CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 17-Jan-2017
Day Change Summary
Previous Current
13-Jan-2017 17-Jan-2017 Change Change % Previous Week
Open 0.7455 0.7477 0.0022 0.3% 0.7290
High 0.7481 0.7542 0.0061 0.8% 0.7492
Low 0.7424 0.7434 0.0010 0.1% 0.7269
Close 0.7476 0.7537 0.0061 0.8% 0.7476
Range 0.0057 0.0108 0.0051 89.5% 0.0223
ATR 0.0063 0.0066 0.0003 5.1% 0.0000
Volume 57 289 232 407.0% 628
Daily Pivots for day following 17-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7828 0.7791 0.7596
R3 0.7720 0.7683 0.7567
R2 0.7612 0.7612 0.7557
R1 0.7575 0.7575 0.7547 0.7594
PP 0.7504 0.7504 0.7504 0.7514
S1 0.7467 0.7467 0.7527 0.7486
S2 0.7396 0.7396 0.7517
S3 0.7288 0.7359 0.7507
S4 0.7180 0.7251 0.7478
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 0.7542 0.7305 0.0237 3.1% 0.0084 1.1% 98% True False 156
10 0.7542 0.7165 0.0377 5.0% 0.0076 1.0% 99% True False 110
20 0.7542 0.7132 0.0410 5.4% 0.0064 0.8% 99% True False 103
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 0.0017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8001
2.618 0.7825
1.618 0.7717
1.000 0.7650
0.618 0.7609
HIGH 0.7542
0.618 0.7501
0.500 0.7488
0.382 0.7475
LOW 0.7434
0.618 0.7367
1.000 0.7326
1.618 0.7259
2.618 0.7151
4.250 0.6975
Fisher Pivots for day following 17-Jan-2017
Pivot 1 day 3 day
R1 0.7521 0.7516
PP 0.7504 0.7495
S1 0.7488 0.7474

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

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