CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 03-Jan-2017
Day Change Summary
Previous Current
30-Dec-2016 03-Jan-2017 Change Change % Previous Week
Open 0.7200 0.7170 -0.0030 -0.4% 0.7151
High 0.7217 0.7212 -0.0005 -0.1% 0.7217
Low 0.7176 0.7165 -0.0011 -0.2% 0.7136
Close 0.7186 0.7192 0.0006 0.1% 0.7186
Range 0.0041 0.0047 0.0006 14.6% 0.0081
ATR 0.0053 0.0052 0.0000 -0.8% 0.0000
Volume 25 22 -3 -12.0% 386
Daily Pivots for day following 03-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7331 0.7308 0.7218
R3 0.7284 0.7261 0.7205
R2 0.7237 0.7237 0.7201
R1 0.7214 0.7214 0.7196 0.7226
PP 0.7190 0.7190 0.7190 0.7195
S1 0.7167 0.7167 0.7188 0.7179
S2 0.7143 0.7143 0.7183
S3 0.7096 0.7120 0.7179
S4 0.7049 0.7073 0.7166
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 0.7423 0.7385 0.7231
R3 0.7342 0.7304 0.7208
R2 0.7261 0.7261 0.7201
R1 0.7223 0.7223 0.7193 0.7242
PP 0.7180 0.7180 0.7180 0.7189
S1 0.7142 0.7142 0.7179 0.7161
S2 0.7099 0.7099 0.7171
S3 0.7018 0.7061 0.7164
S4 0.6937 0.6980 0.7141
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7217 0.7136 0.0081 1.1% 0.0041 0.6% 69% False False 81
10 0.7275 0.7132 0.0143 2.0% 0.0047 0.7% 42% False False 95
20 0.7488 0.7132 0.0356 4.9% 0.0054 0.7% 17% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7412
2.618 0.7335
1.618 0.7288
1.000 0.7259
0.618 0.7241
HIGH 0.7212
0.618 0.7194
0.500 0.7189
0.382 0.7183
LOW 0.7165
0.618 0.7136
1.000 0.7118
1.618 0.7089
2.618 0.7042
4.250 0.6965
Fisher Pivots for day following 03-Jan-2017
Pivot 1 day 3 day
R1 0.7191 0.7189
PP 0.7190 0.7187
S1 0.7189 0.7184

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

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