CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 10-Jan-2017
Day Change Summary
Previous Current
09-Jan-2017 10-Jan-2017 Change Change % Previous Week
Open 0.7290 0.7318 0.0028 0.4% 0.7170
High 0.7346 0.7357 0.0011 0.1% 0.7328
Low 0.7269 0.7305 0.0036 0.5% 0.7165
Close 0.7332 0.7341 0.0009 0.1% 0.7277
Range 0.0077 0.0052 -0.0025 -32.5% 0.0163
ATR 0.0058 0.0058 0.0000 -0.7% 0.0000
Volume 137 156 19 13.9% 183
Daily Pivots for day following 10-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7490 0.7468 0.7370
R3 0.7438 0.7416 0.7355
R2 0.7386 0.7386 0.7351
R1 0.7364 0.7364 0.7346 0.7375
PP 0.7334 0.7334 0.7334 0.7340
S1 0.7312 0.7312 0.7336 0.7323
S2 0.7282 0.7282 0.7331
S3 0.7230 0.7260 0.7327
S4 0.7178 0.7208 0.7312
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 0.7357 0.7190 0.0167 2.3% 0.0068 0.9% 90% True False 90
10 0.7357 0.7136 0.0221 3.0% 0.0055 0.7% 93% True False 86
20 0.7488 0.7132 0.0356 4.8% 0.0059 0.8% 59% False False 73
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7578
2.618 0.7493
1.618 0.7441
1.000 0.7409
0.618 0.7389
HIGH 0.7357
0.618 0.7337
0.500 0.7331
0.382 0.7325
LOW 0.7305
0.618 0.7273
1.000 0.7253
1.618 0.7221
2.618 0.7169
4.250 0.7084
Fisher Pivots for day following 10-Jan-2017
Pivot 1 day 3 day
R1 0.7338 0.7331
PP 0.7334 0.7320
S1 0.7331 0.7310

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

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