 0.7266 0.7237 0.7170
R2 0.7213 0.7213 0.7165
R1 0.7184 0.7184 0.7160 0.7172
PP 0.7160 0.7160 0.7160 0.7154
S1 0.7131 0.7131 0.7150 0.7119
S2 0.7107 0.7107 0.7145
S3 0.7054 0.7078 0.7140
S4 0.7001 0.7025 0.7126
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% 0.0048 0.7% 20% False False 28
10 0.7488 0.7132 0.0356 5.0% 0.0063 0.9% 6% False False 66
20 0.7488 0.7132 0.0356 5.0% 0.0051 0.7% 6% False False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7414
2.618 0.7328
1.618 0.7275
1.000 0.7242
0.618 0.7222
HIGH 0.7189
0.618 0.7169
0.500 0.7163
0.382 0.7156
LOW 0.7136
0.618 0.7103
1.000 0.7083
1.618 0.7050
2.618 0.6997
4.250 0.6911
Fisher Pivots for day following 28-Dec-2016
Pivot 1 day 3 day
R1 0.7163 0.7165
PP 0.7160 0.7162
S1 0.7158 0.7158

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

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