CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 03-Feb-2017
Day Change Summary
Previous Current
02-Feb-2017 03-Feb-2017 Change Change % Previous Week
Open 0.7556 0.7633 0.0077 1.0% 0.7532
High 0.7672 0.7671 -0.0001 0.0% 0.7672
Low 0.7556 0.7599 0.0043 0.6% 0.7506
Close 0.7638 0.7653 0.0015 0.2% 0.7653
Range 0.0116 0.0072 -0.0044 -37.9% 0.0166
ATR 0.0065 0.0066 0.0000 0.8% 0.0000
Volume 312 330 18 5.8% 1,020
Daily Pivots for day following 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7857 0.7827 0.7693
R3 0.7785 0.7755 0.7673
R2 0.7713 0.7713 0.7666
R1 0.7683 0.7683 0.7660 0.7698
PP 0.7641 0.7641 0.7641 0.7649
S1 0.7611 0.7611 0.7646 0.7626
S2 0.7569 0.7569 0.7640
S3 0.7497 0.7539 0.7633
S4 0.7425 0.7467 0.7613
Weekly Pivots for week ending 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.8108 0.8047 0.7744
R3 0.7942 0.7881 0.7699
R2 0.7776 0.7776 0.7683
R1 0.7715 0.7715 0.7668 0.7746
PP 0.7610 0.7610 0.7610 0.7626
S1 0.7549 0.7549 0.7638 0.7580
S2 0.7444 0.7444 0.7623
S3 0.7278 0.7383 0.7607
S4 0.7112 0.7217 0.7562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7672 0.7506 0.0166 2.2% 0.0066 0.9% 89% False False 204
10 0.7672 0.7489 0.0183 2.4% 0.0062 0.8% 90% False False 141
20 0.7672 0.7263 0.0409 5.3% 0.0069 0.9% 95% False False 142
40 0.7672 0.7132 0.0540 7.1% 0.0063 0.8% 96% False False 100
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7977
2.618 0.7859
1.618 0.7787
1.000 0.7743
0.618 0.7715
HIGH 0.7671
0.618 0.7643
0.500 0.7635
0.382 0.7627
LOW 0.7599
0.618 0.7555
1.000 0.7527
1.618 0.7483
2.618 0.7411
4.250 0.7293
Fisher Pivots for day following 03-Feb-2017
Pivot 1 day 3 day
R1 0.7647 0.7636
PP 0.7641 0.7618
S1 0.7635 0.7601

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

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