CME Australian Dollar Future June 2017


Trading Metrics calculated at close of trading on 21-Feb-2017
Day Change Summary
Previous Current
17-Feb-2017 21-Feb-2017 Change Change % Previous Week
Open 0.7675 0.7651 -0.0024 -0.3% 0.7644
High 0.7692 0.7670 -0.0022 -0.3% 0.7712
Low 0.7637 0.7630 -0.0007 -0.1% 0.7598
Close 0.7639 0.7664 0.0025 0.3% 0.7639
Range 0.0055 0.0040 -0.0015 -27.3% 0.0114
ATR 0.0063 0.0061 -0.0002 -2.6% 0.0000
Volume 243 783 540 222.2% 1,884
Daily Pivots for day following 21-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7775 0.7759 0.7686
R3 0.7735 0.7719 0.7675
R2 0.7695 0.7695 0.7671
R1 0.7679 0.7679 0.7668 0.7687
PP 0.7655 0.7655 0.7655 0.7659
S1 0.7639 0.7639 0.7660 0.7647
S2 0.7615 0.7615 0.7657
S3 0.7575 0.7599 0.7653
S4 0.7535 0.7559 0.7642
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 0.7992 0.7929 0.7702
R3 0.7878 0.7815 0.7670
R2 0.7764 0.7764 0.7660
R1 0.7701 0.7701 0.7649 0.7676
PP 0.7650 0.7650 0.7650 0.7637
S1 0.7587 0.7587 0.7629 0.7561
S2 0.7536 0.7536 0.7618
S3 0.7422 0.7473 0.7608
S4 0.7308 0.7359 0.7576
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7712 0.7598 0.0114 1.5% 0.0060 0.8% 58% False False 498
10 0.7712 0.7584 0.0128 1.7% 0.0059 0.8% 62% False False 370
20 0.7712 0.7489 0.0223 2.9% 0.0061 0.8% 78% False False 264
40 0.7712 0.7132 0.0580 7.6% 0.0063 0.8% 92% False False 184
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0019
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7840
2.618 0.7775
1.618 0.7735
1.000 0.7710
0.618 0.7695
HIGH 0.7670
0.618 0.7655
0.500 0.7650
0.382 0.7645
LOW 0.7630
0.618 0.7605
1.000 0.7590
1.618 0.7565
2.618 0.7525
4.250 0.7460
Fisher Pivots for day following 21-Feb-2017
Pivot 1 day 3 day
R1 0.7659 0.7671
PP 0.7655 0.7669
S1 0.7650 0.7666

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

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