CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 27-Jan-2017
Day Change Summary
Previous Current
26-Jan-2017 27-Jan-2017 Change Change % Previous Week
Open 0.7560 0.7512 -0.0048 -0.6% 0.7538
High 0.7560 0.7549 -0.0011 -0.1% 0.7585
Low 0.7500 0.7489 -0.0011 -0.1% 0.7489
Close 0.7528 0.7528 0.0000 0.0% 0.7528
Range 0.0060 0.0060 0.0000 0.0% 0.0096
ATR 0.0065 0.0065 0.0000 -0.5% 0.0000
Volume 36 126 90 250.0% 395
Daily Pivots for day following 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7702 0.7675 0.7561
R3 0.7642 0.7615 0.7544
R2 0.7582 0.7582 0.7539
R1 0.7555 0.7555 0.7533 0.7568
PP 0.7522 0.7522 0.7522 0.7529
S1 0.7495 0.7495 0.7523 0.7509
S2 0.7462 0.7462 0.7517
S3 0.7402 0.7435 0.7512
S4 0.7342 0.7375 0.7495
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7822 0.7771 0.7581
R3 0.7726 0.7675 0.7554
R2 0.7630 0.7630 0.7546
R1 0.7579 0.7579 0.7537 0.7557
PP 0.7534 0.7534 0.7534 0.7523
S1 0.7483 0.7483 0.7519 0.7461
S2 0.7438 0.7438 0.7510
S3 0.7342 0.7387 0.7502
S4 0.7246 0.7291 0.7475
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7585 0.7489 0.0096 1.3% 0.0059 0.8% 41% False True 79
10 0.7585 0.7424 0.0161 2.1% 0.0066 0.9% 65% False False 119
20 0.7585 0.7151 0.0434 5.8% 0.0067 0.9% 87% False False 113
40 0.7585 0.7132 0.0453 6.0% 0.0059 0.8% 87% False False 74
Crabel Price Patterns
NR False
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 0.0018
Fibonacci Retracements and Extensions
4.250 0.7804
2.618 0.7706
1.618 0.7646
1.000 0.7609
0.618 0.7586
HIGH 0.7549
0.618 0.7526
0.500 0.7519
0.382 0.7512
LOW 0.7489
0.618 0.7452
1.000 0.7429
1.618 0.7392
2.618 0.7332
4.250 0.7234
Fisher Pivots for day following 27-Jan-2017
Pivot 1 day 3 day
R1 0.7525 0.7531
PP 0.7522 0.7530
S1 0.7519 0.7529

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

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