CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 23-Jan-2017
Day Change Summary
Previous Current
20-Jan-2017 23-Jan-2017 Change Change % Previous Week
Open 0.7542 0.7538 -0.0004 -0.1% 0.7477
High 0.7561 0.7562 0.0001 0.0% 0.7561
Low 0.7493 0.7525 0.0032 0.4% 0.7434
Close 0.7537 0.7549 0.0012 0.2% 0.7537
Range 0.0068 0.0037 -0.0031 -45.6% 0.0127
ATR 0.0067 0.0065 -0.0002 -3.2% 0.0000
Volume 216 77 -139 -64.4% 740
Daily Pivots for day following 23-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7656 0.7640 0.7569
R3 0.7619 0.7603 0.7559
R2 0.7582 0.7582 0.7556
R1 0.7566 0.7566 0.7552 0.7574
PP 0.7545 0.7545 0.7545 0.7550
S1 0.7529 0.7529 0.7546 0.7537
S2 0.7508 0.7508 0.7542
S3 0.7471 0.7492 0.7539
S4 0.7434 0.7455 0.7529
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 0.7562 0.7434 0.0128 1.7% 0.0070 0.9% 90% True False 163
10 0.7562 0.7269 0.0293 3.9% 0.0074 1.0% 96% True False 144
20 0.7562 0.7132 0.0430 5.7% 0.0064 0.8% 97% True False 103
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0019
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7719
2.618 0.7659
1.618 0.7622
1.000 0.7599
0.618 0.7585
HIGH 0.7562
0.618 0.7548
0.500 0.7544
0.382 0.7539
LOW 0.7525
0.618 0.7502
1.000 0.7488
1.618 0.7465
2.618 0.7428
4.250 0.7368
Fisher Pivots for day following 23-Jan-2017
Pivot 1 day 3 day
R1 0.7547 0.7538
PP 0.7545 0.7526
S1 0.7544 0.7515

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

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