CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 10-Feb-2017
Day Change Summary
Previous Current
09-Feb-2017 10-Feb-2017 Change Change % Previous Week
Open 0.7618 0.7601 -0.0017 -0.2% 0.7654
High 0.7641 0.7666 0.0025 0.3% 0.7666
Low 0.7589 0.7597 0.0008 0.1% 0.7584
Close 0.7605 0.7653 0.0048 0.6% 0.7653
Range 0.0052 0.0069 0.0017 32.7% 0.0082
ATR 0.0063 0.0064 0.0000 0.7% 0.0000
Volume 138 258 120 87.0% 1,287
Daily Pivots for day following 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7846 0.7818 0.7691
R3 0.7777 0.7749 0.7672
R2 0.7708 0.7708 0.7666
R1 0.7680 0.7680 0.7659 0.7694
PP 0.7639 0.7639 0.7639 0.7646
S1 0.7611 0.7611 0.7647 0.7625
S2 0.7570 0.7570 0.7640
S3 0.7501 0.7542 0.7634
S4 0.7432 0.7473 0.7615
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7880 0.7849 0.7698
R3 0.7798 0.7767 0.7676
R2 0.7716 0.7716 0.7668
R1 0.7685 0.7685 0.7661 0.7660
PP 0.7634 0.7634 0.7634 0.7622
S1 0.7603 0.7603 0.7645 0.7578
S2 0.7552 0.7552 0.7638
S3 0.7470 0.7521 0.7630
S4 0.7388 0.7439 0.7608
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7666 0.7584 0.0082 1.1% 0.0059 0.8% 84% True False 257
10 0.7672 0.7506 0.0166 2.2% 0.0062 0.8% 89% False False 230
20 0.7672 0.7424 0.0248 3.2% 0.0064 0.8% 92% False False 174
40 0.7672 0.7132 0.0540 7.1% 0.0065 0.8% 96% False False 130
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7959
2.618 0.7847
1.618 0.7778
1.000 0.7735
0.618 0.7709
HIGH 0.7666
0.618 0.7640
0.500 0.7632
0.382 0.7623
LOW 0.7597
0.618 0.7554
1.000 0.7528
1.618 0.7485
2.618 0.7416
4.250 0.7304
Fisher Pivots for day following 10-Feb-2017
Pivot 1 day 3 day
R1 0.7646 0.7645
PP 0.7639 0.7636
S1 0.7632 0.7628

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

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