CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 19-Jan-2017
Day Change Summary
Previous Current
18-Jan-2017 19-Jan-2017 Change Change % Previous Week
Open 0.7524 0.7484 -0.0040 -0.5% 0.7290
High 0.7538 0.7547 0.0009 0.1% 0.7492
Low 0.7478 0.7468 -0.0010 -0.1% 0.7269
Close 0.7511 0.7531 0.0020 0.3% 0.7476
Range 0.0060 0.0079 0.0019 31.7% 0.0223
ATR 0.0066 0.0067 0.0001 1.4% 0.0000
Volume 127 108 -19 -15.0% 628
Daily Pivots for day following 19-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7752 0.7721 0.7574
R3 0.7673 0.7642 0.7553
R2 0.7594 0.7594 0.7545
R1 0.7563 0.7563 0.7538 0.7579
PP 0.7515 0.7515 0.7515 0.7523
S1 0.7484 0.7484 0.7524 0.7500
S2 0.7436 0.7436 0.7517
S3 0.7357 0.7405 0.7509
S4 0.7278 0.7326 0.7488
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 0.7547 0.7405 0.0142 1.9% 0.0078 1.0% 89% True False 142
10 0.7547 0.7247 0.0300 4.0% 0.0078 1.0% 95% True False 125
20 0.7547 0.7132 0.0415 5.5% 0.0063 0.8% 96% True False 106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7883
2.618 0.7754
1.618 0.7675
1.000 0.7626
0.618 0.7596
HIGH 0.7547
0.618 0.7517
0.500 0.7508
0.382 0.7498
LOW 0.7468
0.618 0.7419
1.000 0.7389
1.618 0.7340
2.618 0.7261
4.250 0.7132
Fisher Pivots for day following 19-Jan-2017
Pivot 1 day 3 day
R1 0.7523 0.7518
PP 0.7515 0.7504
S1 0.7508 0.7491

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

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