CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 12-Jan-2017
Day Change Summary
Previous Current
11-Jan-2017 12-Jan-2017 Change Change % Previous Week
Open 0.7340 0.7414 0.0074 1.0% 0.7170
High 0.7443 0.7492 0.0049 0.7% 0.7328
Low 0.7326 0.7405 0.0079 1.1% 0.7165
Close 0.7416 0.7464 0.0048 0.6% 0.7277
Range 0.0117 0.0087 -0.0030 -25.6% 0.0163
ATR 0.0062 0.0064 0.0002 2.9% 0.0000
Volume 147 131 -16 -10.9% 183
Daily Pivots for day following 12-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7715 0.7676 0.7512
R3 0.7628 0.7589 0.7488
R2 0.7541 0.7541 0.7480
R1 0.7502 0.7502 0.7472 0.7522
PP 0.7454 0.7454 0.7454 0.7463
S1 0.7415 0.7415 0.7456 0.7435
S2 0.7367 0.7367 0.7448
S3 0.7280 0.7328 0.7440
S4 0.7193 0.7241 0.7416
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 0.7492 0.7263 0.0229 3.1% 0.0079 1.1% 88% True False 125
10 0.7492 0.7151 0.0341 4.6% 0.0068 0.9% 92% True False 107
20 0.7492 0.7132 0.0360 4.8% 0.0065 0.9% 92% True False 86
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7862
2.618 0.7720
1.618 0.7633
1.000 0.7579
0.618 0.7546
HIGH 0.7492
0.618 0.7459
0.500 0.7449
0.382 0.7438
LOW 0.7405
0.618 0.7351
1.000 0.7318
1.618 0.7264
2.618 0.7177
4.250 0.7035
Fisher Pivots for day following 12-Jan-2017
Pivot 1 day 3 day
R1 0.7459 0.7442
PP 0.7454 0.7420
S1 0.7449 0.7399

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

View Archives - Comment on this page... - Back to Index of Symbols