CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 04-Jan-2017
Day Change Summary
Previous Current
03-Jan-2017 04-Jan-2017 Change Change % Previous Week
Open 0.7170 0.7206 0.0036 0.5% 0.7151
High 0.7212 0.7258 0.0046 0.6% 0.7217
Low 0.7165 0.7190 0.0025 0.3% 0.7136
Close 0.7192 0.7236 0.0044 0.6% 0.7186
Range 0.0047 0.0068 0.0021 44.7% 0.0081
ATR 0.0052 0.0053 0.0001 2.2% 0.0000
Volume 22 59 37 168.2% 386
Daily Pivots for day following 04-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7432 0.7402 0.7273
R3 0.7364 0.7334 0.7255
R2 0.7296 0.7296 0.7248
R1 0.7266 0.7266 0.7242 0.7281
PP 0.7228 0.7228 0.7228 0.7236
S1 0.7198 0.7198 0.7230 0.7213
S2 0.7160 0.7160 0.7224
S3 0.7092 0.7130 0.7217
S4 0.7024 0.7062 0.7199
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 0.7258 0.7136 0.0122 1.7% 0.0050 0.7% 82% True False 89
10 0.7258 0.7132 0.0126 1.7% 0.0048 0.7% 83% True False 88
20 0.7488 0.7132 0.0356 4.9% 0.0054 0.7% 29% False False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7547
2.618 0.7436
1.618 0.7368
1.000 0.7326
0.618 0.7300
HIGH 0.7258
0.618 0.7232
0.500 0.7224
0.382 0.7216
LOW 0.7190
0.618 0.7148
1.000 0.7122
1.618 0.7080
2.618 0.7012
4.250 0.6901
Fisher Pivots for day following 04-Jan-2017
Pivot 1 day 3 day
R1 0.7232 0.7228
PP 0.7228 0.7220
S1 0.7224 0.7212

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

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