CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 13-Feb-2017
Day Change Summary
Previous Current
10-Feb-2017 13-Feb-2017 Change Change % Previous Week
Open 0.7601 0.7644 0.0043 0.6% 0.7654
High 0.7666 0.7655 -0.0011 -0.1% 0.7666
Low 0.7597 0.7609 0.0012 0.2% 0.7584
Close 0.7653 0.7623 -0.0030 -0.4% 0.7653
Range 0.0069 0.0046 -0.0023 -33.3% 0.0082
ATR 0.0064 0.0062 -0.0001 -2.0% 0.0000
Volume 258 175 -83 -32.2% 1,287
Daily Pivots for day following 13-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7767 0.7741 0.7648
R3 0.7721 0.7695 0.7636
R2 0.7675 0.7675 0.7631
R1 0.7649 0.7649 0.7627 0.7639
PP 0.7629 0.7629 0.7629 0.7624
S1 0.7603 0.7603 0.7619 0.7593
S2 0.7583 0.7583 0.7615
S3 0.7537 0.7557 0.7610
S4 0.7491 0.7511 0.7598
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% 0.0058 0.8% 48% False False 241
10 0.7672 0.7520 0.0152 2.0% 0.0063 0.8% 68% False False 244
20 0.7672 0.7434 0.0238 3.1% 0.0064 0.8% 79% False False 180
40 0.7672 0.7132 0.0540 7.1% 0.0063 0.8% 91% False False 135
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7850
2.618 0.7775
1.618 0.7729
1.000 0.7701
0.618 0.7683
HIGH 0.7655
0.618 0.7637
0.500 0.7632
0.382 0.7627
LOW 0.7609
0.618 0.7581
1.000 0.7563
1.618 0.7535
2.618 0.7489
4.250 0.7414
Fisher Pivots for day following 13-Feb-2017
Pivot 1 day 3 day
R1 0.7632 0.7628
PP 0.7629 0.7626
S1 0.7626 0.7625

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

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