CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 25-Jan-2017
Day Change Summary
Previous Current
24-Jan-2017 25-Jan-2017 Change Change % Previous Week
Open 0.7565 0.7569 0.0004 0.1% 0.7477
High 0.7585 0.7572 -0.0013 -0.2% 0.7561
Low 0.7529 0.7492 -0.0037 -0.5% 0.7434
Close 0.7554 0.7536 -0.0018 -0.2% 0.7537
Range 0.0056 0.0080 0.0024 42.9% 0.0127
ATR 0.0064 0.0065 0.0001 1.8% 0.0000
Volume 64 92 28 43.8% 740
Daily Pivots for day following 25-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7773 0.7735 0.7580
R3 0.7693 0.7655 0.7558
R2 0.7613 0.7613 0.7551
R1 0.7575 0.7575 0.7543 0.7554
PP 0.7533 0.7533 0.7533 0.7523
S1 0.7495 0.7495 0.7529 0.7474
S2 0.7453 0.7453 0.7521
S3 0.7373 0.7415 0.7514
S4 0.7293 0.7335 0.7492
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 0.7585 0.7468 0.0117 1.6% 0.0064 0.8% 58% False False 111
10 0.7585 0.7326 0.0259 3.4% 0.0075 1.0% 81% False False 130
20 0.7585 0.7136 0.0449 6.0% 0.0065 0.9% 89% False False 108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7912
2.618 0.7781
1.618 0.7701
1.000 0.7652
0.618 0.7621
HIGH 0.7572
0.618 0.7541
0.500 0.7532
0.382 0.7523
LOW 0.7492
0.618 0.7443
1.000 0.7412
1.618 0.7363
2.618 0.7283
4.250 0.7152
Fisher Pivots for day following 25-Jan-2017
Pivot 1 day 3 day
R1 0.7535 0.7539
PP 0.7533 0.7538
S1 0.7532 0.7537

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

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