CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 13-Jan-2017
Day Change Summary
Previous Current
12-Jan-2017 13-Jan-2017 Change Change % Previous Week
Open 0.7414 0.7455 0.0041 0.6% 0.7290
High 0.7492 0.7481 -0.0011 -0.1% 0.7492
Low 0.7405 0.7424 0.0019 0.3% 0.7269
Close 0.7464 0.7476 0.0012 0.2% 0.7476
Range 0.0087 0.0057 -0.0030 -34.5% 0.0223
ATR 0.0064 0.0063 0.0000 -0.7% 0.0000
Volume 131 57 -74 -56.5% 628
Daily Pivots for day following 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7631 0.7611 0.7507
R3 0.7574 0.7554 0.7492
R2 0.7517 0.7517 0.7486
R1 0.7497 0.7497 0.7481 0.7507
PP 0.7460 0.7460 0.7460 0.7466
S1 0.7440 0.7440 0.7471 0.7450
S2 0.7403 0.7403 0.7466
S3 0.7346 0.7383 0.7460
S4 0.7289 0.7326 0.7445
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.8081 0.8002 0.7599
R3 0.7858 0.7779 0.7537
R2 0.7635 0.7635 0.7517
R1 0.7556 0.7556 0.7496 0.7596
PP 0.7412 0.7412 0.7412 0.7432
S1 0.7333 0.7333 0.7456 0.7373
S2 0.7189 0.7189 0.7435
S3 0.6966 0.7110 0.7415
S4 0.6743 0.6887 0.7353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7492 0.7269 0.0223 3.0% 0.0078 1.0% 93% False False 125
10 0.7492 0.7165 0.0327 4.4% 0.0069 0.9% 95% False False 83
20 0.7492 0.7132 0.0360 4.8% 0.0063 0.8% 96% False False 89
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7723
2.618 0.7630
1.618 0.7573
1.000 0.7538
0.618 0.7516
HIGH 0.7481
0.618 0.7459
0.500 0.7453
0.382 0.7446
LOW 0.7424
0.618 0.7389
1.000 0.7367
1.618 0.7332
2.618 0.7275
4.250 0.7182
Fisher Pivots for day following 13-Jan-2017
Pivot 1 day 3 day
R1 0.7468 0.7454
PP 0.7460 0.7431
S1 0.7453 0.7409

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

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