CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 20-Jan-2017
Day Change Summary
Previous Current
19-Jan-2017 20-Jan-2017 Change Change % Previous Week
Open 0.7484 0.7542 0.0058 0.8% 0.7477
High 0.7547 0.7561 0.0014 0.2% 0.7561
Low 0.7468 0.7493 0.0025 0.3% 0.7434
Close 0.7531 0.7537 0.0006 0.1% 0.7537
Range 0.0079 0.0068 -0.0011 -13.9% 0.0127
ATR 0.0067 0.0067 0.0000 0.1% 0.0000
Volume 108 216 108 100.0% 740
Daily Pivots for day following 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7734 0.7704 0.7574
R3 0.7666 0.7636 0.7556
R2 0.7598 0.7598 0.7549
R1 0.7568 0.7568 0.7543 0.7549
PP 0.7530 0.7530 0.7530 0.7521
S1 0.7500 0.7500 0.7531 0.7481
S2 0.7462 0.7462 0.7525
S3 0.7394 0.7432 0.7518
S4 0.7326 0.7364 0.7500
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7892 0.7841 0.7607
R3 0.7765 0.7714 0.7572
R2 0.7638 0.7638 0.7560
R1 0.7587 0.7587 0.7549 0.7613
PP 0.7511 0.7511 0.7511 0.7523
S1 0.7460 0.7460 0.7525 0.7486
S2 0.7384 0.7384 0.7514
S3 0.7257 0.7333 0.7502
S4 0.7130 0.7206 0.7467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7561 0.7424 0.0137 1.8% 0.0074 1.0% 82% True False 159
10 0.7561 0.7263 0.0298 4.0% 0.0077 1.0% 92% True False 142
20 0.7561 0.7132 0.0429 5.7% 0.0064 0.9% 94% True False 100
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7850
2.618 0.7739
1.618 0.7671
1.000 0.7629
0.618 0.7603
HIGH 0.7561
0.618 0.7535
0.500 0.7527
0.382 0.7519
LOW 0.7493
0.618 0.7451
1.000 0.7425
1.618 0.7383
2.618 0.7315
4.250 0.7204
Fisher Pivots for day following 20-Jan-2017
Pivot 1 day 3 day
R1 0.7534 0.7530
PP 0.7530 0.7522
S1 0.7527 0.7515

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

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