CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 09-Jan-2017
Day Change Summary
Previous Current
06-Jan-2017 09-Jan-2017 Change Change % Previous Week
Open 0.7305 0.7290 -0.0015 -0.2% 0.7170
High 0.7326 0.7346 0.0020 0.3% 0.7328
Low 0.7263 0.7269 0.0006 0.1% 0.7165
Close 0.7277 0.7332 0.0055 0.8% 0.7277
Range 0.0063 0.0077 0.0014 22.2% 0.0163
ATR 0.0057 0.0058 0.0001 2.6% 0.0000
Volume 58 137 79 136.2% 183
Daily Pivots for day following 09-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7547 0.7516 0.7374
R3 0.7470 0.7439 0.7353
R2 0.7393 0.7393 0.7346
R1 0.7362 0.7362 0.7339 0.7378
PP 0.7316 0.7316 0.7316 0.7323
S1 0.7285 0.7285 0.7325 0.7301
S2 0.7239 0.7239 0.7318
S3 0.7162 0.7208 0.7311
S4 0.7085 0.7131 0.7290
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7746 0.7674 0.7367
R3 0.7583 0.7511 0.7322
R2 0.7420 0.7420 0.7307
R1 0.7348 0.7348 0.7292 0.7384
PP 0.7257 0.7257 0.7257 0.7275
S1 0.7185 0.7185 0.7262 0.7221
S2 0.7094 0.7094 0.7247
S3 0.6931 0.7022 0.7232
S4 0.6768 0.6859 0.7187
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7346 0.7165 0.0181 2.5% 0.0067 0.9% 92% True False 64
10 0.7346 0.7132 0.0214 2.9% 0.0056 0.8% 93% True False 73
20 0.7488 0.7132 0.0356 4.9% 0.0058 0.8% 56% False False 66
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7673
2.618 0.7548
1.618 0.7471
1.000 0.7423
0.618 0.7394
HIGH 0.7346
0.618 0.7317
0.500 0.7308
0.382 0.7298
LOW 0.7269
0.618 0.7221
1.000 0.7192
1.618 0.7144
2.618 0.7067
4.250 0.6942
Fisher Pivots for day following 09-Jan-2017
Pivot 1 day 3 day
R1 0.7324 0.7320
PP 0.7316 0.7308
S1 0.7308 0.7297

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

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