CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 08-Feb-2017
Day Change Summary
Previous Current
07-Feb-2017 08-Feb-2017 Change Change % Previous Week
Open 0.7631 0.7604 -0.0027 -0.4% 0.7532
High 0.7657 0.7642 -0.0015 -0.2% 0.7672
Low 0.7584 0.7590 0.0006 0.1% 0.7506
Close 0.7618 0.7609 -0.0009 -0.1% 0.7653
Range 0.0073 0.0052 -0.0021 -28.8% 0.0166
ATR 0.0065 0.0064 -0.0001 -1.4% 0.0000
Volume 518 119 -399 -77.0% 1,020
Daily Pivots for day following 08-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7770 0.7741 0.7638
R3 0.7718 0.7689 0.7623
R2 0.7666 0.7666 0.7619
R1 0.7637 0.7637 0.7614 0.7652
PP 0.7614 0.7614 0.7614 0.7621
S1 0.7585 0.7585 0.7604 0.7600
S2 0.7562 0.7562 0.7599
S3 0.7510 0.7533 0.7595
S4 0.7458 0.7481 0.7580
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 0.7556 0.0116 1.5% 0.0072 0.9% 46% False False 306
10 0.7672 0.7489 0.0183 2.4% 0.0062 0.8% 66% False False 207
20 0.7672 0.7326 0.0346 4.5% 0.0069 0.9% 82% False False 169
40 0.7672 0.7132 0.0540 7.1% 0.0064 0.8% 88% False False 121
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 0.7863
2.618 0.7778
1.618 0.7726
1.000 0.7694
0.618 0.7674
HIGH 0.7642
0.618 0.7622
0.500 0.7616
0.382 0.7610
LOW 0.7590
0.618 0.7558
1.000 0.7538
1.618 0.7506
2.618 0.7454
4.250 0.7369
Fisher Pivots for day following 08-Feb-2017
Pivot 1 day 3 day
R1 0.7616 0.7621
PP 0.7614 0.7617
S1 0.7611 0.7613

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

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