CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 31-Jan-2017
Day Change Summary
Previous Current
30-Jan-2017 31-Jan-2017 Change Change % Previous Week
Open 0.7532 0.7540 0.0008 0.1% 0.7538
High 0.7542 0.7581 0.0039 0.5% 0.7585
Low 0.7506 0.7520 0.0014 0.2% 0.7489
Close 0.7530 0.7562 0.0032 0.4% 0.7528
Range 0.0036 0.0061 0.0025 69.4% 0.0096
ATR 0.0063 0.0062 0.0000 -0.2% 0.0000
Volume 42 79 37 88.1% 395
Daily Pivots for day following 31-Jan-2017
Classic Woodie Camarilla DeMark
R4 0.7737 0.7711 0.7596
R3 0.7676 0.7650 0.7579
R2 0.7615 0.7615 0.7573
R1 0.7589 0.7589 0.7568 0.7602
PP 0.7554 0.7554 0.7554 0.7561
S1 0.7528 0.7528 0.7556 0.7541
S2 0.7493 0.7493 0.7551
S3 0.7432 0.7467 0.7545
S4 0.7371 0.7406 0.7528
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 0.7581 0.7489 0.0092 1.2% 0.0059 0.8% 79% True False 75
10 0.7585 0.7468 0.0117 1.5% 0.0060 0.8% 80% False False 96
20 0.7585 0.7165 0.0420 5.6% 0.0068 0.9% 95% False False 103
40 0.7585 0.7132 0.0453 6.0% 0.0061 0.8% 95% False False 77
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7840
2.618 0.7741
1.618 0.7680
1.000 0.7642
0.618 0.7619
HIGH 0.7581
0.618 0.7558
0.500 0.7551
0.382 0.7543
LOW 0.7520
0.618 0.7482
1.000 0.7459
1.618 0.7421
2.618 0.7360
4.250 0.7261
Fisher Pivots for day following 31-Jan-2017
Pivot 1 day 3 day
R1 0.7558 0.7553
PP 0.7554 0.7544
S1 0.7551 0.7535

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

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